# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-26-000084
**Filing Date:** 2026-2
**Character Count:** 1767956
**Document Hash:** fb5f7b835d9a6c40f4fc9c1973775003
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-26-000084.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000836906-26-000084

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 26688422

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Core Bond Fund (Series ID: S000053068)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000166995 | Admiral Shares  | VCOBX           |
| C000166996 | Investor Shares | VCORX           |

## Nport-Ex

Vanguard<sup>®</sup> Core Bond Fund

Schedule of Investments (unaudited)

As of December 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 (47.3%)** | **U.S. Government and Agency Obligations (47.3%)** | **U.S. Government and Agency Obligations (47.3%)** | **U.S. Government and Agency Obligations (47.3%)** | **U.S. Government and Agency Obligations (47.3%)** | **U.S. Government and Agency Obligations (47.3%)** |
| **U.S. Government Securities (25.8%)** | **U.S. Government Securities (25.8%)** | **U.S. Government Securities (25.8%)** | **U.S. Government Securities (25.8%)** | **U.S. Government Securities (25.8%)** | **U.S. Government Securities (25.8%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;135000 | &nbsp;&nbsp;135422 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;319170 | &nbsp;&nbsp;323384 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;126747 | &nbsp;&nbsp;125222 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;87400 | &nbsp;&nbsp;&nbsp;&nbsp;88148 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;26613 | &nbsp;&nbsp;&nbsp;&nbsp;24971 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12815 | &nbsp;&nbsp;&nbsp;&nbsp;12074 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;54601 | &nbsp;&nbsp;&nbsp;&nbsp;55844 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;99825 | &nbsp;&nbsp;101104 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;86443 |
| <sup>1,2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;174748 | &nbsp;&nbsp;178298 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;61955 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;46400 | &nbsp;&nbsp;&nbsp;&nbsp;44631 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;18822 | &nbsp;&nbsp;&nbsp;&nbsp;18321 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;98875 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;86826 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;53708 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;71219 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;68564 | &nbsp;&nbsp;&nbsp;&nbsp;69164 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;78600 | &nbsp;&nbsp;&nbsp;&nbsp;80718 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;42500 | &nbsp;&nbsp;&nbsp;&nbsp;39047 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;48862 | &nbsp;&nbsp;&nbsp;&nbsp;48786 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;42704 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;71119 | &nbsp;&nbsp;&nbsp;&nbsp;71697 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;38297 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;87344 | &nbsp;&nbsp;&nbsp;&nbsp;88026 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;59737 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;78438 | &nbsp;&nbsp;&nbsp;&nbsp;79376 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;23911 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;36452 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;30506 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;47552 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;68351 | &nbsp;&nbsp;&nbsp;&nbsp;69443 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;26916 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;93249 | &nbsp;&nbsp;&nbsp;&nbsp;96571 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;48005 | &nbsp;&nbsp;&nbsp;&nbsp;49374 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;63359 | &nbsp;&nbsp;&nbsp;&nbsp;56548 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;83600 | &nbsp;&nbsp;&nbsp;&nbsp;84831 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;44636 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;50361 |
| <sup>1,2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;170040 | &nbsp;&nbsp;160422 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;86900 | &nbsp;&nbsp;&nbsp;&nbsp;87423 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;100166 | &nbsp;&nbsp;&nbsp;&nbsp;93440 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;34877 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;21170 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;26421 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;31621 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;34225 | &nbsp;&nbsp;&nbsp;&nbsp;34895 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;21075 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;39031 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;54515 | &nbsp;&nbsp;&nbsp;&nbsp;49215 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;86800 | &nbsp;&nbsp;&nbsp;&nbsp;60675 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;47535 | &nbsp;&nbsp;&nbsp;&nbsp;39367 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;48323 | &nbsp;&nbsp;&nbsp;&nbsp;35633 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;61950 | &nbsp;&nbsp;&nbsp;&nbsp;49930 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;40263 | &nbsp;&nbsp;&nbsp;&nbsp;33643 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;29466 | &nbsp;&nbsp;&nbsp;&nbsp;24945 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;27914 | &nbsp;&nbsp;&nbsp;&nbsp;21703 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;18104 | &nbsp;&nbsp;&nbsp;&nbsp;16271 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;11401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9860 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;73600 | &nbsp;&nbsp;&nbsp;&nbsp;70429 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;26360 | &nbsp;&nbsp;&nbsp;&nbsp;23144 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;53228 | &nbsp;&nbsp;&nbsp;&nbsp;53334 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;26325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22644 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34607 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;40897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33810 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;71500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70341 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;14560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11548 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;20535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18886 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;11419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;39752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39031 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;61100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60909 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28799 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9065 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21471 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;51200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33744 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39935 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41506 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54236 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;18050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13459 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15226 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16028 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18239 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;23312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17215 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;23210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16689 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24647 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;45615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29366 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;70509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41449 |
| <sup>3,4</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;86277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41399 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;90900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44797 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28323 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50396 |
| <sup>3,4</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;94250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59521 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;80100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44393 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15815 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;81795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57308 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20246 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;28674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24930 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;29900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29465 |
|  |  |  |  |  | **4982508** |
| **Conventional Mortgage-Backed Securities (17.4%)** | **Conventional Mortgage-Backed Securities (17.4%)** | **Conventional Mortgage-Backed Securities (17.4%)** | **Conventional Mortgage-Backed Securities (17.4%)** | **Conventional Mortgage-Backed Securities (17.4%)** |  |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/2046–3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2047–2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23440 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11221 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5911 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;27520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27611 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;4/1/2030–5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;42560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42780 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24704 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8763 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;34382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34670 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11386 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;59768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60697 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25454 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2045–2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13861 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2030–7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8212 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8092 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2039–2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/2035–6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2045–8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2039–9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/20/2050–6/20/2052 | &nbsp;&nbsp;108322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89627 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/2050–6/20/2052 | &nbsp;&nbsp;106917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92224 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/2043–1/15/2056 | &nbsp;&nbsp;110689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99913 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/20/2047–1/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;91015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83930 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/2042–1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;69824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66571 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/20/2048–1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;89660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88029 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/20/2048–1/15/2056 | &nbsp;&nbsp;133790 | &nbsp;&nbsp;&nbsp;&nbsp;134236 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/20/2052–1/15/2056 | &nbsp;&nbsp;152980 | &nbsp;&nbsp;&nbsp;&nbsp;156095 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/20/2052–10/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;86471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89166 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/20/2053–8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;35108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36596 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/20/2055–1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4037 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/1/2036–7/1/2051 | &nbsp;&nbsp;118402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98797 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/2035–1/25/2056 | &nbsp;&nbsp;611905 | &nbsp;&nbsp;&nbsp;&nbsp;511287 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/2035–1/25/2056 | &nbsp;&nbsp;434462 | &nbsp;&nbsp;&nbsp;&nbsp;377024 |
| <sup>5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2037–10/1/2053 | &nbsp;&nbsp;330307 | &nbsp;&nbsp;&nbsp;&nbsp;299289 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2032–1/25/2056 | &nbsp;&nbsp;182738 | &nbsp;&nbsp;&nbsp;&nbsp;171382 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2037–1/25/2056 | &nbsp;&nbsp;167227 | &nbsp;&nbsp;&nbsp;&nbsp;160709 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2039–1/25/2056 | &nbsp;&nbsp;148796 | &nbsp;&nbsp;&nbsp;&nbsp;147069 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2039–1/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;27411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29321 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/2052–1/25/2056 | &nbsp;&nbsp;184001 | &nbsp;&nbsp;&nbsp;&nbsp;192041 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2036–1/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;91551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96373 |
| <sup>5,6</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/2055–4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;16464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17300 |
|  |  |  |  |  | **3357040** |
| **Nonconventional Mortgage-Backed Securities (4.1%)** | **Nonconventional Mortgage-Backed Securities (4.1%)** | **Nonconventional Mortgage-Backed Securities (4.1%)** | **Nonconventional Mortgage-Backed Securities (4.1%)** | **Nonconventional Mortgage-Backed Securities (4.1%)** |  |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.772% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3658 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.521% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;16850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16862 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.551% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;26842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26867 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.621% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9498 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.849% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4915 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;26497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26746 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.004% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;13181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13333 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.108% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10305 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.134% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;10418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10583 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.167% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3817 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6096 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2043–9/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;14316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12865 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/25/2043–10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;82956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74737 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/25/2043–5/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp;14498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13435 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2043–2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;15786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15070 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.105% | &nbsp;&nbsp;5.028% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5834 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.149% | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17407 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.150% | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.183% | &nbsp;&nbsp;5.259% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.184% | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.189% | &nbsp;&nbsp;5.157% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6671 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.192% | &nbsp;&nbsp;5.143% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.247% | &nbsp;&nbsp;4.562% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8853 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4154 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7427 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.177% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.296% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7210 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6925 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/15/2047–5/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;15117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13172 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;30831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27526 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2040–4/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;82449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73026 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2044–4/15/2046 | &nbsp;&nbsp;210507 | &nbsp;&nbsp;&nbsp;&nbsp;191656 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;10183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9376 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2048–6/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;13155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12054 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5866 |
| <sup>5,6,8</sup> | Freddie Mac REMICS, SOFR30A + 0.400% | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 |
| <sup>5,8</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/20/2055–11/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;29290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29346 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/20/2043–12/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;19607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17288 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;11448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10379 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/20/2048–5/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;15770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15244 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15249 |
| <sup>5,8</sup> | Ginnie Mae REMICS, SOFR30A + 0.400% | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,8</sup> | Ginnie Mae REMICS, SOFR30A + 0.530% | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**790977** |
| **Total U.S. Government and Agency Obligations (Cost $9,095,547)** | **Total U.S. Government and Agency Obligations (Cost $9,095,547)** | **Total U.S. Government and Agency Obligations (Cost $9,095,547)** | **Total U.S. Government and Agency Obligations (Cost $9,095,547)** | **Total U.S. Government and Agency Obligations (Cost $9,095,547)** | **9130525** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** |
| <sup>5,9</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>5,9</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10984 |
| <sup>5,9</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>5,9</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.760% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;6.740% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;7.330% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;6.022% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;6.315% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.648% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.991% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>5,9</sup> | American Heritage Auto Receivables Issuer Trust Series 2025-1A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| <sup>5,9</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
| <sup>5</sup> | AmeriCredit Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268 |
| <sup>5</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292 |
| <sup>5,9</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 |
| <sup>5,9</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3493 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2024-B | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2025-A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2025-B | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2022-5A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-1A | &nbsp;&nbsp;6.230% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-2A | &nbsp;&nbsp;6.180% | &nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-5A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-7A | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-3A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-3A | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>5,9</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.034% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388 |
| <sup>5,9</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.434% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3656 |
| <sup>5</sup> | BANK Series 2017-BNK4 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>5</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| <sup>5</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>5</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
| <sup>5</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 |
| <sup>5</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5618 |
| <sup>5</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447 |
| <sup>5</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8834 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
| <sup>5</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>5</sup> | BANK Series 2022-BNK41 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;4/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;1974 |
| <sup>5</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;13344 | &nbsp;&nbsp;13096 |
| <sup>5</sup> | BANK Series 2024-BNK47 | &nbsp;&nbsp;5.716% | &nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;4275 |
| <sup>5</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2460 |
| <sup>5</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2780 |
| <sup>5</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;5111 |
| <sup>5</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
| <sup>5</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1316 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2023-1A | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2278 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2023-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1550 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2024-1A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1073 |
| <sup>5</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4622 |
| <sup>5</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1270 |
| <sup>5,9</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2387 |
| <sup>5,9</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;5.228% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;6292 |
| <sup>5,8,9</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2798 |
| <sup>5,8,9</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;5.830% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;6.360% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5965 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.639% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.040% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1891 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1141 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2022-C15 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2022-C16 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1034 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;6.804% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;4628 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C29 | &nbsp;&nbsp;5.208% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2446 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;4882 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1067 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2141 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;2093 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3519 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;6016 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2978 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2366 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.843% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
| <sup>5</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4889 | &nbsp;&nbsp;&nbsp;&nbsp;4460 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6430 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.732% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;4322 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2023-B38 | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1776 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5224 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;3273 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1643 |
| <sup>5,9</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA | &nbsp;&nbsp;5.204% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;3987 |
| <sup>5,9</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;4550 |
| <sup>5,9</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4710 |
| <sup>5</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;6166 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3820 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3279 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7530 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;2116 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.729% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;2090 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;4011 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.978% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2481 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9895 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3339 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-3 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1590 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;1136 |
| <sup>5,9</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;1177 |
| <sup>5,9</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8990 | &nbsp;&nbsp;&nbsp;&nbsp;9071 |
| <sup>5</sup> | Capital One Multi-Asset Execution Trust Series 2025-A3 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;14199 |
| <sup>5</sup> | Capital One Prime Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3064 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
| <sup>5,8,9</sup> | Capital Street Master Trust Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;5.324% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
| <sup>5,8,9</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;5.074% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;4511 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3614 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2984 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1551 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;5601 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2449 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 |
| <sup>5</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
| <sup>5</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.514% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1481 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>5</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.013% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7488 | &nbsp;&nbsp;&nbsp;&nbsp;7457 |
| <sup>5</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>5,9</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;5537 |
| <sup>5</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;5/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5,9</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
| <sup>5,9</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1143 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;3387 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1401 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;1529 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;12/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;11/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;1135 |
| <sup>5,9</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>5,9</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1815 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;4.192% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;4.252% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2239 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;6/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7993 |
| <sup>5,9</sup> | Citigroup Mortgage Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;19666 | &nbsp;&nbsp;20110 |
| <sup>5,9</sup> | Citigroup Mortgage Loan Trust Series 2025-LTV1 | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;12/25/2055 | &nbsp;&nbsp;16483 | &nbsp;&nbsp;16506 |
| <sup>5,9</sup> | Citizens Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;1492 |
| <sup>5,9</sup> | Citizens Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3175 |
| <sup>5,9</sup> | CLI Funding IX LLC Series 2024-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4006 | &nbsp;&nbsp;&nbsp;&nbsp;4034 |
| <sup>5</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1435 |
| <sup>5,9</sup> | COMM Mortgage Trust Series 2013-CR6 | &nbsp;&nbsp;3.397% | &nbsp;&nbsp;3/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>5,9</sup> | Compass Datacenters Issuer II LLC Series 2025-2A | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6287 | &nbsp;&nbsp;&nbsp;&nbsp;6275 |
| <sup>5,9</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;6599 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/2075 | &nbsp;&nbsp;&nbsp;&nbsp;7420 | &nbsp;&nbsp;&nbsp;&nbsp;7478 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;5.824% | &nbsp;&nbsp;9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;4.924% | &nbsp;&nbsp;1/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2152 | &nbsp;&nbsp;&nbsp;&nbsp;2149 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;4.974% | &nbsp;&nbsp;2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;7/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;2675 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;5.024% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;2853 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;4.824% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1827 | &nbsp;&nbsp;&nbsp;&nbsp;1827 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp;2412 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;1969 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;4.774% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2982 | &nbsp;&nbsp;&nbsp;&nbsp;2984 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.763% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>5,9</sup> | DB Master Finance LLC Series 2019-1A | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1097 | &nbsp;&nbsp;&nbsp;&nbsp;1082 |
| <sup>5,9</sup> | DB Master Finance LLC Series 2025-1A | &nbsp;&nbsp;4.891% | &nbsp;&nbsp;8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;4319 |
| <sup>5</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;4587 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1042 |
| <sup>5,9</sup> | DLLAA LLC Series 2023-1A | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1821 |
| <sup>5,9</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2195 |
| <sup>5,9</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1081 |
| <sup>5,9</sup> | DLLAD LLC Series 2024-1A | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>5,9</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;9/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4443 |
| <sup>5,9</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3282 |
| <sup>5,9</sup> | DLLST LLC Series 2024-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>5,9</sup> | Domino's Pizza Master Issuer LLC Series 2019-1A | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3686 | &nbsp;&nbsp;&nbsp;&nbsp;3548 |
| <sup>5,9</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8520 | &nbsp;&nbsp;&nbsp;&nbsp;8563 |
| <sup>5,9</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.217% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp;&nbsp;5376 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2434 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;3653 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;8460 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;6179 |
| <sup>5,9</sup> | Dryden 113 CLO Ltd. Series 2022-113A | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1339 |
| <sup>5,9</sup> | Dryden 90 CLO Ltd. Series 2021-90A | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;4040 |
| <sup>5,9</sup> | Dryden 90 CLO Ltd. Series 2021-90A | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;4555 |
| <sup>5,9</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;5.145% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;2713 |
| <sup>5,9</sup> | EDvestinU Private Education Loan Issue No. 1 LLC Series 2019-A | &nbsp;&nbsp;3.580% | &nbsp;&nbsp;11/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>5,9</sup> | Elmwood CLO 21 Ltd. Series 2022-8A | &nbsp;&nbsp;5.116% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;3022 |
| <sup>5,9</sup> | Elmwood CLO 21 Ltd. Series 2022-8A | &nbsp;&nbsp;5.446% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;2326 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1166 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;2303 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2367 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;1312 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1856 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2829 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;3027 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-3 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;6744 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-4 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;6/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;5007 |
| <sup>5,9</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| <sup>5,9</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;3916 |
| <sup>5</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>5</sup> | Exeter Select Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2022-M2 | &nbsp;&nbsp;2.399% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;36090 | &nbsp;&nbsp;32897 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2025-M2 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;54045 | &nbsp;&nbsp;55023 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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</sup> | Fannie Mae-Aces Series 2025-M5 | &nbsp;&nbsp;1.783% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;48230 | &nbsp;&nbsp;42544 |
| <sup>5,9</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1170 |
| <sup>5,6</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K547 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;19235 | &nbsp;&nbsp;19502 |
| <sup>5,9</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1373 |
| <sup>5,9</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;1015 |
| <sup>5,9</sup> | Flagstar Mortgage Trust Series 2021-6INV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9154 | &nbsp;&nbsp;&nbsp;&nbsp;7650 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2052 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2024-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1840 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;3.880% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;2563 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1551 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2617 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;2066 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2308 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1530 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;3023 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-C | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3810 | &nbsp;&nbsp;&nbsp;&nbsp;3834 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;2497 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3640 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1796 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;3427 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2481 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-1 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;2876 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;2017 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;2354 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-4 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;6359 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-4 | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1358 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2023-HQA3, SOFR30A + 1.850% | &nbsp;&nbsp;5.724% | &nbsp;&nbsp;11/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;5.224% | &nbsp;&nbsp;2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3886 | &nbsp;&nbsp;&nbsp;&nbsp;3895 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA2, SOFR30A + 1.250% | &nbsp;&nbsp;5.124% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3628 | &nbsp;&nbsp;&nbsp;&nbsp;3641 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;4.924% | &nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;5.124% | &nbsp;&nbsp;3/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2109 | &nbsp;&nbsp;&nbsp;&nbsp;2116 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA2, SOFR30A + 1.250% | &nbsp;&nbsp;5.124% | &nbsp;&nbsp;8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4449 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.824% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;4.974% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;2040 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;4.824% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4047 | &nbsp;&nbsp;&nbsp;&nbsp;4048 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA4, SOFR30A + 0.900% | &nbsp;&nbsp;4.774% | &nbsp;&nbsp;10/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;3482 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.824% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp;&nbsp;1268 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;22553 | &nbsp;&nbsp;19765 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV3 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6232 | &nbsp;&nbsp;&nbsp;&nbsp;5869 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4073 | &nbsp;&nbsp;&nbsp;&nbsp;3946 |
| <sup>5,9</sup> | GCAT Trust Series 2024-INV2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;13179 | &nbsp;&nbsp;13344 |
| <sup>5,9</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7164 | &nbsp;&nbsp;&nbsp;&nbsp;7220 |
| <sup>5,9</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;11495 | &nbsp;&nbsp;11700 |
| <sup>5,9</sup> | GCAT Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;49738 | &nbsp;&nbsp;50748 |
| <sup>5,9</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3253 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1640 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2612 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;2001 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;2002 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;1184 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1077 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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 2024-2 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;560 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;1430 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;485 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;10/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;1231 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;4772 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2021-1 | &nbsp;&nbsp;1.490% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2021-1 | &nbsp;&nbsp;1.670% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;4429 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.210% | &nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;1744 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;12/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;3034 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;892 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;5149 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;3538 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;11/12/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;1247 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-1A | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;1256 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;4399 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;534 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-3A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;916 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;1236 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;1316 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;1012 |
| <sup>5,9</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;1457 |
| <sup>5,9</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;3318 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;9/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2019-GC38 | &nbsp;&nbsp;3.968% | &nbsp;&nbsp;2/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;10516 | &nbsp;&nbsp;9675 |
| <sup>5</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;1687 |
| <sup>5</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;1385 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;2068 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;1316 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;2320 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;997 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;2731 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;1377 |
| <sup>5,9</sup> | Houston Galleria Mall Trust Series 2025-HGLR | &nbsp;&nbsp;5.462% | &nbsp;&nbsp;2/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;3295 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;1096 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;1377 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;607 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;1997 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;4/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;1001 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;1181 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;2017 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;740 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;1069 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-1 | &nbsp;&nbsp;6.153% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;867 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-2 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1529 | &nbsp;&nbsp;1545 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.957% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3691 | &nbsp;&nbsp;3722 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-2 | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5554 | &nbsp;&nbsp;5590 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2024-C | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;1051 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;1318 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;1043 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;1502 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;1742 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;6027 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;1347 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;1103 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;1214 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;2334 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;1318 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;890 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;2535 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;937 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;1254 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;1993 |
| <sup>5,9</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1845 |
| <sup>5,9</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/2055 | &nbsp;&nbsp;10898 | &nbsp;&nbsp;11093 |
| <sup>5,9</sup> | Jersey Mike's Funding LLC Series 2024-1A | &nbsp;&nbsp;5.636% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5161 | &nbsp;&nbsp;&nbsp;&nbsp;5265 |
| <sup>5</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
| <sup>5</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;2094 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV4 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;15172 | &nbsp;&nbsp;13249 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4739 | &nbsp;&nbsp;&nbsp;&nbsp;3969 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;12862 | &nbsp;&nbsp;11279 |
| <sup>5</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>5</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2023-2A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1454 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2025-1A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2085 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2025-2A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1071 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1799 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;1807 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1119 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;2355 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1429 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1284 |
| <sup>5,9</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2359 |
| <sup>5,9</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;6234 |
| <sup>5,9</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/2065 | &nbsp;&nbsp;&nbsp;&nbsp;5057 | &nbsp;&nbsp;&nbsp;&nbsp;5099 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1443 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;2828 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1654 |
| <sup>5,9</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2378 |
| <sup>5,9</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
| <sup>5,9</sup> | MMAF Equipment Finance LLC Series 2024-A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1535 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | &nbsp;&nbsp;3.952% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4972 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;3766 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2183 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1703 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;1535 |
| <sup>5,9</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2023-1 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/25/2053 | &nbsp;&nbsp;58839 | &nbsp;&nbsp;54887 |
| <sup>5,9</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5466 | &nbsp;&nbsp;&nbsp;&nbsp;5610 |
| <sup>5,9</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV4 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;5125 |
| <sup>5,9</sup> | MSBAM Commercial Mortgage Securities Trust Series 2012-CKSV | &nbsp;&nbsp;3.277% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| <sup>5</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8690 | &nbsp;&nbsp;&nbsp;&nbsp;9376 |
| <sup>5,9</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2481 |
| <sup>5,9</sup> | Navient Private Education Loan Trust Series 2018-BA | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;12/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>5,9</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp;&nbsp;&nbsp;3148 |
| <sup>5,8,9</sup> | Navient Student Loan Trust Series 2023-BA, SOFR30A + 1.700% | &nbsp;&nbsp;5.684% | &nbsp;&nbsp;3/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>5,9</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;2599 |
| <sup>5,9</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;2856 |
| <sup>5,9</sup> | NextGear Floorplan Master Owner Trust Series 2025-1A | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;7297 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1834 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;1894 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
| <sup>5</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>5,9</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1453 |
| <sup>5,9</sup> | OBX Trust Series 2022-INV5 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;2730 |
| <sup>5,9</sup> | OBX Trust Series 2023-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1817 | &nbsp;&nbsp;&nbsp;&nbsp;1586 |
| <sup>5,7,9</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>5,7,9</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;5.219% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;1867 |
| <sup>5,9</sup> | Octagon 57 Ltd. Series 2021-1A | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2358 |
| <sup>5,9</sup> | Octagon 57 Ltd. Series 2021-1A | &nbsp;&nbsp;5.342% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;3141 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;12440 | &nbsp;&nbsp;12577 |
| <sup>5,9</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1388 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2024-B | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;5992 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2024-D | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;4894 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-B | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7410 | &nbsp;&nbsp;&nbsp;&nbsp;7543 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;4316 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;6129 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;1968 |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;2708 |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;7488 | &nbsp;&nbsp;&nbsp;&nbsp;7621 |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2059 | &nbsp;&nbsp;39739 | &nbsp;&nbsp;40392 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;20208 | &nbsp;&nbsp;20148 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-CNF1, SOFR30A + 1.350% | &nbsp;&nbsp;5.224% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;13316 | &nbsp;&nbsp;13314 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-CNF2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;45400 | &nbsp;&nbsp;45703 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;15292 | &nbsp;&nbsp;15574 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7328 | &nbsp;&nbsp;&nbsp;&nbsp;7452 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;2799 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV3 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2056 | &nbsp;&nbsp;22653 | &nbsp;&nbsp;22868 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;26250 | &nbsp;&nbsp;26430 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8434 | &nbsp;&nbsp;&nbsp;&nbsp;8589 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;18477 | &nbsp;&nbsp;18664 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;24266 | &nbsp;&nbsp;24495 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV9, SOFR30A + 1.300% | &nbsp;&nbsp;5.165% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;22230 | &nbsp;&nbsp;22272 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV10, SOFR30A + 1.350% | &nbsp;&nbsp;5.224% | &nbsp;&nbsp;10/1/2056 | &nbsp;&nbsp;52719 | &nbsp;&nbsp;52710 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV11, SOFR30A + 1.350% | &nbsp;&nbsp;5.224% | &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;72446 | &nbsp;&nbsp;72433 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV12 | &nbsp;&nbsp;5.293% | &nbsp;&nbsp;12/25/2056 | &nbsp;&nbsp;40100 | &nbsp;&nbsp;40093 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-J4, SOFR30A + 1.400% | &nbsp;&nbsp;5.274% | &nbsp;&nbsp;12/1/2056 | &nbsp;&nbsp;32693 | &nbsp;&nbsp;32727 |
| <sup>5,9</sup> | Porsche Financial Auto Securitization Trust Series 2023-2A | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1776 |
| <sup>5,9</sup> | Porsche Financial Auto Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1553 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR3 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR3 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;6/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.896% | &nbsp;&nbsp;6/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR1 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;1513 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR2 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1327 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;1902 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3679 | &nbsp;&nbsp;&nbsp;&nbsp;3519 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR5 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;4255 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;4740 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp;2147 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;3707 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;1472 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;6918 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;2001 |
| <sup>5,9</sup> | RCKT Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;14942 | &nbsp;&nbsp;15316 |
| <sup>5,9</sup> | RCKT Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>5,9</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>5,9,10</sup> | Red Oak Funding Master Trust Series 2025-1A | &nbsp;&nbsp;5.984% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1420 |
| <sup>5,9</sup> | Retained Vantage Data Centers Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;4241 |
| <sup>5,9</sup> | RR 41 Ltd. Series 2025-41A | &nbsp;&nbsp;5.214% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;1945 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2023-B | &nbsp;&nbsp;5.933% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2023-B | &nbsp;&nbsp;6.663% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.818% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.483% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;5.151% | &nbsp;&nbsp;1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1122 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;1511 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1220 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1265 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.840% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;1522 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;6.280% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1672 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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 2024-3 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;4505 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp;&nbsp;&nbsp;4808 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;4020 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp;&nbsp;9735 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;9443 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1747 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9549 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1666 |
| <sup>5,9</sup> | SBNA Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;1182 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2074 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.925% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2151 | &nbsp;&nbsp;&nbsp;&nbsp;2170 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4943 | &nbsp;&nbsp;&nbsp;&nbsp;5031 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;1386 |
| <sup>5,8,9</sup> | Sequoia Mortgage Trust Series 2025-11, SOFR30A + 1.300% | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;18313 | &nbsp;&nbsp;18309 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2025-S2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;73423 | &nbsp;&nbsp;68695 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1087 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1950 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;1/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;1019 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;2602 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1347 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;2140 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1446 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2091 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2430 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;3033 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2017-B | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2018-B | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2018-C | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>5,9</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2187 |
| <sup>5,9</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;1114 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;1223 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1326 |
| <sup>5,9</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.028% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8078 | &nbsp;&nbsp;&nbsp;&nbsp;8189 |
| <sup>5,9</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.268% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
| <sup>5,9</sup> | Switch ABS Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp;4424 |
| <sup>5</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;3773 |
| <sup>5,9</sup> | Taco Bell Funding LLC Series 2025-1A | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;10030 | &nbsp;&nbsp;&nbsp;&nbsp;9974 |
| <sup>5,9</sup> | Tesla Auto Lease Trust Series 2023-B | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
| <sup>5,9</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| <sup>5,9</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| <sup>5,9</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;1101 |
| <sup>5,9</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;1801 |
| <sup>5,9</sup> | TIF Funding III LLC Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4196 | &nbsp;&nbsp;&nbsp;&nbsp;4217 |
| <sup>5,9</sup> | T-Mobile US Trust Series 2025-1A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
| <sup>5,9</sup> | Toyota Auto Loan Extended Note Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3451 |
| <sup>5</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3292 |
| <sup>5,9</sup> | Toyota Lease Owner Trust Series 2025-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;2320 |
| <sup>5,9</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;3836 |
| <sup>5,9</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;2830 |
| <sup>5,9</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;1151 |
| <sup>5,9</sup> | Trinity Rail Leasing LLC Series 2024-1A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;5/19/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;2769 |
| <sup>5,9</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1998 | &nbsp;&nbsp;&nbsp;&nbsp;1986 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Truist Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.728% | &nbsp;&nbsp;9/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 |
| <sup>5</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>5,9</sup> | US Bank C&I Credit-Linked Notes Series 2025-SUP2 | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661 |
| <sup>5,9</sup> | US Bank NA Series 2023-1 | &nbsp;&nbsp;6.789% | &nbsp;&nbsp;8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>5,9</sup> | US Bank NA Series 2025-SUP1 | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4391 |
| <sup>5,9</sup> | USAA Auto Owner Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>5,9</sup> | USB Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
| <sup>5,9</sup> | Vantage Data Centers Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9795 |
| <sup>5,9</sup> | Vantage Data Centers LLC Series 2025-1A | &nbsp;&nbsp;5.132% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9320 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4787 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3938 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-7 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
| <sup>5</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
| <sup>5</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7157 |
| <sup>5</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176 |
| <sup>5</sup> | Verizon Master Trust Series 2025-5 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-8 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
| <sup>5</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213 |
| <sup>5,9</sup> | Voya CLO Ltd. Series 2022-3A | &nbsp;&nbsp;5.014% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 |
| <sup>5,9</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A | &nbsp;&nbsp;5.084% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 |
| <sup>5,9</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A | &nbsp;&nbsp;5.404% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.514% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5974 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-C65 | &nbsp;&nbsp;5.292% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;9690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9960 |
| <sup>5,9</sup> | Wendy's Funding LLC Series 2018-1A | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
| <sup>5,9</sup> | Wendy's Funding LLC Series 2019-1A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 |
| <sup>5,9</sup> | Westlake Flooring Master Trust Series 2025-1A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3622 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,311,066)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,311,066)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,311,066)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,311,066)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,311,066)** | **2336453** |
| **Corporate Bonds (26.6%)** | **Corporate Bonds (26.6%)** | **Corporate Bonds (26.6%)** | **Corporate Bonds (26.6%)** | **Corporate Bonds (26.6%)** | **Corporate Bonds (26.6%)** |
| **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;12890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12682 |
| <sup>9</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>9</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;12315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12367 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;2867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
| <sup>9</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;13330 | &nbsp;&nbsp;13142 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;11492 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;24191 | &nbsp;&nbsp;25239 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;6333 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;12634 | &nbsp;&nbsp;13319 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9364 | &nbsp;&nbsp;&nbsp;&nbsp;9656 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;14729 | &nbsp;&nbsp;13840 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;7379 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;14633 | &nbsp;&nbsp;14030 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/2062 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2580 |
| <sup>9</sup> | Cipher Compute LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | Comcast Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;4514 |
|  | Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1003 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;13740 | &nbsp;&nbsp;&nbsp;&nbsp;7714 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;2702 |
| <sup>9</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>9</sup> | CSC Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>9</sup> | Directv Financing LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>9</sup> | Directv Financing LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>9</sup> | Directv Financing LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>9</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>9</sup> | Flash Compute LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>9</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>9</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>9</sup> | Gray Media Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>9</sup> | Gray Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | Grupo Televisa SAB | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4479 |
| <sup>9</sup> | Level 3 Financing Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;17940 | &nbsp;&nbsp;17970 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;22581 | &nbsp;&nbsp;22762 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;14359 | &nbsp;&nbsp;14344 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;14325 | &nbsp;&nbsp;13905 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;15770 | &nbsp;&nbsp;14651 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;4554 |
| <sup>9</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>9</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;4828 |
| <sup>9</sup> | Omnicom Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;1540 |
| <sup>9</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1500 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1312 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>9</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>9</sup> | Sirius XM Radio LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;16790 | &nbsp;&nbsp;18021 |
| <sup>9</sup> | Sunrise FinCo I BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>5,11</sup> | Telefonica Emisiones SA | &nbsp;&nbsp;1.864% | &nbsp;&nbsp;7/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>12</sup> | Time Warner Cable LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;5288 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
| <sup>12</sup> | Time Warner Cable LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9552 | &nbsp;&nbsp;&nbsp;&nbsp;9304 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4719 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;10660 | &nbsp;&nbsp;10578 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;17880 | &nbsp;&nbsp;16971 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;10162 | &nbsp;&nbsp;10152 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;12545 | &nbsp;&nbsp;12384 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp;&nbsp;&nbsp;5531 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/22/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;1393 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Versant Media Group Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>9</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>5</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>5</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>5</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>9</sup> | WULF Compute LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  |  |  |  |  | &nbsp;&nbsp;**391281** |
| **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** |
| <sup>9</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
| <sup>9</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>9</sup> | Acushnet Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>9</sup> | ADT Security Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>9</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>9</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>9</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;36405 | &nbsp;&nbsp;&nbsp;&nbsp;36438 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;24375 | &nbsp;&nbsp;&nbsp;&nbsp;24259 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2065 | &nbsp;&nbsp;11920 | &nbsp;&nbsp;&nbsp;&nbsp;11546 |
|  | American Axle & Manufacturing Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>9</sup> | American Axle & Manufacturing Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;17005 | &nbsp;&nbsp;&nbsp;&nbsp;17169 |
| <sup>9</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Asbury Automotive Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
| <sup>9</sup> | Beach Acquisition Bidco LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>9</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 |
| <sup>9</sup> | Brightstar Lottery plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>9</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>9</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>9</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>9</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>9</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>9</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Dana Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Dana Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8160 |
| <sup>9</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7636 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
| <sup>5,12</sup> | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6877 |
| <sup>9</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>9</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>9</sup> | Garrett Motion Holdings Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5394 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;11830 | &nbsp;&nbsp;&nbsp;&nbsp;12263 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5115 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Gildan Activewear Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;1066 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 |
| <sup>9</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>9</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>9</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>9</sup> | Lithia Motors Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>9</sup> | Lithia Motors Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>9</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
| <sup>9</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1734 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;2820 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;8022 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;1519 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;47610 | &nbsp;&nbsp;47360 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;39350 | &nbsp;&nbsp;39012 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;2478 |
| <sup>9</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>9</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | MGM Resorts International | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>9</sup> | Miter Brands Acquisition Holdco Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>9</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>9</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>9</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>9</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>9</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| <sup>9</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>9</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>9</sup> | Ontario Gaming GTA LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>9</sup> | Penn Entertainment Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>9</sup> | Phinia Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>9</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>9</sup> | Rivers Enterprise Lender LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | Service Corp. International | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>9</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>9</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>9</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>9</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;22265 | &nbsp;&nbsp;22549 |
| <sup>5,11</sup> | Stellantis NV | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;2113 |
| <sup>9</sup> | Studio City Co. Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>9</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>5</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |
| <sup>9</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>9</sup> | Vail Resorts Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>11</sup> | Volkswagen Financial Services AG | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1776 |
| <sup>9</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;9206 |
| <sup>11</sup> | Volkswagen International Finance NV | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2931 |
| <sup>9</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
| <sup>9</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>9</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>9</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Wynn Macau Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>9</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
|  |  |  |  |  | &nbsp;&nbsp;**325814** |
| **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** |
| <sup>9</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>9</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>5</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058 |
| <sup>5,11</sup> | Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 |
| <sup>5,11</sup> | Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/19/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6441 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8079 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9440 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;14255 | &nbsp;&nbsp;&nbsp;&nbsp;14154 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;12490 | &nbsp;&nbsp;&nbsp;&nbsp;11483 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9895 |
| <sup>5,11</sup> | BAT International Finance plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
| <sup>9</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 |
| <sup>9</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>9</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
| <sup>9</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9698 |
| <sup>9</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4929 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8397 |
| <sup>9</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;19865 | &nbsp;&nbsp;&nbsp;&nbsp;20202 |
| <sup>11</sup> | JT International Financial Services BV | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;9/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3619 |
| <sup>9</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6577 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;11540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9528 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6919 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7907 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3816 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;13733 | &nbsp;&nbsp;&nbsp;&nbsp;14099 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;27120 | &nbsp;&nbsp;&nbsp;&nbsp;27046 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2065 | &nbsp;&nbsp;11155 | &nbsp;&nbsp;&nbsp;&nbsp;11187 |
| <sup>9</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>9</sup> | Performance Food Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>9</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>11</sup> | Philip Morris International Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;16265 | &nbsp;&nbsp;&nbsp;&nbsp;15998 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;10345 | &nbsp;&nbsp;&nbsp;&nbsp;10377 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758 |
| <sup>11</sup> | Philip Morris International Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7807 |
| <sup>11</sup> | Philip Morris International Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4482 |
| <sup>9</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>9</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>9</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>11</sup> | Scandinavian Tobacco Group A/S | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;10727 |
| <sup>9</sup> | US Foods Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>9</sup> | US Foods Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>9</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
|  |  |  |  |  | &nbsp;&nbsp;**293084** |
| **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** |
| <sup>9</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>9</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>9</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>9</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>9</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>9</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1808 | &nbsp;&nbsp;&nbsp;&nbsp;1830 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3333 | &nbsp;&nbsp;&nbsp;&nbsp;2536 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;10744 | &nbsp;&nbsp;&nbsp;&nbsp;6843 |
| <sup>5,11</sup> | BP Capital Markets BV | &nbsp;&nbsp;0.933% | &nbsp;&nbsp;12/4/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2596 |
| <sup>9</sup> | California Resources Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>5</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2584 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>9</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>9</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>9</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>9</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>9</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>9</sup> | Civitas Resources Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>9</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;1848 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1148 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;12460 | &nbsp;&nbsp;12647 |
| <sup>9</sup> | Crescent Energy Finance LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>9</sup> | Crescent Energy Finance LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>9</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;3154 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;6710 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;6583 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6067 | &nbsp;&nbsp;&nbsp;&nbsp;6086 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2702 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1382 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2592 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1475 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1656 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1346 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;10802 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2191 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1874 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;9475 |
|  | EQT Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>9</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>11</sup> | Exxon Mobil Corp. | &nbsp;&nbsp;1.408% | &nbsp;&nbsp;6/26/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5807 | &nbsp;&nbsp;&nbsp;&nbsp;5665 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;12235 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;4628 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3382 | &nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>9</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>9</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>5</sup> | KazMunayGas National Co. JSC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8335 |
| <sup>5</sup> | KazMunayGas National Co. JSC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;3670 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8375 |
| <sup>9</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>9</sup> | Kinetik Holdings LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;15710 | &nbsp;&nbsp;16181 |
|  | MPLX LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;2112 |
|  | NuStar Logistics LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5475 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;1949 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6861 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3870 |
|  | ONEOK Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;1392 |
| <sup>9</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
| <sup>9</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>9</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | Petrobras Global Finance BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp;&nbsp;&nbsp;2740 |
|  | Petrobras Global Finance BV | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
| <sup>5</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;8203 |
| <sup>9</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/3/2031 | &nbsp;&nbsp;10180 | &nbsp;&nbsp;10499 |
| <sup>9</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8627 | &nbsp;&nbsp;&nbsp;&nbsp;8952 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;5838 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4245 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5822 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | Range Resources Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>9</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>5</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;1.602% | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;31921 | &nbsp;&nbsp;31537 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;5365 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
| <sup>9</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
| <sup>9</sup> | SM Energy Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
| <sup>9</sup> | Sunoco LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>9</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>9</sup> | Sunoco LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>9</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>9</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>9</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2510 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;9133 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3476 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;9130 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1510 |
| <sup>5,11</sup> | TotalEnergies Capital International SA | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;3/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2903 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;6907 |
| <sup>5,11</sup> | TotalEnergies SE | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3415 |
| <sup>5,11</sup> | TotalEnergies SE | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;5494 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>9</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>9</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>9</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>9</sup> | Transocean International Ltd. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>9</sup> | Transocean Titan Financing Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>9</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;6239 |
| <sup>9</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
| <sup>9</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| <sup>9</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>9</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>11</sup> | Wintershall Dea Finance BV | &nbsp;&nbsp;1.823% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 |
|  |  |  |  |  | &nbsp;&nbsp;**354395** |
| **Financials (9.9%)** | **Financials (9.9%)** | **Financials (9.9%)** | **Financials (9.9%)** | **Financials (9.9%)** | **Financials (9.9%)** |
| <sup>9</sup> | 200 Park Funding Trust | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9190 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;10852 | &nbsp;&nbsp;&nbsp;&nbsp;11032 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7642 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 |
| <sup>9</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>9</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>9</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7949 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 |
| <sup>9</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>9</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;14080 | &nbsp;&nbsp;&nbsp;&nbsp;14491 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4269 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9659 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6891 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4484 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &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>5,11</sup> | Aroundtown SA | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9172 |
| <sup>5,11</sup> | Aroundtown SA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
| <sup>11</sup> | Artea Bankas AB | &nbsp;&nbsp;4.853% | &nbsp;&nbsp;12/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429 |
| <sup>11</sup> | Artea Bankas AB | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;10/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5632 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8569 |
| <sup>11</sup> | ASR Nederland NV | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/7/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
| <sup>9</sup> | Asurion LLC & Asurion Co-Issuer Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 |
| <sup>11</sup> | Athora Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8277 |
| <sup>11</sup> | Athora Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991 |
| <sup>11</sup> | Athora Netherlands NV | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815 |
| <sup>12</sup> | Aviva plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 |
|  | Banco Santander SA | &nbsp;&nbsp;6.527% | &nbsp;&nbsp;11/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3769 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8191 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.162% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8618 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp;22309 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 |
| <sup>5,11</sup> | Bank of Cyprus Holdings plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3864 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6317 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7010 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;20371 | &nbsp;&nbsp;&nbsp;&nbsp;21109 |
| <sup>11</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | Barclays plc | &nbsp;&nbsp;5.674% | &nbsp;&nbsp;3/12/2028 | &nbsp;&nbsp;15460 | &nbsp;&nbsp;&nbsp;&nbsp;15738 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2114 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9003 | &nbsp;&nbsp;&nbsp;&nbsp;9172 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;2640 |
| <sup>5,11</sup> | Barclays plc | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3307 | &nbsp;&nbsp;&nbsp;&nbsp;4066 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;3130 |
| <sup>5,12</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1654 |
| <sup>5,11</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;4/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| <sup>9</sup> | Block Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>9</sup> | Block Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>9</sup> | BNP Paribas SA | &nbsp;&nbsp;5.283% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;8057 |
| <sup>12</sup> | BPCE SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;7878 |
| <sup>5,11</sup> | BPCE SA | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3965 |
| <sup>9</sup> | Bread Financial Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4167 | &nbsp;&nbsp;&nbsp;&nbsp;4217 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5769 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4852 |
| <sup>5</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9280 | &nbsp;&nbsp;10484 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;3736 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;14016 | &nbsp;&nbsp;14646 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8969 | &nbsp;&nbsp;&nbsp;&nbsp;8924 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3683 | &nbsp;&nbsp;&nbsp;&nbsp;3633 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;11861 | &nbsp;&nbsp;12924 |
| <sup>12</sup> | Chesnara plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
| <sup>9</sup> | Citadel Finance LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6126 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp;&nbsp;1919 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;58707 | &nbsp;&nbsp;59183 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;2241 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;28220 | &nbsp;&nbsp;28432 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;2.666% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;5364 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;6281 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;7573 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1325 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2316 | &nbsp;&nbsp;&nbsp;&nbsp;2081 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
| <sup>5,12</sup> | Close Brothers Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2108 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
| <sup>5,12</sup> | Close Brothers Finance plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5392 | &nbsp;&nbsp;&nbsp;&nbsp;6143 |
| <sup>12</sup> | Close Brothers Group plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5159 | &nbsp;&nbsp;&nbsp;&nbsp;7335 |
| <sup>11</sup> | Coface SA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;3959 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2288 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;1929 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;2941 |
| <sup>9</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>9</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;3972 |
|  | Credit Suisse USA LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;8427 |
| <sup>9</sup> | Danske Bank A/S | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3271 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2198 |
| <sup>11</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;7229 |
| <sup>5,11</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;8748 |
| <sup>11</sup> | Edenred SE | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1167 |
| <sup>11</sup> | ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/29/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;4473 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>5,11</sup> | Eurobank SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/7/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2220 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1044 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;8011 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;17515 | &nbsp;&nbsp;18441 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;8446 |
| <sup>9</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | GATX Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
|  | GATX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;1100 |
| <sup>9</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>9</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>9</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;15322 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Global Atlantic Fin Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;6668 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;8271 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.369% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2350 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5583 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp;4731 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2694 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;2108 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1431 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;30260 | &nbsp;&nbsp;30251 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;6998 |
| <sup>11</sup> | Helvetia Europe SA | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4761 |
| <sup>9</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>9</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>9</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;16589 | &nbsp;&nbsp;16492 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6192 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8159 | &nbsp;&nbsp;&nbsp;&nbsp;8311 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9998 | &nbsp;&nbsp;&nbsp;&nbsp;9875 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;26239 | &nbsp;&nbsp;26304 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7515 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2189 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;13204 | &nbsp;&nbsp;13409 |
| <sup>9</sup> | HUB International Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>9</sup> | HUB International Ltd. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;18440 | &nbsp;&nbsp;19339 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7111 | &nbsp;&nbsp;&nbsp;&nbsp;7433 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;2722 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;12942 | &nbsp;&nbsp;13049 |
| <sup>5,11</sup> | ING Groep NV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2294 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp;&nbsp;2443 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2447 |
| <sup>5,11</sup> | IWG US Finance LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>11</sup> | IWG US Finance LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;4641 |
| <sup>11</sup> | JAB Holdings BV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;5461 |
| <sup>11</sup> | JAB Holdings BV | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/19/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;15720 | &nbsp;&nbsp;15879 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;8791 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5583 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;10016 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;14880 | &nbsp;&nbsp;15380 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;27973 | &nbsp;&nbsp;28982 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2713 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;&nbsp;1170 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;2719 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
|  | KeyBank NA | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3104 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2628 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp;&nbsp;2383 |
| <sup>5,11</sup> | Kommunalkredit Austria AG | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;8734 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;10562 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8251 | &nbsp;&nbsp;&nbsp;&nbsp;8464 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;7856 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;&nbsp;2767 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9601 | &nbsp;&nbsp;&nbsp;&nbsp;9700 |
| <sup>5</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
| <sup>5</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3887 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5363 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;9524 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1809 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4020 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1860 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1827 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3307 | &nbsp;&nbsp;&nbsp;&nbsp;3305 |
|  | Morgan Stanley | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3444 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8546 | &nbsp;&nbsp;&nbsp;&nbsp;8715 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6241 | &nbsp;&nbsp;&nbsp;&nbsp;6198 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3215 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15683 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13784 | &nbsp;&nbsp;14208 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;46233 | &nbsp;&nbsp;46082 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;6071 |
|  | Morgan Stanley | &nbsp;&nbsp;4.889% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  | Morgan Stanley | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4469 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;18370 | &nbsp;&nbsp;19519 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;18370 | &nbsp;&nbsp;19202 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;14020 | &nbsp;&nbsp;14736 |
|  | Morgan Stanley | &nbsp;&nbsp;5.948% | &nbsp;&nbsp;1/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1112 |
| <sup>5</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;10650 | &nbsp;&nbsp;10748 |
| <sup>11</sup> | Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;3266 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5191 |
| <sup>9</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.990% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3220 |
|  | National Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;24960 | &nbsp;&nbsp;25205 |
| <sup>5</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
| <sup>5</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3457 |
|  | NatWest Group plc | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;5/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2514 |
| <sup>5,11</sup> | NatWest Group plc | &nbsp;&nbsp;1.043% | &nbsp;&nbsp;9/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2853 |
|  | Navient Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Navient Corp. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;9864 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8449 | &nbsp;&nbsp;&nbsp;&nbsp;8458 |
|  | Northern Trust Corp. | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8762 | &nbsp;&nbsp;&nbsp;&nbsp;8777 |
| <sup>5,11</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1581 |
| <sup>5,11</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2535 |
| <sup>9</sup> | Omnis Funding Trust | &nbsp;&nbsp;6.722% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6449 | &nbsp;&nbsp;&nbsp;&nbsp;6710 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>9</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>9</sup> | Park Intermediate Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>9</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>9</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;18950 | &nbsp;&nbsp;19729 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;8483 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;17523 |
| <sup>9</sup> | Protective Life Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>5</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2331 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;1958 |
| <sup>5</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| <sup>5</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3745 |
| <sup>5,11</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;11069 |
| <sup>5,11</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3601 |
| <sup>11</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/18/2032 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;15170 |
| <sup>11</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6856 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;26898 | &nbsp;&nbsp;28027 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;12530 | &nbsp;&nbsp;12902 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;2646 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>9</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>9</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>5,12</sup> | Rothesay Life plc | &nbsp;&nbsp;7.734% | &nbsp;&nbsp;5/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;14779 | &nbsp;&nbsp;14916 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;10841 | &nbsp;&nbsp;11101 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;12580 | &nbsp;&nbsp;12751 |
| <sup>9</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;19358 | &nbsp;&nbsp;19370 |
| <sup>12</sup> | Scottish Widows Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1841 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;10940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11229 |
| <sup>5,11</sup> | Societe Generale SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 |
| <sup>11</sup> | Sogecap SA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/16/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;18615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19166 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;14771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14696 |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;37530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37586 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6695 |
| <sup>5,11</sup> | Swiss RE Subordinated Finance plc | &nbsp;&nbsp;3.890% | &nbsp;&nbsp;3/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 |
|  | Synovus Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 |
|  | Synovus Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859 |
|  | Synovus Financial Corp. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;13078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13579 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;15730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16097 |
| <sup>11</sup> | Triodos Bank NV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7285 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;22556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23165 |
|  | UBS AG | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.253% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;12060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11993 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;29615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29576 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;15705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15630 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5546 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;11/6/2033 | &nbsp;&nbsp;12715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12722 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;17135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17824 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;20119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19938 |
| <sup>5</sup> | US Bancorp | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;21830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22692 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;11984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12349 |
| <sup>5</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6524 |
| <sup>9</sup> | USI Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>12</sup> | Utmost Group plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 |
| <sup>9</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>11</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8217 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10230 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.491% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7330 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
| <sup>9</sup> | WEX Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
|  |  |  |  |  | **1903468** |
| **Health Care (1.7%)** | **Health Care (1.7%)** | **Health Care (1.7%)** | **Health Care (1.7%)** | **Health Care (1.7%)** | **Health Care (1.7%)** |
| <sup>9</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2913 |
| <sup>5</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7923 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 |
| <sup>9</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5,11</sup> | Bayer AG | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/25/2083 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7482 |
| <sup>5</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;16320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16278 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846 |
|  | Centene Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
| <sup>5</sup> | CHRISTUS Health | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1083 |
| <sup>5</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>9</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>9</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/2038 | &nbsp;&nbsp;21147 | &nbsp;&nbsp;19957 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;4891 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;2146 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;10565 | &nbsp;&nbsp;10298 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;17510 | &nbsp;&nbsp;17163 |
| <sup>9</sup> | Endo Finance Holdings Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;6095 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5769 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;9030 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;8262 |
| <sup>9</sup> | GENMAB A/S | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1376 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;14618 | &nbsp;&nbsp;12779 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;3016 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5833 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;8375 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;1632 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8540 | &nbsp;&nbsp;&nbsp;&nbsp;8424 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;2114 |
| <sup>9</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>9</sup> | LifePoint Health Inc. | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;44330 | &nbsp;&nbsp;45528 |
| <sup>9</sup> | Medline Borrower LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>9</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>9</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5988 | &nbsp;&nbsp;&nbsp;&nbsp;5998 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;3910 |
| <sup>9</sup> | Organon & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>9</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;13795 | &nbsp;&nbsp;13822 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;12465 | &nbsp;&nbsp;12265 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7570 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/2063 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;4561 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;3015 |
| <sup>9</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>9</sup> | Star Parent Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>9</sup> | Tenet Healthcare Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13130 | &nbsp;&nbsp;13403 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4373 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;4998 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8653 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2915 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;2613 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 |
|  |  |  |  |  | &nbsp;&nbsp;**331857** |
| **Industrials (1.6%)** | **Industrials (1.6%)** | **Industrials (1.6%)** | **Industrials (1.6%)** | **Industrials (1.6%)** | **Industrials (1.6%)** |
| <sup>9</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>9</sup> | Allison Transmission Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>9</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>9</sup> | American Airlines Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>9</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>9</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
| <sup>9</sup> | American Airlines Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>9</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>9</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7161 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356 |
| <sup>9</sup> | Arcosa Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>5,13</sup> | Aurizon Finance Pty Ltd. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2491 |
| <sup>9</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;12530 | &nbsp;&nbsp;&nbsp;&nbsp;12658 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;17723 | &nbsp;&nbsp;&nbsp;&nbsp;19602 |
|  | Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;18030 | &nbsp;&nbsp;&nbsp;&nbsp;20205 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4407 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5431 |
| <sup>9</sup> | Bombardier Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>9</sup> | Bombardier Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>9</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6133 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047 |
| <sup>9</sup> | Chart Industries Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>9</sup> | Chart Industries Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>5,11</sup> | CIMIC Finance Ltd. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;5/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9532 |
| <sup>9</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/2066 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067 |
| <sup>9</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701 |
| <sup>9</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;20587 | &nbsp;&nbsp;&nbsp;&nbsp;20713 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4274 |
| <sup>9</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>9</sup> | Entegris Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
| <sup>9</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;16747 | &nbsp;&nbsp;&nbsp;&nbsp;19399 |
| <sup>11</sup> | FCC Servicios Medio Ambiente Holding SA | &nbsp;&nbsp;3.715% | &nbsp;&nbsp;10/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 |
| <sup>9</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;10443 | &nbsp;&nbsp;&nbsp;&nbsp;10596 |
| <sup>9</sup> | Genesee & Wyoming Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6402 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7798 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>9</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2064 | &nbsp;&nbsp;14173 | &nbsp;&nbsp;&nbsp;&nbsp;13120 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4343 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.131% | &nbsp;&nbsp;9/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6945 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;14090 | &nbsp;&nbsp;&nbsp;&nbsp;13709 |
| <sup>5,13</sup> | Qantas Airways Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/27/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6347 |
| <sup>9</sup> | Roller Bearing Co. of America Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | RTX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | RTX Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8449 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908 |
| <sup>5</sup> | Ryder System Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641 |
| <sup>9</sup> | Siemens Funding BV | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/28/2065 | &nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9846 |
| <sup>9</sup> | TopBuild Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>9</sup> | TopBuild Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>9</sup> | TopBuild Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>9</sup> | United Airlines Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| <sup>5</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;9385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9669 |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6232 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  |  |  |  |  | &nbsp;&nbsp;**312188** |
| **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** |
| <sup>9</sup> | Advanced Drainage Systems Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>9</sup> | Alcoa Nederland Holding BV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>9</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>9</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;13080 | &nbsp;&nbsp;&nbsp;&nbsp;13258 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9955 |
| <sup>11</sup> | Amcor UK Finance plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 |
|  | Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
| <sup>9</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>9,11</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>9</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>9</sup> | Axalta Coating Systems Dutch Holding B BV | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Ball Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
| <sup>9</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>5</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 |
| <sup>5</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>5</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>9</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
| <sup>9</sup> | Carpenter Technology Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
| <sup>5</sup> | Cemex SAB de CV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;8265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8241 |
| <sup>9</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
| <sup>9</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2029 | &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> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>9</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>9</sup> | Commercial Metals Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>9</sup> | Commercial Metals Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;41831 | &nbsp;&nbsp;&nbsp;&nbsp;41848 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;11395 | &nbsp;&nbsp;&nbsp;&nbsp;11438 |
| <sup>9</sup> | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157 |
| <sup>9</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>9</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>9</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5104 |
| <sup>9</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>9</sup> | Inversion Escrow Issuer LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>9</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 |
| <sup>9</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>9</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>9</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>9</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
|  | Nucor Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2341 |
| <sup>9</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>9</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 |
| <sup>9</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| <sup>9</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>9</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>9</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>9</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>9</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>9</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>9</sup> | Sealed Air Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>5</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;13860 | &nbsp;&nbsp;&nbsp;&nbsp;14022 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;16190 | &nbsp;&nbsp;&nbsp;&nbsp;16759 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6084 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7836 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;13270 | &nbsp;&nbsp;&nbsp;&nbsp;13366 |
| <sup>9</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>9</sup> | SNF Group SACA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>9</sup> | Solstice Advanced Materials Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;12288 |
|  | Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5244 |
| <sup>9</sup> | Trivium Packaging Finance BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>9</sup> | Trivium Packaging Finance BV | &nbsp;&nbsp;12.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>9</sup> | Vale Overseas Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 |
|  |  |  |  |  | &nbsp;&nbsp;**202998** |
| **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** |
|  | Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6131 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703 |
|  | American Tower Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3982 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>11</sup> | Deutsche EuroShop AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
| <sup>11</sup> | Digital Intrepid Holding BV | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>9</sup> | EF Holdco | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | Highwoods Realty LP | &nbsp;&nbsp;7.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8151 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5099 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | ICADE | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2769 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3452 | &nbsp;&nbsp;&nbsp;&nbsp;3470 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1231 |
|  | MPT Operating Partnership LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>9</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |
| <sup>11</sup> | Prologis Euro Finance LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/22/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1521 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5796 | &nbsp;&nbsp;&nbsp;&nbsp;5504 |
| <sup>9</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>9</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;8302 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>9</sup> | Service Properties Trust | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Service Properties Trust | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;1122 |
| <sup>9</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>9</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  |  |  |  |  | &nbsp;&nbsp;**90329** |
| **Technology (2.6%)** | **Technology (2.6%)** | **Technology (2.6%)** | **Technology (2.6%)** | **Technology (2.6%)** | **Technology (2.6%)** |
| <sup>11</sup> | Altrad Investment Authority SAS | &nbsp;&nbsp;3.704% | &nbsp;&nbsp;6/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1772 |
| <sup>9</sup> | Amkor Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | Autodesk Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5456 |
| <sup>5</sup> | Bidvest Group UK plc | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2959 |
| <sup>9</sup> | Boost Newco Borrower LLC | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;14520 | &nbsp;&nbsp;14576 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;34513 | &nbsp;&nbsp;35065 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4630 |
| <sup>9</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5181 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;16109 | &nbsp;&nbsp;16438 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp;5431 |
| <sup>9</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>9</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>9</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>9</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Cotiviti Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Dell International LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11872 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;16916 | &nbsp;&nbsp;16889 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;1054 |
| <sup>9</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>9</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>11</sup> | Fiserv Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;3030 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1972 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;18463 | &nbsp;&nbsp;19556 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;16530 | &nbsp;&nbsp;17310 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/25/2036 | &nbsp;&nbsp;18325 | &nbsp;&nbsp;19185 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;29660 | &nbsp;&nbsp;31170 |
| <sup>9</sup> | Gen Digital Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;31748 | &nbsp;&nbsp;31759 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;36297 | &nbsp;&nbsp;36488 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1577 | &nbsp;&nbsp;&nbsp;&nbsp;1586 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;16318 | &nbsp;&nbsp;16259 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;2104 |
| <sup>9</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;26671 | &nbsp;&nbsp;24887 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3308 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5122 | &nbsp;&nbsp;&nbsp;&nbsp;5220 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;3846 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9596 | &nbsp;&nbsp;&nbsp;&nbsp;8934 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;4623 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;2236 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 |
| <sup>9</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>9</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>9</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;&nbsp;&nbsp;12593 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;13930 | &nbsp;&nbsp;&nbsp;&nbsp;13994 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;31867 | &nbsp;&nbsp;&nbsp;&nbsp;31159 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8790 |
|  | Oracle Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;13118 | &nbsp;&nbsp;&nbsp;&nbsp;12589 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641 |
|  | Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8503 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;22302 | &nbsp;&nbsp;&nbsp;&nbsp;13637 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231 |
| <sup>9</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>9</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>9</sup> | Science Applications International Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>9</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;12960 | &nbsp;&nbsp;&nbsp;&nbsp;13139 |
| <sup>9</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4076 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6167 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 |
|  | Western Digital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392 |
|  | X Corp. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;10/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
|  |  |  |  |  | &nbsp;&nbsp;**502167** |
| **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5637 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;12910 | &nbsp;&nbsp;&nbsp;&nbsp;12676 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 |
| <sup>5</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076 |
| <sup>5</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098 |
| <sup>5</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524 |
| <sup>5</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;11180 |
| <sup>9</sup> | California Buyer Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>9</sup> | Calpine Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>9</sup> | Calpine Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
| <sup>9</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
| <sup>9</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
| <sup>5</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>5</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>5</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4294 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;11210 | &nbsp;&nbsp;&nbsp;&nbsp;11427 |
| <sup>5</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4272 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3368 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 |
| <sup>5,12</sup> | Engie SA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1252 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1079 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;9634 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;18770 | &nbsp;&nbsp;18802 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4846 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
| <sup>5</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1299 |
| <sup>9</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;12623 | &nbsp;&nbsp;12205 |
| <sup>9</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4098 | &nbsp;&nbsp;&nbsp;&nbsp;4090 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2066 | &nbsp;&nbsp;12920 | &nbsp;&nbsp;12739 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1789 |
| <sup>9</sup> | Hawaiian Electric Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| <sup>9</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1429 |
| <sup>9</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9500 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;14650 | &nbsp;&nbsp;13862 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4348 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7654 | &nbsp;&nbsp;&nbsp;&nbsp;7902 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;2738 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;14420 | &nbsp;&nbsp;14865 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;12780 | &nbsp;&nbsp;12728 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2700 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8242 | &nbsp;&nbsp;&nbsp;&nbsp;7183 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1382 |
| <sup>9</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;1266 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;4145 |
| <sup>9</sup> | PSEG Power LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;21820 | &nbsp;&nbsp;22315 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>5</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>5</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
| <sup>5</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;20520 | &nbsp;&nbsp;21101 |
| <sup>9</sup> | Rayburn Country Securitization LLC | &nbsp;&nbsp;2.307% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6522 |
| <sup>5</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1787 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;1553 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>5</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;2161 |
| <sup>5</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3587 |
| <sup>5</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;6997 |
| <sup>5,12</sup> | SW Finance I plc | &nbsp;&nbsp;6.640% | &nbsp;&nbsp;3/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;4897 |
| <sup>5,12</sup> | SW Finance I plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4002 | &nbsp;&nbsp;&nbsp;&nbsp;5152 |
| <sup>5,12</sup> | SW Finance I plc | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;3766 |
| <sup>12</sup> | SW Finance I plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;1340 |
| <sup>5,12</sup> | SW Finance I plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;2513 |
| <sup>5,12</sup> | SW Finance I plc | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1619 |
| <sup>9</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>9</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>9</sup> | Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp;8196 |
|  | TransAlta Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6388 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | United Utilities Water Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 |
| <sup>5,12</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
| <sup>5,12</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/22/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
| <sup>11</sup> | Veolia Environnement SA | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
| <sup>5</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9417 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;16830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16825 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>12</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8897 |
| <sup>5,12</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 |
| <sup>5,12</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**423853** |
| **Total Corporate Bonds (Cost $5,119,405)** | **Total Corporate Bonds (Cost $5,119,405)** | **Total Corporate Bonds (Cost $5,119,405)** | **Total Corporate Bonds (Cost $5,119,405)** | **Total Corporate Bonds (Cost $5,119,405)** | **5131434** |
| **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** |
| <sup>8</sup> | AAdvantage Loyalty IP Ltd. First Lien Incremental Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;7.134% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | AAdvantage Loyalty IP Ltd. First Lien Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;6.134% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>8</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;7.966% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>8</sup> | Bausch + Lomb Corp. First Lien Third Amendment Term Loan, TSFR1M + 4.250% | &nbsp;&nbsp;7.966% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>8</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR3M + 3.250% | &nbsp;&nbsp;6.922% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Boots Group Bidco Ltd. First Lien Closing Date Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;7.206% | &nbsp;&nbsp;8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>8</sup> | Central Parent LLC First Lien Refinancing Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;7.252% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>8</sup> | Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.966% | &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>8</sup> | Clarios Global LP First Lien Amendment No. 6 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.466% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>8</sup> | Cotiviti Inc. First Lien Amendment No. 2 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.623% | &nbsp;&nbsp;3/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>8</sup> | Dawn Bidco LLC First Lien Term Loan, TSFR12M + 3.500% | &nbsp;&nbsp;7.259% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>8</sup> | Endo Finance Holdings Inc. First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.466% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | Froneri US Inc. First Lien Term Loan B-6, TSFR6M + 2.250% | &nbsp;&nbsp;6.122% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>8</sup> | Frontier Communications Holdings LLC First Lien Initial Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.236% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Gryphon Acquire NewCo LLC First Lien Term Loan, TSFR6M + 3.000% | &nbsp;&nbsp;6.879% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>8</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;6.716% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>8</sup> | Medline Borrower LP First Lien Refinancing Term Loan, TSFR1M + 1.750% | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>8</sup> | OPAL US LLC First Lien Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;6.686% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>8</sup> | Qnity Electronics Inc. First Lien Initial Term Loan, TSFR12M + 2.250% | &nbsp;&nbsp;6.233% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>8</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.466% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>8</sup> | Sazerac Co. Inc. First Lien Incremental Term Loan B-1, TSFR1M + 2.500% | &nbsp;&nbsp;6.280% | &nbsp;&nbsp;6/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>8</sup> | Sedgwick Claims Management Services Inc. First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.216% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>8</sup> | Setanta Aircraft Leasing DAC First Lien Term Loan B, TSFR3M + 1.750% | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;11/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
| <sup>8</sup> | TK Elevator Midco GmbH First Lien Term Loan B-1, TSFR6M + 2.750% | &nbsp;&nbsp;6.947% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | Truist Insurance Holdings LLC Second Lien Initial Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;8.752% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| **Total Floating Rate Loan Interests (Cost $3,439)** | **Total Floating Rate Loan Interests (Cost $3,439)** | **Total Floating Rate Loan Interests (Cost $3,439)** | **Total Floating Rate Loan Interests (Cost $3,439)** | **Total Floating Rate Loan Interests (Cost $3,439)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3424** |
| **Sovereign Bonds (9.2%)** | **Sovereign Bonds (9.2%)** | **Sovereign Bonds (9.2%)** | **Sovereign Bonds (9.2%)** | **Sovereign Bonds (9.2%)** | **Sovereign Bonds (9.2%)** |
| <sup>5</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/8/2029 | &nbsp;&nbsp;14270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14782 |
| <sup>11</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40535 |
| <sup>11</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;42200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49711 |
| <sup>5,11</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 |
| <sup>5</sup> | Baiterek National Managing Holding JSC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8754 |
| <sup>5,11,14</sup> | Bank Gospodarstwa Krajowego | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092 |
| <sup>5</sup> | Bermuda | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;15639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15521 |
| <sup>5</sup> | Bermuda | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9756 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60542 | &nbsp;&nbsp;63793 |
| <sup>5</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42369 | &nbsp;&nbsp;44649 |
| <sup>5,9</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87611 | &nbsp;&nbsp;87609 |
| <sup>5</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49688 | &nbsp;&nbsp;49715 |
| <sup>11</sup> | City of Madrid Spain | &nbsp;&nbsp;3.360% | &nbsp;&nbsp;10/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;24393 |
| <sup>5</sup> | Ciudad Autonoma De Buenos Aires | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676 | &nbsp;&nbsp;&nbsp;&nbsp;2692 |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33938 | &nbsp;&nbsp;33598 |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp;&nbsp;&nbsp;2555 |
| <sup>5</sup> | Development Bank of Kazakhstan JSC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;6148 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29855 | &nbsp;&nbsp;30180 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;7194 |
| <sup>5,9</sup> | Dominican Republic | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6105 |
| <sup>5,9</sup> | Dominican Republic | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10218 | &nbsp;&nbsp;10960 |
|  | Ecopetrol SA | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3604 |
| <sup>5,9</sup> | Electricite de France SA | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;6124 |
| <sup>5,11</sup> | European Union | &nbsp;&nbsp;0.300% | &nbsp;&nbsp;11/4/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69213 | &nbsp;&nbsp;35283 |
| <sup>5,11</sup> | European Union | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;7/6/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10650 | &nbsp;&nbsp;&nbsp;&nbsp;6107 |
|  | Federative Republic of Brazil | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176 | &nbsp;&nbsp;&nbsp;&nbsp;3226 |
| <sup>9,11</sup> | Hellenic Republic | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12014 | &nbsp;&nbsp;15087 |
| <sup>9,11</sup> | Hellenic Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18470 | &nbsp;&nbsp;21183 |
| <sup>5,15</sup> | Japan | &nbsp;&nbsp;0.400% | &nbsp;&nbsp;3/20/2050 | &nbsp;&nbsp;5792300 | &nbsp;&nbsp;19496 |
| <sup>5,15</sup> | Japan | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;6/20/2053 | &nbsp;&nbsp;2394200 | &nbsp;&nbsp;&nbsp;&nbsp;9358 |
| <sup>5</sup> | Kingdom of Belgium | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27264 | &nbsp;&nbsp;24456 |
| <sup>5</sup> | Kingdom of Morocco | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4804 |
| <sup>5</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1392 |
|  | Korea Hydro & Nuclear Power Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;2646 |
| <sup>5,9</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23180 | &nbsp;&nbsp;23587 |
| <sup>5</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;9141 |
| <sup>5,16</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9203 | &nbsp;&nbsp;&nbsp;&nbsp;9452 |
| <sup>11,16</sup> | MFB Magyar Fejlesztesi Bank Zrt. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657 | &nbsp;&nbsp;&nbsp;&nbsp;4385 |
| <sup>5,9</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 | &nbsp;&nbsp;&nbsp;&nbsp;4103 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47721 | &nbsp;&nbsp;47747 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11607 | &nbsp;&nbsp;11734 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22549 | &nbsp;&nbsp;23478 |
| <sup>5,11</sup> | OMERS Finance Trust | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30348 | &nbsp;&nbsp;34971 |
| <sup>5</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9740 | &nbsp;&nbsp;&nbsp;&nbsp;9800 |
| <sup>5</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2436 |
| <sup>5</sup> | Pertamina Persero PT | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;2/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1990 |
| <sup>5</sup> | Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6923 | &nbsp;&nbsp;&nbsp;&nbsp;6957 |
| <sup>5</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2413 |
| <sup>5</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13620 | &nbsp;&nbsp;13943 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26036 | &nbsp;&nbsp;27900 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.840% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7185 | &nbsp;&nbsp;&nbsp;&nbsp;7295 |
| <sup>5,9,11</sup> | Portuguese Republic | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23718 | &nbsp;&nbsp;26092 |
| <sup>11</sup> | Province of British Columbia | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/10/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22012 | &nbsp;&nbsp;25124 |
| <sup>11</sup> | Queensland Treasury Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27890 | &nbsp;&nbsp;32048 |
| <sup>5,11</sup> | Republic of Bulgaria | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/7/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9959 | &nbsp;&nbsp;11754 |
| <sup>5</sup> | Republic of Bulgaria | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5,11</sup> | Republic of Bulgaria | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/7/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17024 | &nbsp;&nbsp;20221 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69217 | &nbsp;&nbsp;68114 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12774 | &nbsp;&nbsp;12556 |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;1565 |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6109 | &nbsp;&nbsp;&nbsp;&nbsp;6064 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;6453 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;4039 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12042 | &nbsp;&nbsp;12837 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;15672 |
| <sup>11</sup> | Republic of Iceland | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36304 | &nbsp;&nbsp;42292 |
| <sup>11</sup> | Republic of Indonesia | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3492 |
| <sup>5,11</sup> | Republic of Indonesia | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
| <sup>11</sup> | Republic of Indonesia | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>11</sup> | Republic of Indonesia | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;8526 |
| <sup>5,11</sup> | Republic of Lithuania | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10560 | &nbsp;&nbsp;12642 |
| <sup>5,11</sup> | Republic of Lithuania | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7434 | &nbsp;&nbsp;&nbsp;&nbsp;8595 |
|  | Republic of Panama | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;1/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18786 | &nbsp;&nbsp;18826 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5259 | &nbsp;&nbsp;&nbsp;&nbsp;5633 |
| <sup>5</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6469 | &nbsp;&nbsp;&nbsp;&nbsp;6353 |
|  | Republic of Panama | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;4/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 |
| <sup>5</sup> | Republic of Paraguay | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522 | &nbsp;&nbsp;&nbsp;&nbsp;4530 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Republic of Peru | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 |
| <sup>5</sup> | Republic of Peru | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39769 |
| <sup>5</sup> | Republic of South Africa | Republic of South Africa | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| <sup>5</sup> | Republic of South Africa | Republic of South Africa | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | Republic of the Philippines | Republic of the Philippines | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7276 |
|  | Republic of the Philippines | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 |
| <sup>5</sup> | Republic of Turkiye | Republic of Turkiye | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 |
| <sup>5</sup> | Republic of Turkiye | Republic of Turkiye | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4088 |
| <sup>5</sup> | Republic of Turkiye | Republic of Turkiye | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
| <sup>5,11</sup> | Serbia International Bond | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16980 |
| <sup>5,11</sup> | Serbia International Bond | Serbia International Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17108 |
| <sup>11</sup> | Slovakia Government Bond | Slovakia Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62314 |
| <sup>5,17</sup> | Southern Gas Corridor CJSC | Southern Gas Corridor CJSC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37463 |
| <sup>5,11</sup> | State of Israel | State of Israel | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19553 |
| <sup>5,11</sup> | State of Israel | State of Israel | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924 |
| <sup>5</sup> | State of Israel | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7993 |
| <sup>5</sup> | State of Israel | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7791 |
| <sup>11</sup> | Treasury Corp. of Victoria | Treasury Corp. of Victoria | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/29/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44744 |
| <sup>12</sup> | United Kingdom | United Kingdom | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/31/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23191 |
| <sup>12</sup> | United Kingdom | United Kingdom | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9624 |
|  | United Mexican States | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 |
|  | United Mexican States | United Mexican States | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20942 |
| <sup>5</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15699 |
| <sup>5</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78064 |
| <sup>5</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31545 |
| <sup>5</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6982 |
| <sup>5</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44817 |
| <sup>11</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184 |
| **Total Sovereign Bonds (Cost $1,745,434)** | **Total Sovereign Bonds (Cost $1,745,434)** | **Total Sovereign Bonds (Cost $1,745,434)** | **Total Sovereign Bonds (Cost $1,745,434)** | **Total Sovereign Bonds (Cost $1,745,434)** | **Total Sovereign Bonds (Cost $1,745,434)** | **1785263** |
| **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** |
|  | Houston TX GO | Houston TX GO | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281 |
|  | Los Angeles CA Department of Water & Power Revenue | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16794 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
|  | Wisconsin General Fund Annual Appropriation Revenue | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
| **Total Taxable Municipal Bonds (Cost $18,594)** | **Total Taxable Municipal Bonds (Cost $18,594)** | **Total Taxable Municipal Bonds (Cost $18,594)** | **Total Taxable Municipal Bonds (Cost $18,594)** | **Total Taxable Municipal Bonds (Cost $18,594)** | **Total Taxable Municipal Bonds (Cost $18,594)** | &nbsp;&nbsp;&nbsp;&nbsp;**19110** |
|  |  |  |  |  | &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%)** | **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%)** | **Money Market Fund (1.3%)** |
| <sup>18</sup> | Vanguard Market Liquidity Fund **(Cost $242,348)** | Vanguard Market Liquidity Fund **(Cost $242,348)** | &nbsp;&nbsp;3.780% |  | &nbsp;&nbsp;2423509 | &nbsp;&nbsp;&nbsp;&nbsp;**242351** |
|  |  | &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) |  |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **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;3/10/2026 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;288100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.250% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;3/26/2026 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;114500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.350% Annually | &nbsp;&nbsp;NGFP | &nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281 |
|  | 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.260% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;3/26/2026 | &nbsp;&nbsp;3.260% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.950% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;3/9/2026 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2963** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.800% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;5/19/2026 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | &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) |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.820% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;5/20/2026 | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp;44590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.900% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.830% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp;76800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1525** |
| **Total Options Purchased (Cost $8,316)** | **Total Options Purchased (Cost $8,316)** | **Total Options Purchased (Cost $8,316)** | **Total Options Purchased (Cost $8,316)** | **Total Options Purchased (Cost $8,316)** | **Total Options Purchased (Cost $8,316)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4488** |
| **Total Investments (96.6%) (Cost $18,544,149)** | **Total Investments (96.6%) (Cost $18,544,149)** | **Total Investments (96.6%) (Cost $18,544,149)** | **Total Investments (96.6%) (Cost $18,544,149)** | **Total Investments (96.6%) (Cost $18,544,149)** |  | &nbsp;&nbsp;**18653048** |
|  |  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.4%)** |
| <sup>5,6,7</sup> | UMBS Pool **(Proceeds $74,059)** | UMBS Pool **(Proceeds $74,059)** | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2038–1/25/2056 | &nbsp;&nbsp;(71857) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(69837)** |
| **Other Assets and Liabilities—Net (3.8%)** | **Other Assets and Liabilities—Net (3.8%)** | **Other Assets and Liabilities—Net (3.8%)** | **Other Assets and Liabilities—Net (3.8%)** | **Other Assets and Liabilities—Net (3.8%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**741934** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**19325145** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $11,978 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
| 2 | Securities with a value of $1,604 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 3 | Securities with a value of $34,165 have been segregated as initial margin for open centrally cleared swap contracts. |
| 4 | Securities with a value of $63,928 have been segregated as initial margin for open futures 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 December 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 December 31, 2025, the aggregate value was $2,565,234, representing 13.3% of net assets. |
| 10 | Security value determined using significant unobservable inputs. |
| 11 | Face amount denominated in euro. |
| 12 | Face amount denominated in British pounds. |
| 13 | Face amount denominated in Australian dollars. |
| 14 | Guaranteed by the Republic of Poland. |
| 15 | Face amount denominated in Japanese yen. |
| 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. |

---

---

| |
|:---|
| 1YR—1-year. |
| BANA—Bank of America, N.A. |
| CLO—Collateralized Loan Obligation. |
| CMT—Constant Maturing Treasury Rate. |
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| 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. |
| 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> 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;&nbsp;3/10/2026 | &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;432150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.700% Annually | &nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2026 | &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;114500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.608% Annually | NGFP | &nbsp;&nbsp;&nbsp;10/16/2035 | &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;81500 | &nbsp;&nbsp;&nbsp;(3269) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.750% Annually | BANA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/9/2026 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;32400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.810% Annually | &nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2026 | &nbsp;&nbsp;&nbsp;3.810% | &nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(3521) |
| Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.000% Annually | &nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2026 | &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;44540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(395) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.020% Annually | BANA | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2026 | &nbsp;&nbsp;&nbsp;4.020% | &nbsp;&nbsp;&nbsp;&nbsp;44590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(376) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.200% Annually | &nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2026 | &nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;44540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(206) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.220% Annually | BANA | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2026 | &nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp;44590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(196) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.900% Annually | JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 5.830% Annually | JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;5.830% | &nbsp;&nbsp;&nbsp;&nbsp;76800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(1193) |
| Total Options Written **(Premiums Received $8,160)** | Total Options Written **(Premiums Received $8,160)** | Total Options Written **(Premiums Received $8,160)** | Total Options Written **(Premiums Received $8,160)** | Total Options Written **(Premiums Received $8,160)** | (4714) |

---

---

| |
|:---|
| BANA—Bank of America, N.A. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| 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 | March 2026 | 14097 | 2943299 | &nbsp;&nbsp;&nbsp;2269 |
| 5-Year U.S. Treasury Note | March 2026 | &nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;318732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| 10-Year U.S. Treasury Note | March 2026 | &nbsp;&nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp;193617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69) |
| Euro-BTP | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57342 | &nbsp;&nbsp;&nbsp;&nbsp;(124) |
| Euro-Schatz | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Long U.S. Treasury Bond | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81) |
| Ultra Long U.S. Treasury Bond | March 2026 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;&nbsp;238714 | &nbsp;&nbsp;(2836) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(413) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year Government of Canada Bond | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(506) | &nbsp;&nbsp;&nbsp;&nbsp;(44574) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| 10-Year Japanese Government Bond | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(192) | &nbsp;&nbsp;&nbsp;(162300) | &nbsp;&nbsp;&nbsp;1355 |
| AUD 3-Year Treasury Bond | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7427) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) |
| AUD 10-Year Treasury Bond | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22) |
| Euro-Bobl | March 2026 | &nbsp;&nbsp;(1292) | &nbsp;&nbsp;&nbsp;(176373) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
| Euro-Bund | March 2026 | &nbsp;&nbsp;(2067) | &nbsp;&nbsp;&nbsp;(309885) | &nbsp;&nbsp;&nbsp;1585 |
| Euro-Buxl | March 2026 | &nbsp;&nbsp;(1884) | &nbsp;&nbsp;&nbsp;(243814) | &nbsp;&nbsp;&nbsp;3204 |
| Euro-OAT | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(384) | &nbsp;&nbsp;&nbsp;&nbsp;(54420) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Gilt | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(157) | &nbsp;&nbsp;&nbsp;&nbsp;(19336) | &nbsp;&nbsp;&nbsp;&nbsp;(126) |
| Ultra 10-Year U.S. Treasury Note | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(196) | &nbsp;&nbsp;&nbsp;&nbsp;(22543) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;7410 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;6997 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| 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) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121566 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142169 | &nbsp;&nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115360 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102) |
| JPMorgan Chase Bank, N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| UBS AG | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244342 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| JPMorgan Chase Bank, N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160671 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| UBS AG | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95534 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10907 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92) |
| Wells Fargo Bank N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1119307 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(9209) |
| JPMorgan Chase Bank, N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15486 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9061 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107364 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1350) |
| Wells Fargo Bank N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33222 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;5111823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;1668 | &nbsp;&nbsp;&nbsp;(10848) |

---

---

| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| EUR—euro. |
| GBP—British pound. |
| JPY—Japanese yen. |
| NZD—New Zealand dollar. |
| USD—U.S. dollar. |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| 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 Sold | Credit Protection Sold |  |  |  |  |  |
| Republic of South Africa | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Republic of Turkiye | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;15802 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(711) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| CDX-NA-IG-S45-V1 | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;848021 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;(19447) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(968) |
| United Mexican States | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;47035 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(156) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;(1124) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(752) |

---

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)<sup>1</sup> | Periodic<br> Premium<br> Received<br> (Paid)<sup>2</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 |  |  |  |  |  |  |
| Stellantis NV/Baa2 | 12/20/2030 | JPMC | 1600 | &nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;282 | 31 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Credit Protection Purchased | Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |  |
| Telefonica Europe BV | 12/20/2030 | MSCS | 8600 | (1.000) | (146) | (162) | 16 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Unibail-Rodamco-Westfield SE | &nbsp;&nbsp;&nbsp;6/20/2028 | BARC | 1600 | (1.000) | &nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(91) |
| Unibail-Rodamco-Westfield SE | &nbsp;&nbsp;&nbsp;6/20/2028 | JPMC | 1300 | (1.000) | &nbsp;&nbsp;&nbsp;(24) | &nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(58) |
|  |  |  |  |  | (200) | &nbsp;&nbsp;&nbsp;(67) | 16 | (149) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;215 | 47 | (149) |

---

---

| |
|:---|
| 1 Notional amount denominated in euro. |
| 2 Periodic premium received/(paid) quarterly. |
| BARC—Barclays Bank plc. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSCS—Morgan Stanley Capital Services LLC. |

---

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 December 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $2,037 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) |
| 12/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.432<sup>2</sup> | &nbsp;&nbsp;&nbsp;(3.870)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79) |
| 6/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;25231400<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.727<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.906)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(110) | &nbsp;&nbsp;&nbsp;&nbsp;(110) |
| 12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.128)<sup>2</sup> | &nbsp;&nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;1153 |
| 12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.230)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| 12/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26600<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.870<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.340)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| 12/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.870<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.278)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| 6/18/2028 | &nbsp;&nbsp;&nbsp;6/18/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290680<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.458<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
| 11/29/2028 | 11/29/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429075<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.148<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(887) | &nbsp;&nbsp;&nbsp;&nbsp;(887) |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169800<sup>9</sup> | &nbsp;&nbsp;&nbsp;2.542<sup>10</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(613) | &nbsp;&nbsp;&nbsp;&nbsp;(717) |
| 9/10/2029 | &nbsp;&nbsp;&nbsp;9/10/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88600<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.072<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(565) | &nbsp;&nbsp;&nbsp;&nbsp;(565) |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| 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) |
| 9/22/2029 | &nbsp;&nbsp;&nbsp;9/22/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99200<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.221<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(376) | &nbsp;&nbsp;&nbsp;&nbsp;(376) |
| 5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.282)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
| 5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.428)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(117) | &nbsp;&nbsp;&nbsp;&nbsp;(117) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/18/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80660<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.625)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(518) | &nbsp;&nbsp;&nbsp;&nbsp;(520) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77690<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.274<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(525) | &nbsp;&nbsp;&nbsp;&nbsp;(506) |
| 9/10/2032 | &nbsp;&nbsp;&nbsp;9/10/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74700<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.349)<sup>2</sup> | &nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;1078 |
| 9/22/2032 | &nbsp;&nbsp;&nbsp;9/22/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82900<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.465)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
| 1/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28830<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.709<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 8/15/2035 | &nbsp;&nbsp;&nbsp;3/31/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23460<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.545)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| 6/18/2036 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.643<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(445) | &nbsp;&nbsp;&nbsp;&nbsp;(419) |
| 6/18/2036 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.647<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60) |
| 9/10/2037 | &nbsp;&nbsp;&nbsp;9/10/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20400<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.733<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(462) | &nbsp;&nbsp;&nbsp;&nbsp;(462) |
| 9/22/2037 | &nbsp;&nbsp;&nbsp;9/22/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22700<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.804<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(397) | &nbsp;&nbsp;&nbsp;&nbsp;(397) |
| 10/18/2040 | 10/18/2030<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38800<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.100)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
| 10/18/2045 | 10/18/2035<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42900<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.358<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(897) | &nbsp;&nbsp;&nbsp;&nbsp;(897) |
| 12/18/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5310<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.035<sup>2</sup> | &nbsp;&nbsp;&nbsp;(3.870)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(122) | &nbsp;&nbsp;&nbsp;&nbsp;(116) |
| 1/5/2058 | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7760<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.239)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(578) | &nbsp;&nbsp;&nbsp;&nbsp;(633) |

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| |
|:---|
| 1 Notional amount denominated in U.S. dollar. |
| 2 Interest payment received/(paid) annually. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 4 Notional amount denominated in Japanese yen. |
| 5 Based on Tokyo Overnight Average Rate (TONAR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 6 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. |
| 7 Notional amount denominated in euro. |
| 8 Based on Euro Short Term Rate (ESTR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 9 Notional amount denominated in Canadian dollar. |
| 10 Interest payment received/(paid) semi-annually. |
| 11 Based on Canadian Overnight Repo Rate Average (CORRA) as of the most recent reset date. Interest payment received/(paid) semi-annually. |

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

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

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

C. 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. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. 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.

At December 31, 2025, counterparties had deposited in segregated accounts cash of $260,000 in connection with TBA transactions.

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 depending on whether 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.

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Options contracts on futures 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

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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.**

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;9130525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;9130525 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2335033 | &nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;2336453 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;5131434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;5131434 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1785263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1785263 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19110 |
| Temporary Cash Investments | 242351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242351 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 |
| Total | 242351 | &nbsp;&nbsp;&nbsp;18409277 | &nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;18653048 |
| Liabilities |  |  |  |  |
| Conventional Mortgage-Backed Securities—Liability for Sale Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69837) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69837) |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022 |
| Total | &nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17955 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4714) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4714) |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3268) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10848) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10848) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7509) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7509) |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;(3268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23071) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26339) |

---

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 MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

- **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 CORE BOND FUND

- **b. EDGAR series identifier (if any):** S000053068

- **c. LEI of Series:** 5493004LZLCTSJUBPZ86

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $21226460774.31

**Total Liabilities:** $1927100625.11

**Net Assets:** $19299360149.20

**Delayed Delivery Securities:** $687598939.85

**Cash Not Reported:** $125052716.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -25844.09125553 | **1-Year:** -658861.79373999 | **5-Year:** -1851792.31842903 | **10-Year:** -2394737.50037060 | **30-Year:** -1077199.99932825

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

- **3-Month:** -1267.66648042 | **1-Year:** -37217.68589311 | **5-Year:** -67544.52675427 | **10-Year:** -58450.96325054 | **30-Year:** -21924.00593333

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166995 | 0.61%                | 0.65%                | -0.23%               |
| Class ID C000166996 | 0.60%                | 0.69%                | -0.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $30907796.70             | $-17330396.35                              |
| Month 2  | $465684.47               | $45854721.03                               |
| Month 3  | $6391133.10              | $-108776256.44                             |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Float Adjusted Index

- **Index Identifier:** I20984US

### 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        |     3570000 | PA      | $3765711.68    | 0.02%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: 718286CQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     7356000 | PA      | $7275544.49    | 0.04%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1147651.83    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75980.63      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                     | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      635250 | PA      | $637500.06     | 0.00%             | 2028-11-06      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1312144.62    | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   170040000 | PA      | $160422112.50  | 0.83%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A B                     | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      988082 | PA      | $993106.41     | 0.01%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2013-149 MZ                    | CUSIP: 38378UMF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12813393 | PA      | $11312797.17   | 0.06%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2309000 | PA      | $2640468.03    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2025-1A A2I                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10030000 | PA      | $9973748.75    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1054127.77    | 0.01%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR WN5306                          | CUSIP: 3132XK3Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8100000 | PA      | $8091520.92    | 0.04%             | 2030-07-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1447                          | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48101 | PA      | $44357.34      | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                          | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7105884 | PA      | $6557424.30    | 0.03%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1148                          | CUSIP: 3140Y7H27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26842440 | PA      | $26867070.52   | 0.14%             | 2055-10-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                          | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5609954 | PA      | $5506932.86    | 0.03%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $430891.74     | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                 | UTMOST GRP                         | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1102110.80    | 0.01%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4945                          | CUSIP: 3140Q0P71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11278000 | PA      | $11386108.65   | 0.06%             | 2030-09-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.350000 16-OCT-2030  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    96800000 | NC      | $2280653.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26613000 | PA      | $24971518.41   | 0.13%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159448.44     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  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        |      135000 | PA      | $140822.24     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786093                          | CUSIP: 3622ABUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13256521 | PA      | $11422478.32   | 0.06%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4759                          | CUSIP: 3132A5JC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123811 | PA      | $115940.02     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4132                          | CUSIP: 3132E0SV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3180081 | PA      | $3316026.27    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1455                          | CUSIP: 3132CXTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2147482 | PA      | $2203872.66    | 0.01%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3766                          | CUSIP: 3140NYFG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24560000 | PA      | $24693171.69   | 0.13%             | 2030-05-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5198 FA                        | CUSIP: 3137H5KF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4537271 | PA      | $3998344.88    | 0.02%             | 2052-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1772354.25    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       30000 | PA      | $29972.33      | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $132837.76     | 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        |    12133217 | PA      | $11910402.64   | 0.06%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                               | BOBA 2023-2A BR                    | CUSIP: 05766JAQ4<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |     3650000 | PA      | $3655929.79    | 0.02%             | 2036-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.072000 10-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    88600000 | NC      | $-564961.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13425000 | PA      | $15322093.46   | 0.08%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      265000 | PA      | $267233.23     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0635                          | CUSIP: 3132CWV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7328596 | PA      | $7092460.40    | 0.04%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                 | DLLAA 2025-1A A3                   | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2194581.76    | 0.01%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9849                          | CUSIP: 36179Y5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3125914 | PA      | $3051414.80    | 0.02%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | CARMX 2025-4 D                     | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $330128.90     | 0.00%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                   | OCT57 2021-1A AR                   | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     2360000 | PA      | $2358181.15    | 0.01%             | 2034-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300370.77     | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831794                          | CUSIP: 31407JC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4687 | PA      | $4985.04       | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE3686                          | CUSIP: 3618J9CX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1662533 | PA      | $1728337.00    | 0.01%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A A4                   | CUSIP: 16145NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2190000 | PA      | $2217145.93    | 0.01%             | 2030-10-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38211.34      | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9934                          | CUSIP: 3140QWBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3292130 | PA      | $3360690.27    | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      255000 | PA      | $266618.18     | 0.00%             | 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        |     4230000 | PA      | $4274232.69    | 0.02%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $170970.39     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    10650116 | PA      | $6107470.51    | 0.03%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      164175 | PA      | $164038.24     | 0.00%             | 2030-09-19      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    21147000 | PA      | $19956996.98   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR WN5313                          | CUSIP: 3132XK3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13900000 | PA      | $13860596.28   | 0.07%             | 2029-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0102                          | CUSIP: 3140Y6DG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3357628 | PA      | $3439094.74    | 0.02%             | 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        |     7182884 | PA      | $6128944.40    | 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        |    33938000 | PA      | $33597693.49   | 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        |     3590000 | PA      | $3542979.26    | 0.02%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7939                          | CUSIP: 3140XPZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9882567 | PA      | $9238871.76    | 0.05%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     7185000 | PA      | $7294743.69    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                                    | SDART 2025-4 D                     | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1660000 | PA      | $1666064.64    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZN4476                          | CUSIP: 3131YA6M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      239653 | PA      | $224418.03     | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      244000 | PA      | $161058.64     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2416                          | CUSIP: 3617LYVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10685 | PA      | $10154.77      | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  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        |     1826901 | PA      | $1826902.91    | 0.01%             | 2045-01-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       90000 | PA      | $67051.65      | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      850000 | PA      | $635402.20     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6865                          | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2604903 | PA      | $2251026.82    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $2722470.75    | 0.01%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2899                          | CUSIP: 3138A4GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77834 | PA      | $77924.16      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | 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        |      880000 | PA      | $904309.74     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                          | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9482281 | PA      | $9037882.84    | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2024-1 A                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | PA      | $869997.56     | 0.00%             | 2028-10-16      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4526                          | CUSIP: 3140Q0A44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23393000 | PA      | $23440157.95   | 0.12%             | 2030-08-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $162328.38     | 0.00%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $969447.49     | 0.01%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4585                          | CUSIP: 3140QCCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1913275 | PA      | $1948065.35    | 0.01%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp                                                                   | TRANSALTA CORP                     | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $70472.09      | 0.00%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1711                          | CUSIP: 3132AD3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      712097 | PA      | $706385.33     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9492                          | CUSIP: 3140QVRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13058818 | PA      | $13281805.12   | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253116.23     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | 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       |      130000 | PA      | $135809.69     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3532                          | CUSIP: 3140W34S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14172040 | PA      | $12840012.72   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28600000 | PA      | $21074625.00   | 0.11%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BC8177                          | CUSIP: 3617BCCN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      161063 | PA      | $148782.27     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     6520000 | PA      | $6167335.16    | 0.03%             | 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        |    30000000 | PA      | $30506250.00   | 0.16%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    46233000 | PA      | $46081924.43   | 0.24%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                          | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12673599 | PA      | $10782326.61   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8140                          | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8437824 | PA      | $6882785.16    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A4                    | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      760000 | PA      | $772599.81     | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | KAZAKH DEVELOPME                   | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     5940000 | PA      | $6147673.09    | 0.03%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $85994.88      | 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        |       46122 | PA      | $45872.43      | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CM1131                          | CUSIP: 3617YLHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      307108 | PA      | $281100.67     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29900000 | PA      | $29465515.63   | 0.15%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2613039.96    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                 | WULF COMPUTE LLC                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $236911.09     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  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        |     2600000 | PA      | $2611565.32    | 0.01%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      853000 | PA      | $868562.22     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34225000 | PA      | $34894793.86   | 0.18%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                                | DRSLF 2021-90A BR                  | CUSIP: 262484AQ1<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |     4540000 | PA      | $4555141.35    | 0.02%             | 2038-11-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A C                    | CUSIP: 42806MCR8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     1280000 | PA      | $1315525.25    | 0.01%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A4                    | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2560000 | PA      | $2616679.42    | 0.01%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5105                          | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8194123 | PA      | $7210454.18    | 0.04%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23000000 | PA      | $18239179.63   | 0.09%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CN3198                          | CUSIP: 3617F2RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      285199 | PA      | $260512.29     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A D                   | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1060000 | PA      | $1079529.86    | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5501                          | CUSIP: 3133A0DE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      319172 | PA      | $315914.19     | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3580000 | PA      | $2474511.39    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786410                          | CUSIP: 3622ACAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1344653 | PA      | $1359105.15    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     2345000 | PA      | $2341095.81    | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-59332.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acushnet Co                                                                      | ACUSHNET                           | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96236.45      | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      630000 | PA      | $599878.19     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |    10560000 | PA      | $12641795.13   | 0.07%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    10345000 | PA      | $10377342.61   | 0.05%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2287823.60    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 788130                          | CUSIP: 3622AD4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8321964 | PA      | $8506879.53    | 0.04%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 C                      | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1170000 | PA      | $1189745.86    | 0.01%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                            | MSWF 2023-2 A5                     | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8690000 | PA      | $9375581.04    | 0.05%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4239                          | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323969 | PA      | $303069.58     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1936                          | CUSIP: 3138WBEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75788 | PA      | $77235.95      | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0686                          | CUSIP: 3138ADXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22831 | PA      | $23281.33      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2366                          | CUSIP: 3140XHTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2082710 | PA      | $2119930.63    | 0.01%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      124688 | PA      | $124843.36     | 0.00%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HLDINGS                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20171.57      | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5768675.55    | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1175000 | PA      | $1160122.97    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9199951.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 C                      | CUSIP: 92348KDL4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $475098.94     | 0.00%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | VDCR 2025-1A A2A                   | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |     4280000 | PA      | $4240549.53    | 0.02%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                               | GCAT 2024-INV4 A1                  | CUSIP: 367919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11494757 | PA      | $11699800.80   | 0.06%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TELEFO)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     8600000 | NC      | $-143496.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $439145.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       33000 | PA      | $22802.40      | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $98875000.00   | 0.51%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2664                          | CUSIP: 3140QM6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1072004 | PA      | $957511.09     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2971                          | CUSIP: 3140X6JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4551201 | PA      | $4433411.76    | 0.02%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7475                          | CUSIP: 3140XBJV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151509 | PA      | $150388.04     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      235000 | PA      | $240924.49     | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1697                          | CUSIP: 3140W13F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22828610 | PA      | $20280395.70   | 0.11%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1569                          | CUSIP: 3131XUW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5268326 | PA      | $4974567.11    | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2025-6A C                    | CUSIP: 42806MDS5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     1380000 | PA      | $1377136.50    | 0.01%             | 2032-05-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B              | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      700000 | PA      | $559970.88     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     6580000 | PA      | $6877260.71    | 0.04%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    87344000 | PA      | $88026375.00   | 0.46%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                      | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |    22012000 | PA      | $25124237.12   | 0.13%             | 2045-10-10      | Fixed         | 3.90%                 | 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        |      417020 | PA      | $420672.03     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.950000 09-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    16200000 | NC      | $101490.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9210000 | PA      | $8791252.61    | 0.05%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7360000 | PA      | $6332596.99    | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B D                     | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      307934 | PA      | $310231.02     | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1393677 | PA      | $1224772.63    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96341.34      | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3369                          | CUSIP: 31418CW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11644 | PA      | $10892.39      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7556                          | CUSIP: 3132DVMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14192845 | PA      | $12725804.85   | 0.07%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B B                      | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $937481.20     | 0.00%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66467.11      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     4098000 | PA      | $4090128.56    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A4                     | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3291576.59    | 0.02%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ2571                          | CUSIP: 3617LL2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10263 | PA      | $9358.46       | 0.00%             | 2049-11-20      | 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        |    83600000 | PA      | $84831140.42   | 0.44%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                            | SBCLN 2024-B D                     | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      559775 | PA      | $563813.15     | 0.00%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1389                          | CUSIP: 3140X4RK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1167372 | PA      | $1158008.54    | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | 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        |      790000 | PA      | $791233.90     | 0.00%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C6060                          | CUSIP: 3142BGWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8866154 | PA      | $8852683.91    | 0.05%             | 2055-10-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                     | HACLN 2025-1 B                     | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3690906 | PA      | $3722199.24    | 0.02%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     3630000 | PA      | $2940940.33    | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4072                          | CUSIP: 3142GUQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2748234 | PA      | $2607411.21    | 0.01%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     1096875 | PA      | $1081693.37    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      750000 | PA      | $644454.23     | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      900000 | PA      | $685755.00     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                                                             | AMKOR TECH INC                     | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92066.20      | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0772                          | CUSIP: 3132DM2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9457923 | PA      | $8141102.71    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K547 A2                       | CUSIP: 3137HN6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19235000 | PA      | $19502139.53   | 0.10%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5876.71       | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9139                          | CUSIP: 3140QVEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15830619 | PA      | $16274083.71   | 0.08%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     6082000 | PA      | $5451819.65    | 0.03%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                               | GCAT 2024-INV4 A6                  | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7164193 | PA      | $7219663.73    | 0.04%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8187                          | CUSIP: 3132D6CY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4961551 | PA      | $4776876.30    | 0.02%             | 2037-11-01      | Fixed         | 3.00%                 | 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        |      564000 | PA      | $565891.04     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                                                 | KCOT 2025-2A A4                    | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $925002.90     | 0.00%             | 2030-11-15      | Fixed         | 4.57%                 | 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        |       90000 | PA      | $91498.67      | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                    | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3710000 | PA      | $3773446.94    | 0.02%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-43 GZ                     | CUSIP: 3136ASXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5925622 | PA      | $5336521.12    | 0.03%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1391608.71    | 0.01%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2104203.27    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                       | EART 2025-5A C                     | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1410000 | PA      | $1414287.53    | 0.01%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO4309                          | CUSIP: 3133WNYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      222702 | PA      | $228341.64     | 0.00%             | 2040-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2041.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      900000 | PA      | $906682.77     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR WN5320                          | CUSIP: 3132XK4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5300000 | PA      | $5280728.67    | 0.03%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14633000 | PA      | $14029722.38   | 0.07%             | 2055-12-01      | Fixed         | 6.70%                 | 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        |      720000 | PA      | $732666.02     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                                           | FORDR 2025-2 B                     | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1780000 | PA      | $1796136.41    | 0.01%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | ROCKIES EXPRESS                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52759.11      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     5988000 | PA      | $5998005.95    | 0.03%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      115000 | PA      | $110778.38     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61100000 | PA      | $60909062.50   | 0.32%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                          | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      254989 | PA      | $251564.66     | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      216000 | PA      | $224983.18     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                    | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2040946.00    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8173                          | CUSIP: 3140XCCK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3951828 | PA      | $3813548.80    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11401000 | PA      | $9860083.59    | 0.05%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4080000 | PA      | $4514125.06    | 0.02%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44000000 | PA      | $44635937.28   | 0.23%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1492                          | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3243495 | PA      | $3276120.62    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    12960000 | PA      | $13139118.86   | 0.07%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    10218000 | PA      | $10960066.92   | 0.06%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0690                          | CUSIP: 3140W0XU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      925141 | PA      | $828647.02     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                   | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      307000 | PA      | $243958.19     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                              | DEFT 2025-2 D                      | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1040000 | PA      | $1041987.54    | 0.01%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18030000 | PA      | $20205445.71   | 0.10%             | 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        |     7045000 | PA      | $6815774.72    | 0.04%             | 2029-10-01      | Fixed         | 3.62%                 | 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        |     1500000 | PA      | $1529998.35    | 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        |     4160000 | PA      | $4267584.67    | 0.02%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2026373.00    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8050                          | CUSIP: 3140XP5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14194263 | PA      | $14574145.53   | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | 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        |      620000 | PA      | $630602.74     | 0.00%             | 2029-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2423404.01    | 0.01%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3444000 | PA      | $2176160.97    | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                          | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17939784 | PA      | $14633593.17   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5700                          | CUSIP: 36179UKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34738 | PA      | $32895.89      | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      265000 | PA      | $266677.69     | 0.00%             | 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        |     2400000 | PA      | $2433555.36    | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                 | ABCLN 2025-B C                     | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2110885 | PA      | $2123520.57    | 0.01%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  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        |      590000 | PA      | $595992.87     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                          | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1072053 | PA      | $1034305.14    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4847                          | CUSIP: 3140QQL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2178158 | PA      | $2230326.66    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                    | GENMAB/GENMAB                      | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      205000 | PA      | $210091.07     | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0386                          | CUSIP: 3133B9NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1223459 | PA      | $1173766.90    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.220000 20-MAY-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44590000 | NC      | $-195964.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                          | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6207095 | PA      | $5139992.34    | 0.03%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1641135.83    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9015                          | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9954570 | PA      | $9758543.46    | 0.05%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70000000 | PA      | $71219530.90   | 0.37%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-81 YK                     | CUSIP: 3136AFN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10180000 | PA      | $9703233.95    | 0.05%             | 2043-08-25      | Fixed         | 4.00%                 | 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        |      320000 | PA      | $322354.88     | 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        |      560000 | PA      | $565574.18     | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2691                          | CUSIP: 3140W27D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1876850 | PA      | $1926720.53    | 0.01%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1029                          | CUSIP: 3140XGEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2084290 | PA      | $1881222.95    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-227 F                     | CUSIP: 38383FQM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1681456 | PA      | $1455859.12    | 0.01%             | 2051-12-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4 1/26                        | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1972812.40    | 0.01%             | 2026-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120408.83     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0265                          | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11789023 | PA      | $12204575.27   | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9170                          | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6112882 | PA      | $6134647.36    | 0.03%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $259820.81     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                    | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    41831000 | PA      | $41848351.50   | 0.22%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: 48266XAL9<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    23180000 | PA      | $23586577.20   | 0.12%             | 2027-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1345516.01    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | 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        |      300000 | PA      | $307213.53     | 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        |     9440000 | PA      | $9523697.87    | 0.05%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     1950000 | PA      | $1694425.98    | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4238000 | PA      | $2819528.26    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      449000 | PA      | $411758.28     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6709                          | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4654593 | PA      | $4025174.51    | 0.02%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8B0503                          | CUSIP: 3142AWRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4104066 | PA      | $4154378.92    | 0.02%             | 2055-11-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $357943.90     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A A4                   | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1070000 | PA      | $1086545.84    | 0.01%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A C                    | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2050000 | PA      | $2091242.72    | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0535                          | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82370 | PA      | $80048.84      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       90000 | PA      | $91891.58      | 0.00%             | 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        |    31921000 | PA      | $31536693.50   | 0.16%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                                 | SEMT 2024-INV1 A5                  | CUSIP: 816939AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1368473 | PA      | $1386245.31    | 0.01%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 1/26                      | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   189100000 | PA      | $184557175.06  | 0.96%             | 2026-01-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                          | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7180813 | PA      | $7267442.25    | 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        |      530000 | PA      | $542322.61     | 0.00%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-2 A3                      | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2800000 | PA      | $2828942.20    | 0.01%             | 2029-06-20      | Fixed         | 4.41%                 | 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        |     2390000 | PA      | $2429621.18    | 0.01%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3959318.10    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                    | SERVICE CORP                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19085.17      | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                          | STACR 2025-DNA3 A1                 | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |     4047000 | PA      | $4048084.19    | 0.02%             | 2045-09-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770446                          | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4514 | PA      | $4516.64       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      130000 | PA      | $133128.92     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A A4                   | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2570000 | PA      | $2602024.77    | 0.01%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A5                  | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2978475.64    | 0.02%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7418                          | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1411369 | PA      | $1217869.66    | 0.01%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                 | DLLAA 2025-1A A4                   | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1081426.19    | 0.01%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  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        |     1470000 | PA      | $1491863.75    | 0.01%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6241000 | PA      | $6198428.89    | 0.03%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      975000 | PA      | $1414158.00    | 0.01%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DF3978                          | CUSIP: 3618JMM38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1967226 | PA      | $2006019.91    | 0.01%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      105000 | PA      | $108102.80     | 0.00%             | 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        |    12580000 | PA      | $12751076.68   | 0.07%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5979                          | CUSIP: 36179UUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35913 | PA      | $35760.17      | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                  | BANK 2022-BNK41 A4                 | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2070000 | PA      | $1973992.99    | 0.01%             | 2065-04-15      | Variable      | 3.79%                 | 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        |     1720000 | PA      | $1702564.88    | 0.01%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                 | SFAST 2025-3A C                    | CUSIP: 78398KAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3030000 | PA      | $3032619.44    | 0.02%             | 2033-11-21      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA C                    | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1640000 | PA      | $1659478.12    | 0.01%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3331                          | CUSIP: 3140JKVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101899 | PA      | $101082.05     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE0510                          | CUSIP: 3618J5R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1626374 | PA      | $1676957.79    | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10726733.88   | 0.06%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12814500 | PA      | $12073661.72   | 0.06%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC                   | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      195000 | PA      | $183542.85     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8854                          | CUSIP: 3140QUZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16741187 | PA      | $17399310.02   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3613000 | PA      | $2216832.38    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A B                    | CUSIP: 505912AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420000 | PA      | $1428669.67    | 0.01%             | 2032-05-17      | Fixed         | 4.53%                 | Yes           |                  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       |   -76800000 | NC      | $-4528.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       90000 | PA      | $93685.36      | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $839190.30     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     1035000 | PA      | $1028637.96    | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3172                          | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23581 | PA      | $21550.41      | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150174.27     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (STLA)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -1600000 | NC      | $310715.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 3YR BOND FUT Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -106 | NC      | $-10222.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GCAT 2022-INV3 Trust                                                             | GCAT 2022-INV3 2A1                 | CUSIP: 36830RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4072809 | PA      | $3946307.83    | 0.02%             | 2052-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     3059000 | PA      | $3087589.41    | 0.02%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | N/A       |      200000 | PA      | $237216.31     | 0.00%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745171                          | CUSIP: 3620C02C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4755 | PA      | $4762.14       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A D                     | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310000 | PA      | $308085.72     | 0.00%             | 2033-10-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8801                          | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7723346 | PA      | $7841862.40    | 0.04%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     7350000 | PA      | $6906849.39    | 0.04%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  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        |      780000 | PA      | $791709.67     | 0.00%             | 2030-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5807                          | CUSIP: 36179UNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18447 | PA      | $17468.97      | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | 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        |      105000 | PA      | $108443.17     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                 | NSLT 2025-DA A1A                   | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2610000 | PA      | $2599373.39    | 0.01%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group Inc                                                          | VERSANT MEDIA GR                   | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61925.69      | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2860                          | CUSIP: 3142GTFA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10560260 | PA      | $10564180.80   | 0.05%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $924276.70     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0354                          | CUSIP: 31427MMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3409084 | PA      | $3428460.09    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $91524.03      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2329                          | CUSIP: 3140W2ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12559624 | PA      | $13073969.04   | 0.07%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2216682.20    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    15770000 | PA      | $14651487.52   | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2509684.01    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | 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        |     1180000 | PA      | $1219630.42    | 0.01%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5083 BC                        | CUSIP: 3137FFN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23600000 | PA      | $21444029.08   | 0.11%             | 2041-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 A5                    | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2030000 | PA      | $2115677.77    | 0.01%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $446619.60     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0957                          | CUSIP: 3138A2B32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33642 | PA      | $34307.97      | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8428                          | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2088460 | PA      | $2099812.13    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                             | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     6469000 | PA      | $6352639.51    | 0.03%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180163.73     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8273                          | CUSIP: 3138WJFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6727 | PA      | $6094.95       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42459.15      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931765                          | CUSIP: 31412QFE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22327 | PA      | $22381.47      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                          | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2322 | PA      | $2242.43       | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.282050 31-MAY-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   120000000 | NC      | $555089.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | PT PERTAMINA                       | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $1990218.20    | 0.01%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8410000 | PA      | $8217056.94    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3564                          | CUSIP: 31418C6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1141727 | PA      | $1132569.12    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1214386.66    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51593.44      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    14771000 | PA      | $14695859.92   | 0.08%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7000                          | CUSIP: 3140XNX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16206137 | PA      | $15125237.89   | 0.08%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    85000000 | PA      | $86826171.45   | 0.45%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $8483100.00    | 0.04%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                            | STELLANTIS FINAN                   | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22265000 | PA      | $22549034.61   | 0.12%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1510000 | PA      | $1480958.77    | 0.01%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5193                          | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2600871 | PA      | $2589479.88    | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | 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        |     2774596 | PA      | $2799169.05    | 0.01%             | 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        |    43054000 | PA      | $39769186.46   | 0.21%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                            | EFF 2024-4 A4                      | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2330000 | PA      | $2366864.10    | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1157                          | CUSIP: 3142BBJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2918850 | PA      | $2960156.95    | 0.02%             | 2055-10-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F A                     | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6070000 | PA      | $6128962.77    | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  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        |      190000 | PA      | $203015.38     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                         | FORDR 2025-1 B                     | CUSIP: 34532MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3560000 | PA      | $3640069.74    | 0.02%             | 2037-08-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    17005000 | PA      | $17168776.86   | 0.09%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      276000 | PA      | $210935.15     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    12315000 | PA      | $12366879.40   | 0.06%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9442                          | CUSIP: 3138ERP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7669124 | PA      | $7241497.79    | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4791                          | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124886 | PA      | $123962.42     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62606.92      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                          | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8995823 | PA      | $9128242.97    | 0.05%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                            | ATHORA NL                          | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $4814899.70    | 0.02%             | 2032-08-31      | Variable      | 5.38%                 | 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        |     3686400 | PA      | $3548385.61    | 0.02%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44189.05      | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    12774000 | PA      | $12555585.04   | 0.07%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0211                          | CUSIP: 3140QKGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      247199 | PA      | $230325.44     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 1/26                      | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5069726.50    | 0.03%             | 2026-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3319                          | CUSIP: 3140QNVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19814490 | PA      | $19009700.52   | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      235000 | PA      | $259812.19     | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     6280000 | PA      | $6401827.60    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931759                          | CUSIP: 31412QE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50250 | PA      | $51239.36      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179730.27     | 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        |       19000 | PA      | $18817.96      | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9104000 | PA      | $8790289.82    | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CY9094                          | CUSIP: 3618G9C72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5541960 | PA      | $5565156.63    | 0.03%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19800.16      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     7349000 | PA      | $8624898.41    | 0.04%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8879                          | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20763702 | PA      | $21082325.06   | 0.11%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6995                          | CUSIP: 31418UXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22699 | PA      | $23583.14      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | 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        |     1490000 | PA      | $1529029.95    | 0.01%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      725000 | PA      | $597024.31     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    11984000 | PA      | $12349350.22   | 0.06%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                         | PMTLT 2025-INV1 A7                 | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7328158 | PA      | $7451537.98    | 0.04%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78600000 | PA      | $80718515.23   | 0.42%             | 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        |     1240000 | PA      | $1177208.14    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  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        |      590000 | PA      | $605664.80     | 0.00%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4302 CZ                        | CUSIP: 3137B8DD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19034643 | PA      | $17507289.70   | 0.09%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                              | DEFT 2025-2 C                      | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830000 | PA      | $831871.32     | 0.00%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                          | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10099506 | PA      | $9651429.50    | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | 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        |     1330000 | PA      | $1269971.91    | 0.01%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     5505000 | PA      | $5714695.36    | 0.03%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI INC/NY                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31465.67      | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                          | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $473836.15     | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF2961                          | CUSIP: 3140BTJF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4933112 | PA      | $5003067.62    | 0.03%             | 2055-10-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 3.820000 20-MAY-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    44590000 | NC      | $680502.52     | 0.00%             |  |  |  | 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        |     4464953 | PA      | $4254867.38    | 0.02%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                        | KCOT 2025-1A A4                    | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2040000 | PA      | $2085255.97    | 0.01%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      215000 | PA      | $208180.39     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C65                                   | WFCM 2025-C65 A5                   | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9690000 | PA      | $9959549.64    | 0.05%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $448551.89     | 0.00%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                            | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    36304000 | PA      | $42292443.74   | 0.22%             | 2030-05-27      | Fixed         | 2.62%                 | 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        |     1010000 | PA      | $1029028.50    | 0.01%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.260000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    29500000 | NC      | $7388.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                            | ARIFL 2025-B A3                    | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1020000 | PA      | $1033750.52    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2316519.00    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5024.11       | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR1489                          | CUSIP: 3617LXUN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24573 | PA      | $22430.87      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                               | BOBA 2023-2A A1R                   | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |     3390000 | PA      | $3388308.39    | 0.02%             | 2036-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      174644 | PA      | $160745.12     | 0.00%             | 2029-03-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5879                          | CUSIP: 3140XMQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5821631 | PA      | $5482465.95    | 0.03%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A4                    | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3550000 | PA      | $3613927.69    | 0.02%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34620.17      | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57339                          | CUSIP: 3132Y1EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1270018 | PA      | $1231014.30    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3853                          | CUSIP: 3140QPH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7638322 | PA      | $7337630.21    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0581                          | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11456746 | PA      | $11822994.44   | 0.06%             | 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        |    30453921 | PA      | $23606932.19   | 0.12%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A B                     | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $269670.57     | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-D A                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4270000 | PA      | $4315655.27    | 0.02%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3 1/26                        | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7000000 | PA      | $6291784.80    | 0.03%             | 2026-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK6824                          | CUSIP: 3140HLSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100511 | PA      | $99830.92      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0637                          | CUSIP: 3140W0V77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9565507 | PA      | $9776642.12    | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1265482.08    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | FRONERI US INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       95000 | PA      | $94940.63      | 0.00%             | 2032-09-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A A                    | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10950000 | PA      | $10984305.26   | 0.06%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     3862000 | PA      | $4088366.50    | 0.02%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      230000 | PA      | $220470.32     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2086416.60    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5457                          | CUSIP: 36179UB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80754 | PA      | $76472.27      | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV1 Trust                                                             | GCAT 2025-INV1 A1                  | CUSIP: 36171DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49737660 | PA      | $50747980.63   | 0.26%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58000000 | PA      | $41506250.00   | 0.22%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59157.87      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1787015.92    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $538214.88     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2190944.64    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      245000 | PA      | $257431.20     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       59700 | PA      | $59905.25      | 0.00%             | 2032-05-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV11                                                        | PMTLT 2025-INV11 A36               | CUSIP: 729916BK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    72445532 | PA      | $72432730.61   | 0.38%             | 2056-11-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4969                          | CUSIP: 3140X8QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      802107 | PA      | $658544.83     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8155                          | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1730327 | PA      | $1664953.26    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1840669.86    | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7366                          | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1278709 | PA      | $1058877.88    | 0.01%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV                   | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1522520.63    | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    23718000 | PA      | $26091840.54   | 0.14%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 B                   | CUSIP: 00179UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2350000 | PA      | $2298936.15    | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                          | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1635314 | PA      | $1638987.00    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30578.35      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 675756                          | CUSIP: 36295NWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26514 | PA      | $24401.56      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2702292.91    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DK5789                          | CUSIP: 3618L5NE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2783369 | PA      | $2899451.72    | 0.02%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3575                          | CUSIP: 31418C6M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27406 | PA      | $26640.32      | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A B                    | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     2020000 | PA      | $2067770.78    | 0.01%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784219                          | CUSIP: 3622A2VL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103615 | PA      | $95098.67      | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                                         | PMTLT 2025-CNF1 A8                 | CUSIP: 729906AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20208168 | PA      | $20147743.70   | 0.10%             | 2056-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      350000 | PA      | $354163.85     | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1920                          | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5973 | PA      | $5785.76       | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                            | HART 2025-C C                      | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1990000 | PA      | $1992840.13    | 0.01%             | 2033-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO                   | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     8762000 | PA      | $8777383.44    | 0.05%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13784000 | PA      | $14207864.89   | 0.07%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      161000 | PA      | $172053.99     | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    17515000 | PA      | $18440877.93   | 0.10%             | 2029-07-27      | Variable      | 6.34%                 | 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        |     2230000 | PA      | $2300362.30    | 0.01%             | 2031-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A BR                    | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     3720000 | PA      | $3729266.52    | 0.02%             | 2034-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4740000 | PA      | $5115333.11    | 0.03%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                         | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2532065.60    | 0.01%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                 | DLLAA 2023-1A A4                   | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1770000 | PA      | $1821469.65    | 0.01%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $744146.80     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179951.24     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29400.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      490000 | PA      | $373592.71     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | 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        |     1340000 | PA      | $1357874.66    | 0.01%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB8649                          | CUSIP: 3618HBTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      675712 | PA      | $702851.85     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     5961000 | PA      | $5929342.92    | 0.03%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                                                | MMAF 2024-A A3                     | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1510000 | PA      | $1534574.50    | 0.01%             | 2031-07-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5010000 | PA      | $4623408.36    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8546000 | PA      | $8715153.54    | 0.05%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53800000 | PA      | $28322757.68   | 0.15%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                        | MELCO RESORTS                      | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       70000 | PA      | $70108.07      | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV12                                                        | PMTLT 2025-INV12 A35               | CUSIP: 73015KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40100000 | PA      | $40093451.67   | 0.21%             | 2056-12-25      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7367                          | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3600358 | PA      | $3106748.57    | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1656492.46    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     1900000 | PA      | $2052583.65    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | 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        |     1240000 | PA      | $1255699.89    | 0.01%             | 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        |    21600000 | PA      | $16027875.00   | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3232000 | PA      | $3197341.00    | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                         | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1144022.55    | 0.01%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0755                          | CUSIP: 3138EGZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24588 | PA      | $25548.09      | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4457000 | PA      | $4696907.38    | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    19608742 | PA      | $23190674.17   | 0.12%             | 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       |   288100000 | NC      | $226676.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5078                          | CUSIP: 3133KYUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      360563 | PA      | $326086.08     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $384056.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0492                          | CUSIP: 3132CWRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5641883 | PA      | $5268550.50    | 0.03%             | 2035-10-01      | Fixed         | 2.00%                 | 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        |      200000 | PA      | $185650.38     | 0.00%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3308000 | PA      | $2900701.51    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $3877836.46    | 0.02%             | 2038-10-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     6060000 | PA      | $6239202.08    | 0.03%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2058745.80    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS                 | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2740000 | PA      | $2780008.38    | 0.01%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4438 VZ                        | CUSIP: 3137BGLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24183046 | PA      | $21355786.41   | 0.11%             | 2045-02-15      | Fixed         | 3.00%                 | 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        |      313100 | PA      | $313397.07     | 0.00%             | 2044-10-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.465000 22-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    82900000 | NC      | $801290.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      380000 | PA      | $385363.13     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4.5 1/26                      | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2001328.20    | 0.01%             | 2026-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6657                          | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2395717 | PA      | $2213052.25    | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3800                          | CUSIP: 3132E0GH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11008594 | PA      | $10277794.72   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $3266323.36    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1706                          | CUSIP: 3132CX3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3079714.48    | 0.02%             | 2040-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                                              | OCP 2023-30A BR                    | CUSIP: 67578RAN1<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |     1870000 | PA      | $1867210.52    | 0.01%             | 2039-01-24      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7136                          | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4429832 | PA      | $3823885.04    | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    94250000 | PA      | $59521084.22   | 0.31%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                          | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8740259 | PA      | $7955463.55    | 0.04%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40263000 | PA      | $33643196.70   | 0.17%             | 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        |    13204000 | PA      | $13409466.12   | 0.07%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                                    | TRL 2025-1A A                      | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1997664 | PA      | $1985970.24    | 0.01%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3740                          | CUSIP: 3140X7EN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4677232 | PA      | $4020177.48    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A3                 | CUSIP: 69392UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18477294 | PA      | $18664228.30   | 0.10%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56421.66      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  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        |     1410000 | PA      | $1443244.28    | 0.01%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | CEMEX SAB                          | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |     8265000 | PA      | $8240927.36    | 0.04%             | 2079-12-31      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3291                          | CUSIP: 3132DQUQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4323597 | PA      | $4175011.21    | 0.02%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                         | MSRM 2024-INV3 A1                  | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5465997 | PA      | $5609692.38    | 0.03%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                         | BABSN 2025-7A A1                   | CUSIP: 06765FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     2390000 | PA      | $2386912.12    | 0.01%             | 2038-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2867000 | PA      | $1891505.83    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83465.46      | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2088                          | CUSIP: 3132AEJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      506223 | PA      | $501213.47     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | 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        |      926667 | PA      | $929222.50     | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5280000 | PA      | $4481722.61    | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0559                          | CUSIP: 3140Q7TR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1135108 | PA      | $1128487.01    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-3                                | ESART 2025-3 B                     | CUSIP: 30185FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $469891.34     | 0.00%             | 2032-03-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                     | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $12287773.80   | 0.06%             | 2028-12-15      | Fixed         | 4.00%                 | 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        |      540000 | PA      | $554770.30     | 0.00%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      685000 | PA      | $552568.81     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07053                          | CUSIP: 3128M9E24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51917 | PA      | $52971.63      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5205                          | CUSIP: 3133KLYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64313287 | PA      | $55017328.78   | 0.29%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2699726.10    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | PHINIA INC                         | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72485.39      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                          | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1651887 | PA      | $1347454.26    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    47610000 | PA      | $47360014.17   | 0.25%             | 2032-10-15      | Fixed         | 4.50%                 | 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        |      289859 | PA      | $292306.08     | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                          | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      797442 | PA      | $782323.42     | 0.00%             | 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        |      990000 | PA      | $1018841.87    | 0.01%             | 2032-02-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1350438.97   | -0.01%            |  |  |  | No            |                  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        |     1950000 | PA      | $2016977.04    | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | BOOST NEWCO BORR                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79720.04      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    42013000 | PA      | $44816981.23   | 0.23%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2025-104 AB                    | CUSIP: 38385GG37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10501072 | PA      | $10172492.56   | 0.05%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14080000 | PA      | $14491341.57   | 0.08%             | 2029-03-01      | Fixed         | 5.15%                 | 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        |      450000 | PA      | $454268.16     | 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        |      105000 | PA      | $105498.87     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72116.48      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    18463000 | PA      | $19556345.63   | 0.10%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5146 QA                        | CUSIP: 3137H2GB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5710766 | PA      | $4980830.19    | 0.03%             | 2051-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4579                          | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13495746 | PA      | $11974237.86   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       46000 | PA      | $49200.39      | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2025-89 GT                     | CUSIP: 38385GMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11448310 | PA      | $10379185.41   | 0.05%             | 2055-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 788287                          | CUSIP: 3622AECY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9486641 | PA      | $9526348.67    | 0.05%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.427700 31-MAY-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   120000000 | NC      | $-116670.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3601                          | CUSIP: 3140FBAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54743 | PA      | $54372.80      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3934000 | PA      | $3925578.88    | 0.02%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1112                          | CUSIP: 3140QLGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9781494 | PA      | $7954371.89    | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                                    | USCLN 2025-SUP2 B1                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3647473 | PA      | $3660581.13    | 0.02%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | FORDO 2025-A B                     | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3380000 | PA      | $3427350.08    | 0.02%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4808                          | CUSIP: 3138EMKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      200555 | PA      | $204507.08     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0026                          | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7782074 | PA      | $7865620.86    | 0.04%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8837                          | CUSIP: 3140QUZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29206091 | PA      | $29923848.36   | 0.16%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                          | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |     3900000 | PA      | $2490732.45    | 0.01%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    17510000 | PA      | $17163391.30   | 0.09%             | 2055-09-15      | Fixed         | 5.70%                 | 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        |      500000 | PA      | $508417.10     | 0.00%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2074                          | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7654 | PA      | $7411.63       | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    12465000 | PA      | $12265359.31   | 0.06%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9880000 | PA      | $10016104.90   | 0.05%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4480 ZD                        | CUSIP: 3137BKGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10225974 | PA      | $9345336.32    | 0.05%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                                | DRSLF 2021-90A A1R                 | CUSIP: 262484AN8<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |     4030000 | PA      | $4040032.69    | 0.02%             | 2038-11-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     1569000 | PA      | $1565249.78    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    71500000 | PA      | $70340917.79   | 0.36%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1476                          | CUSIP: 3132CXT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1563595 | PA      | $1565553.86    | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    91000000 | PA      | $86442890.17   | 0.45%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 C                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      850000 | PA      | $859448.01     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      180000 | PA      | $193562.69     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4966 Z                         | CUSIP: 3137FRWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25743628 | PA      | $21659664.20   | 0.11%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      190000 | PA      | $194752.91     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  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        |       60000 | PA      | $58988.14      | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    14650000 | PA      | $13862437.98   | 0.07%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7806484.70    | 0.04%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    12042000 | PA      | $12837182.63   | 0.07%             | 2032-09-22      | Fixed         | 6.25%                 | 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        |        8000 | PA      | $8238.72       | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     9596000 | PA      | $8933908.63    | 0.05%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR4052                          | CUSIP: 3140L2QE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1668956 | PA      | $1370244.04    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8027                          | CUSIP: 3132DV4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70171 | PA      | $69454.41      | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     8360000 | PA      | $9130102.30    | 0.05%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4493                          | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6664114 | PA      | $5663385.02    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3510000 | PA      | $2719034.84    | 0.01%             | 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        |     7100000 | PA      | $7529818.38    | 0.04%             | 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        |    27973000 | PA      | $28981932.96   | 0.15%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8440000 | PA      | $8375082.05    | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35700000 | PA      | $34606687.50   | 0.18%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    16830000 | PA      | $16825321.26   | 0.09%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                         | CIFC 2025-6A B                     | CUSIP: 171933AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1810000 | PA      | $1814759.58    | 0.01%             | 2038-10-23      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2160000 | PA      | $2161120.39    | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $894297.58     | 0.00%             | 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        |      140000 | PA      | $131878.45     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92630                          | CUSIP: 3129404P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146172 | PA      | $149235.14     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                          | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1679530 | PA      | $1556845.98    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1111605.60    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      213000 | PA      | $212232.62     | 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        |    27120000 | PA      | $27046347.50   | 0.14%             | 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        |     2109360 | PA      | $2115612.82    | 0.01%             | 2044-03-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4440000 | PA      | $4627838.20    | 0.02%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     7111000 | PA      | $7432823.24    | 0.04%             | 2035-02-02      | Variable      | 5.71%                 | 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        |      610000 | PA      | $620648.59     | 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        |      490000 | PA      | $498005.23     | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    11210000 | PA      | $11427190.39   | 0.06%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 1/26                        | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14000000 | PA      | $11310468.40   | 0.06%             | 2026-01-14      | Fixed         | 2.00%                 | 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        |       50000 | PA      | $49967.80      | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1932                          | CUSIP: 3140Q9EE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334279 | PA      | $331910.96     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                      | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     6020000 | PA      | $6232380.78    | 0.03%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6933                          | CUSIP: 3140QSV32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10365163 | PA      | $10912635.76   | 0.06%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M2 A2                     | CUSIP: 3136BV4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54045000 | PA      | $55022630.81   | 0.29%             | 2030-04-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                                         | INT 2025-PLAZA A                   | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1840000 | PA      | $1845242.53    | 0.01%             | 2037-11-05      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     5445000 | PA      | $5637261.86    | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                          | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7925467 | PA      | $6472282.82    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $346397.55     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4630360.73    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | 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        |     9520000 | PA      | $9549147.38    | 0.05%             | 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        |     4730000 | PA      | $4622509.33    | 0.02%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1634                          | CUSIP: 31427NY86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7887357 | PA      | $6710331.87    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2752.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    16109000 | PA      | $16438314.68   | 0.09%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                               | HELVETIA EUROPE                    | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |     4300000 | PA      | $4760508.18    | 0.02%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  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        |      410000 | PA      | $298103.99     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 A4                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9440000 | PA      | $8833734.88    | 0.05%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4197                          | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3988 | PA      | $3852.21       | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE4202                          | CUSIP: 3140FPU49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      366116 | PA      | $346350.65     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | TALEN ENERGY SUP                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      265000 | PA      | $270235.10     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1082887.82    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $485872.30     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-1 A4                      | CUSIP: 29390HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1810000 | PA      | $1855763.50    | 0.01%             | 2031-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7896                          | CUSIP: 3140M9X28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3695685 | PA      | $3206545.40    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  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       |    76800000 | NC      | $129233.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A4                    | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1230000 | PA      | $1251534.84    | 0.01%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A D                     | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      118595 | PA      | $120634.61     | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1198986.99    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      310000 | PA      | $264403.43     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $1998604.84    | 0.01%             | 2062-06-15      | Fixed         | 4.30%                 | 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        |       29880 | PA      | $29835.33      | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3154375.49    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      390000 | PA      | $391513.71     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                    | CUSIP: 87164DXY1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4858731.58    | 0.03%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A B                     | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $600860.90     | 0.00%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      105000 | PA      | $92001.88      | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      125000 | PA      | $124552.61     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    36297000 | PA      | $36488350.52   | 0.19%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: IMM 2.643000 18-JUN-2036 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    40000000 | NC      | $-445326.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     8000000 | PA      | $7569512.00    | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | 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        |      412516 | PA      | $416194.29     | 0.00%             | 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        |      500000 | PA      | $515231.25     | 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        |      570000 | PA      | $575041.65     | 0.00%             | 2032-05-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | CENTRAL PARENT                     | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      108900 | PA      | $92037.49      | 0.00%             | 2029-07-06      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5400                          | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130767 | PA      | $132989.92     | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8478                          | CUSIP: 3140MNM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14673584 | PA      | $13152266.27   | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A3                 | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22653071 | PA      | $22867981.01   | 0.12%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                                             | PROG 2024-SFR4 A                   | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3678557 | PA      | $3519133.83    | 0.02%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     4920000 | PA      | $4560662.88    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                       | USCLN 2025-SUP1 B                  | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4379289 | PA      | $4391353.03    | 0.02%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AW5174                          | CUSIP: 36195TXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27170 | PA      | $24755.40      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 A5                 | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2420000 | PA      | $2460439.89    | 0.01%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4640890.91    | 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        |     1900000 | PA      | $2220139.86    | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51205.08      | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      500000 | PA      | $507892.40     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OBX 2022-INV5 Trust                                                              | OBX 2022-INV5 A1                   | CUSIP: 67448JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2929977 | PA      | $2730111.34    | 0.01%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      400000 | PA      | $395801.72     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    18950000 | PA      | $19728623.29   | 0.10%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      210000 | PA      | $213377.70     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | HACLN 2025-2 B1                    | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5554336 | PA      | $5590141.29    | 0.03%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A D                    | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2017212.60    | 0.01%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     7775000 | PA      | $7992849.28    | 0.04%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                         | HAWAIIAN ELEC CO                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303780.90     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  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        |      250000 | PA      | $252035.35     | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | QUICKEN LOANS                      | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $128015.75     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     4167000 | PA      | $4216682.72    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                        | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7707.27       | 0.00%             | 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        |      650000 | PA      | $652816.58     | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1864                          | CUSIP: 3133L8B95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4547881 | PA      | $4122921.03    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | 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        |      650000 | PA      | $653039.34     | 0.00%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35000000 | PA      | $36451952.95   | 0.19%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8727                          | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3051438 | PA      | $3132755.90    | 0.02%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     6185000 | PA      | $6061535.65    | 0.03%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL2677                          | CUSIP: 3618LD6N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4707637 | PA      | $4884848.06    | 0.03%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      210000 | PA      | $215086.07     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1279                          | CUSIP: 3132DNM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1289656 | PA      | $1282132.57    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 B                      | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2690000 | PA      | $2746782.94    | 0.01%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                      | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       20000 | PA      | $23172.68      | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      305000 | PA      | $302084.75     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    10744000 | PA      | $6843226.42    | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $415100.84     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3908                          | CUSIP: 31418DKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      565098 | PA      | $559329.55     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $70270.07      | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9861                          | CUSIP: 3140XD5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      464555 | PA      | $460828.67     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                                            | EFF 2025-3 A4                      | CUSIP: 29375UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6630000 | PA      | $6743720.41    | 0.03%             | 2032-03-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.277500 22-DEC-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   190000000 | NC      | $140377.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM ENERGY CO                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245944.45     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10455964 | PA      | $8538797.13    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |       30000 | PA      | $30940.38      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5861                          | CUSIP: 31418FQP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      245058 | PA      | $251263.54     | 0.00%             | 2040-10-01      | Fixed         | 5.50%                 | 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        |     2480000 | PA      | $2563271.70    | 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        |    37530000 | PA      | $37586219.94   | 0.19%             | 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        |      350000 | PA      | $358166.90     | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    31867000 | PA      | $31159297.66   | 0.16%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5429000 | PA      | $4841259.17    | 0.03%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1382178.87    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2214                          | CUSIP: 3140X5N82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      305722 | PA      | $303461.43     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                                          | SCLP 2025-4 B                      | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2180000 | PA      | $2187018.73    | 0.01%             | 2035-08-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2998                          | CUSIP: 31427QKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8873895 | PA      | $9137053.91    | 0.05%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      223000 | PA      | $227880.89     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785958                          | CUSIP: 3622ABQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11806976 | PA      | $10184547.16   | 0.05%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                    | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      177000 | PA      | $174826.03     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $2513099.59    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7527                          | CUSIP: 3132DVLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6404475 | PA      | $5290216.09    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      500000 | PA      | $409765.90     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2620                          | CUSIP: 31427P4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13952492 | PA      | $11870371.69   | 0.06%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    22302000 | PA      | $13637398.69   | 0.07%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $2112967.95    | 0.01%             | 2031-06-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      869000 | PA      | $922149.34     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1011                          | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46264 | PA      | $42727.34      | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A A4                   | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420000 | PA      | $1446078.30    | 0.01%             | 2030-12-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2169                          | CUSIP: 3140Q9MT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      188935 | PA      | $187537.89     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5684                          | CUSIP: 31418FJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2497298 | PA      | $2560533.50    | 0.01%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A A4                   | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1030000 | PA      | $1046183.26    | 0.01%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176148.56     | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                 | NSLT 2025-DA B                     | CUSIP: 639931AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2860000 | PA      | $2856006.01    | 0.01%             | 2054-08-20      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      225000 | PA      | $213758.19     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8071                          | CUSIP: 3132DV6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47447 | PA      | $46903.24      | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3833                          | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16578029 | PA      | $14192172.35   | 0.07%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                          | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5581926 | PA      | $5601800.90    | 0.03%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1952000 | PA      | $1618784.62    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    20119000 | PA      | $19938421.92   | 0.10%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $317088.51     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BF9981                          | CUSIP: 3617GHCS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102637 | PA      | $96168.10      | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A C                      | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2535410.00    | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                    | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    12920000 | PA      | $12739231.11   | 0.07%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      245000 | PA      | $258676.24     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                   | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      250000 | PA      | $206956.48     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      165000 | PA      | $169378.18     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0427                          | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8219526 | PA      | $7611411.41    | 0.04%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1615                          | CUSIP: 3140Y7YM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26496595 | PA      | $26745691.89   | 0.14%             | 2055-12-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890727                          | CUSIP: 31410LSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      731024 | PA      | $731996.99     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL5184                          | CUSIP: 3131XLXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151401 | PA      | $139383.46     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    34513000 | PA      | $35064607.47   | 0.18%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CL2804                          | CUSIP: 3617YADH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1076932 | PA      | $983713.59     | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8451                          | CUSIP: 3138WJL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15362 | PA      | $13917.93      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4076                          | CUSIP: 3140QPQ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1981517 | PA      | $1858643.87    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | CARMX 2025-4 C                     | CUSIP: 14320HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      840000 | PA      | $841015.73     | 0.00%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                   | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     2138000 | PA      | $2156812.05    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: IMM 2.647300 18-JUN-2036 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5579000 | NC      | $-59651.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1                               | PFAST 2024-1A A4                   | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1540000 | PA      | $1552632.47    | 0.01%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8880                          | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5351604 | PA      | $5492964.05    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12634000 | PA      | $13318536.65   | 0.07%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                     | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     6816000 | PA      | $6945124.35    | 0.04%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4502                          | CUSIP: 36179TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6267 | PA      | $5944.61       | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79455.54      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3116                          | CUSIP: 3140QNPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2181841 | PA      | $1954270.09    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                   | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |    14270000 | PA      | $14781914.85   | 0.08%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C15                                                    | BBCMS 2022-C15 ASB                 | CUSIP: 05552FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $486801.25     | 0.00%             | 2055-04-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2014-82 YZ                     | CUSIP: 3136ALK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11708520 | PA      | $10712019.51   | 0.06%             | 2044-12-25      | Fixed         | 3.00%                 | 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        |      100000 | PA      | $103114.06     | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-9 GZ                      | CUSIP: 3136ABRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8677284 | PA      | $8033632.53    | 0.04%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54515000 | PA      | $49214694.08   | 0.26%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      295000 | PA      | $302145.84     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| X Corp                                                                           | X CORP                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      550000 | PA      | $547364.40     | 0.00%             | 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        |       10000 | PA      | $9835.49       | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  2394200000 | PA      | $9358474.46    | 0.05%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       40000 | PA      | $39579.95      | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107092.92     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA B                    | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1210000 | PA      | $1222925.70    | 0.01%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    87400000 | PA      | $88147679.91   | 0.46%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (TURKEY)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -15802000 | NC      | $-714928.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99298.13      | 0.00%             | 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        |     9959000 | PA      | $11754502.51   | 0.06%             | 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        |      100000 | PA      | $100140.33     | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9799.44       | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | 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        |     1050000 | PA      | $1075214.49    | 0.01%             | 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        |     1375004 | PA      | $1327361.87    | 0.01%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56012.36      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      111000 | PA      | $102485.88     | 0.00%             | 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        |     1577000 | PA      | $1586185.55    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103253.65     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     1400000 | PA      | $1580939.35    | 0.01%             | 2045-05-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4185                          | CUSIP: 3140QBUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      612224 | PA      | $606165.40     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |     9103000 | PA      | $9141496.59    | 0.05%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1519242.63    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78387.86      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | BRIGHTSTAR/BRIGH                   | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       85000 | PA      | $84384.77      | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0331                          | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4741907 | PA      | $4865851.12    | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8114                          | CUSIP: 3132D6AP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      590289 | PA      | $534946.83     | 0.00%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4168                          | CUSIP: 3140NYT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27520000 | PA      | $27611033.41   | 0.14%             | 2030-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4481 BZ                        | CUSIP: 3137BJSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8515825 | PA      | $7334695.60    | 0.04%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4581                          | CUSIP: 3140H6CT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90173 | PA      | $84440.48      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786219                          | CUSIP: 3622ABYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6637625 | PA      | $5719308.57    | 0.03%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1880                          | CUSIP: 3133L8CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1792495 | PA      | $1625001.38    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4838                          | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1882713 | PA      | $1814066.97    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100166000 | PA      | $93440009.36   | 0.48%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1300000 | NC      | $-23964.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     9620000 | PA      | $9697879.67    | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $90809.63      | 0.00%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM7906                          | CUSIP: 3140JCYC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10120000 | PA      | $10305088.73   | 0.05%             | 2055-12-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6783                          | CUSIP: 3140XARD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1379685 | PA      | $1212612.01    | 0.01%             | 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        |      160000 | PA      | $164011.26     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      920000 | PA      | $780691.30     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  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        |      266975 | PA      | $268630.30     | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2863                          | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4931590 | PA      | $4468070.81    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.432000 22-DEC-2026 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   375000000 | NC      | $-52305.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90055.92      | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1619274.49    | 0.01%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      113000 | PA      | $109415.88     | 0.00%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9978                          | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24660148 | PA      | $25212241.72   | 0.13%             | 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        |     8476000 | PA      | $8568991.89    | 0.04%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2724030.45    | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: AP4289843<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     3379000 | PA      | $1397750.38    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    17940000 | PA      | $17970167.90   | 0.09%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3035                          | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4464 | PA      | $4311.66       | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     6109000 | PA      | $6064171.55    | 0.03%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7538                          | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4341381 | PA      | $3594201.80    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3333925.36    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5876756.40    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | 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        |     5940000 | PA      | $5973678.02    | 0.03%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3745214.86    | 0.02%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3350                          | CUSIP: 3140W3WL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40700646 | PA      | $41650012.59   | 0.22%             | 2055-07-01      | Fixed         | 5.50%                 | 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        |       30000 | PA      | $29349.93      | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1011000 | PA      | $1098359.90    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5556                          | CUSIP: 31418FE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4116879 | PA      | $4061927.94    | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $32392.24      | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      230000 | PA      | $236745.26     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $4863190.36    | 0.03%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | GENESEE & WYOMIN                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185851.66     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6834                          | CUSIP: 3140XASY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6034375 | PA      | $4954335.09    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130677.43     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                | BMARK 2025-B41 AS                  | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1643258.30    | 0.01%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9768                          | CUSIP: 3140QV2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2379984 | PA      | $2334120.07    | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM7858                          | CUSIP: 3140JCWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13180821 | PA      | $13333473.05   | 0.07%             | 2055-11-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                          | STUDIO CITY FIN                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      260000 | PA      | $250042.08     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14560000 | PA      | $11547900.00   | 0.06%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5866                          | CUSIP: 36179UQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6809 | PA      | $6447.89       | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                                                   | GFORT 2025-1A C                    | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $755102.03     | 0.00%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      700000 | PA      | $790317.02     | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1963.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3699.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60701.95      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8044                          | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14651456 | PA      | $13490839.70   | 0.07%             | 2052-05-20      | 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        |     4710000 | PA      | $4972094.07    | 0.03%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      478000 | PA      | $417496.43     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                             | GCAT 2022-INV1 A1                  | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22552816 | PA      | $19764544.14   | 0.10%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      171841 | PA      | $172485.40     | 0.00%             | 2031-01-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 4.035000 18-DEC-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5310000 | NC      | $-123075.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 1/26                        | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1012890.60    | 0.01%             | 2026-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                                             | PROG 2024-SFR1 A                   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1559072 | PA      | $1512619.44    | 0.01%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5163                          | CUSIP: 31418EWZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10418363 | PA      | $10198058.49   | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      248041 | PA      | $248412.79     | 0.00%             | 2028-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BZ4016                          | CUSIP: 3617QYN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4076645 | PA      | $3504996.87    | 0.02%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO8525                          | CUSIP: 3140K4PK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      342238 | PA      | $318235.26     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                     | CUSIP: ZR4414242<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1396096.00    | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    13930000 | PA      | $13993577.91   | 0.07%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CN1777                          | CUSIP: 3617YY6N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      303928 | PA      | $278189.85     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5584                          | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5794517 | PA      | $5965359.29    | 0.03%             | 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        |     1250000 | PA      | $1264927.38    | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | HGMT 2025-HGLR A                   | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3180000 | PA      | $3295078.48    | 0.02%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97978.76      | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2930919.12    | 0.02%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      414000 | PA      | $427439.81     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6509.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    47721000 | PA      | $47746683.44   | 0.25%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 B                     | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $191862.17     | 0.00%             | 2031-09-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      165000 | PA      | $152314.34     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40718                          | CUSIP: 3132WDYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31511 | PA      | $29719.83      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                                   | MTBAT 2025-1A A4                   | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1620000 | PA      | $1654057.10    | 0.01%             | 2032-07-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $74212.42      | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2133421.80    | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 C                      | CUSIP: 92348KEM1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $305077.92     | 0.00%             | 2033-06-21      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26000000 | PA      | $15815312.50   | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |     5392000 | PA      | $6143421.83    | 0.03%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2207                          | CUSIP: 3142GSNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27928285 | PA      | $29096010.77   | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |     4425000 | PA      | $4448594.08    | 0.02%             | 2044-08-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      555000 | PA      | $579077.57     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | 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        |    19865000 | PA      | $20201962.05   | 0.10%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $2111870.38    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      155000 | PA      | $152311.96     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8540000 | PA      | $8424062.67    | 0.04%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  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        |      380000 | PA      | $386677.82     | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5821857.18    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2243000 | PA      | $2240972.55    | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53023.84      | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                                         | PMTLT 2025-INV7 A1                 | CUSIP: 73015FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8433767 | PA      | $8589268.98    | 0.04%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786474                          | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3225404 | PA      | $3246968.18    | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      190000 | PA      | $204749.93     | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                                      | USCAR 2025-1A A4                   | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $914358.51     | 0.00%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1668439.86    | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      590000 | PA      | $626635.64     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $597961.50     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd                                                   | TRANSOCEAN TITAN                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       36429 | PA      | $37210.83      | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20535000 | PA      | $18885782.81   | 0.10%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40897000 | PA      | $33810316.72   | 0.18%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7311                          | CUSIP: 3140XBDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      685584 | PA      | $680513.12     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3799                          | CUSIP: 3132E0GG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14655243 | PA      | $13199943.88   | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8161                          | CUSIP: 3132DWB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4759200 | PA      | $4048988.16    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | 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        |      360000 | PA      | $365955.48     | 0.00%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1280000 | PA      | $1269014.66    | 0.01%             | 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        |    20664916 | PA      | $16856499.95   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | 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        |      560000 | PA      | $572180.28     | 0.00%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786901                          | CUSIP: 3622ACRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7037876 | PA      | $7229448.28    | 0.04%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      500000 | PA      | $382787.55     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71724.49      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                                              | MTLRF 2025-1A A3                   | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2350000 | PA      | $2378403.51    | 0.01%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     6720000 | PA      | $6576575.71    | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6620000 | PA      | $6388395.33    | 0.03%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | CRC INSURANCE GR                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       38158 | PA      | $38571.26      | 0.00%             | 2032-05-06      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $428261.96     | 0.00%             | 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        |      530000 | PA      | $528465.17     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8628                          | CUSIP: 3140QUSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11104716 | PA      | $11541260.64   | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      380000 | PA      | $400809.67     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0611                          | CUSIP: 3133KTVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      948831 | PA      | $834739.34     | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8016                          | CUSIP: 3140QT4A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5825466 | PA      | $6125421.46    | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | 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        |      690000 | PA      | $702450.22     | 0.00%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87218.58      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                       | USCLN 2023-1 B                     | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142410 | PA      | $143867.27     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      243000 | PA      | $236735.41     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6521972.31    | 0.03%             | 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        |      140000 | PA      | $138034.82     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57229                          | CUSIP: 3132Y1A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1055267 | PA      | $1021539.04    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     2400000 | PA      | $2990763.94    | 0.02%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A4                    | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $904205.56     | 0.00%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: IMM 2.542000 20-JUN-2029 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   169800000 | NC      | $-613256.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     3930000 | PA      | $4039409.63    | 0.02%             | 2030-09-26      | Fixed         | 5.38%                 | 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        |    11550000 | PA      | $11492049.03   | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4701                          | CUSIP: 3132DSGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22521340 | PA      | $23412946.01   | 0.12%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         743 | NC      | $-78534.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5832886.55    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2777                          | CUSIP: 31418CCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36150 | PA      | $32176.34      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | 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        |     6000000 | PA      | $5964812.40    | 0.03%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.608000 16-OCT-2035  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -81500000 | NC      | $-3269579.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    16790000 | PA      | $18020957.17   | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | 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        |     2340000 | PA      | $2354084.93    | 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        |     3810000 | PA      | $3834205.69    | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                            | SBALT 2025-A A4                    | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1170000 | PA      | $1181842.27    | 0.01%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    13860000 | PA      | $14022283.97   | 0.07%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                      | CUSIP: 74341EAU6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1520513.60    | 0.01%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4192                          | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5905381 | PA      | $5357717.53    | 0.03%             | 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        |    12861945 | PA      | $11279501.51   | 0.06%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-B A                     | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7410000 | PA      | $7542664.94    | 0.04%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  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        |     1230000 | PA      | $1254025.59    | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                                         | PMTLT 2025-CNF1 A35                | CUSIP: 729906BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13315780 | PA      | $13313651.69   | 0.07%             | 2056-10-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $4144950.27    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    13118000 | PA      | $12589238.34   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -2067 | NC      | $1610911.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      700000 | PA      | $708625.40     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB              | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    15620000 | PA      | $16793399.39   | 0.09%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                          | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4838262 | PA      | $3750469.98    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ5154                          | CUSIP: 3617LPWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       78772 | PA      | $71830.67      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8050                          | CUSIP: 3132DV5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8571967 | PA      | $7683248.35    | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    16318000 | PA      | $16258932.10   | 0.08%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7265                          | CUSIP: 3140XPCB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8661761 | PA      | $8299125.72    | 0.04%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $15225781.20   | 0.08%             | 2048-05-15      | Fixed         | 3.12%                 | 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        |      920000 | PA      | $939560.12     | 0.00%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2I                  | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8520000 | PA      | $8563103.53    | 0.04%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1705                          | CUSIP: 3140Y73P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20650761 | PA      | $21158266.11   | 0.11%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                          | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5584385 | PA      | $5559927.49    | 0.03%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | BAITEREK NATIONA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |     8600000 | PA      | $8753619.22    | 0.05%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      240000 | PA      | $190258.70     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5605 MT                        | CUSIP: 3137HP7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5947155 | PA      | $5866492.84    | 0.03%             | 2055-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 A                      | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6950000 | PA      | $7156972.39    | 0.04%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110740.30     | 0.00%             | 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        |       30000 | PA      | $30645.18      | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196000.06     | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL               | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |      500000 | PA      | $474955.45     | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        1000 | PA      | $1067.47       | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $385029.00     | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2025-6A A                    | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     2720000 | PA      | $2730896.32    | 0.01%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      350000 | PA      | $295353.00     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2188743.20    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | 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        |     1610000 | PA      | $1534574.56    | 0.01%             | 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        |      160000 | PA      | $143593.92     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6500000 | PA      | $6694539.80    | 0.03%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2020-96 A                      | CUSIP: 3136BDKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9350498 | PA      | $7508591.28    | 0.04%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      850000 | PA      | $881807.43     | 0.00%             | 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        |       80000 | PA      | $78661.12      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7830000 | PA      | $8056629.17    | 0.04%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  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        |     1490000 | PA      | $1522358.03    | 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        |     8160000 | PA      | $8271236.30    | 0.04%             | 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        |     2390000 | PA      | $2487962.52    | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | SUZANO NETHERLAN                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     5300000 | PA      | $5243894.73    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45837.38      | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Arcosa Inc                                                                       | ARCOSA INC                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42165.30      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103581.22     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                      | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      885000 | PA      | $846281.87     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $149896.39     | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2114149.61    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                | FLASH COMPUTE                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $123883.91     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3570000 | PA      | $3380383.38    | 0.02%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39200000 | PA      | $24647000.00   | 0.13%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2657                          | CUSIP: 3142GS5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16446066 | PA      | $16870795.28   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CA BUYER/ATLANTI                   | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      180000 | PA      | $180204.66     | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $2439533.63    | 0.01%             | 2036-06-26      | Fixed         | 5.75%                 | 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        |     1528611 | PA      | $1545013.95    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    12545000 | PA      | $12383770.41   | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.100000 18-OCT-2040 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    38800000 | NC      | $881356.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                         | BABSN 2025-7A B                    | CUSIP: 06765FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     6280000 | PA      | $6292453.24    | 0.03%             | 2038-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9602                          | CUSIP: 36179YU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5140781 | PA      | $4874223.01    | 0.03%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1375683.83    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3036                          | CUSIP: 31427QLS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9141711 | PA      | $9644560.37    | 0.05%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8489                          | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25714763 | PA      | $25218429.68   | 0.13%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2024-B A                     | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5930000 | PA      | $5991754.43    | 0.03%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9726                          | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4328562 | PA      | $4429371.92    | 0.02%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1444122.78    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7987                          | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3535787 | PA      | $3051582.60    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                                             | PROG 2022-SFR3 B                   | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $98829.42      | 0.00%             | 2039-04-17      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1139                          | CUSIP: 3142BBHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6818837 | PA      | $6925042.62    | 0.04%             | 2055-09-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    69213000 | PA      | $35282615.43   | 0.18%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX8000                          | CUSIP: 3138Y93J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133399 | PA      | $133705.01     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | 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        |      820000 | PA      | $835239.13     | 0.00%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4671 BZ                        | CUSIP: 3137BW2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10182874 | PA      | $9376281.31    | 0.05%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2.5 1/26                      | CUSIP: 01F022410<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1418320.35    | 0.01%             | 2026-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21400000 | PA      | $22309485.02   | 0.12%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    14016000 | PA      | $14646421.46   | 0.08%             | 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        |      860000 | PA      | $870945.74     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9072.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113258.04     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5248                          | CUSIP: 31418EZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5151172 | PA      | $5353225.34    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $3459988.19    | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -157 | NC      | $-127606.09    | -0.00%            |  |  |  | No            |                  1 | 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        |      790000 | PA      | $800090.43     | 0.00%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | SIRIUS XM RADIO                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70099.43      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4794                          | CUSIP: 3140E9KG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1814287 | PA      | $1718226.04    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | 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        |     2280000 | PA      | $2333748.04    | 0.01%             | 2031-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $430564.70     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8937                          | CUSIP: 3140XQ4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10532731 | PA      | $10615637.76   | 0.06%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                          | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6793465 | PA      | $5864202.36    | 0.03%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5246                          | CUSIP: 3140HJZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57234 | PA      | $56829.05      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | 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        |     2590000 | PA      | $2598383.05    | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                          | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7432961 | PA      | $7706956.03    | 0.04%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9540                          | CUSIP: 3140XDS64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29431302 | PA      | $24099268.21   | 0.12%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                     | HPEFS 2025-2A C                    | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      740000 | PA      | $739974.17     | 0.00%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  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        |     2454992 | PA      | $2481451.21    | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9941                          | CUSIP: 3140XEBK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4185600 | PA      | $3895528.38    | 0.02%             | 2041-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                   | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    10650000 | PA      | $10747523.12   | 0.06%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4768                          | CUSIP: 3132A5JM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5981080 | PA      | $5600851.77    | 0.03%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 A5                  | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4412000 | PA      | $4322332.28    | 0.02%             | 2055-07-15      | Variable      | 4.47%                 | 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        |     2847526 | PA      | $2829768.02    | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2021 LLC                                                    | TRL 2024-1A A                      | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2745115 | PA      | $2769074.30    | 0.01%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3851                          | CUSIP: 31418DH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      669522 | PA      | $662687.23     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2025-59 L                      | CUSIP: 3136BWQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4550678 | PA      | $4555265.34    | 0.02%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-95 GZ                     | CUSIP: 3136AUWY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21630551 | PA      | $19503951.86   | 0.10%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $940452.80     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | OUTFRONT MEDIA C                   | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $95131.51      | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                                                    | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      161000 | PA      | $124159.58     | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $739813.77     | 0.00%             |  |  |  | No            |                  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        |      690000 | PA      | $684307.85     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Coface SA                                                                        | COFACE SA                          | CUSIP: N/A<br>LEI: 96950025N07LTJYFSN57       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $521960.57     | 0.00%             | 2032-09-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2024-D A                     | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4810000 | PA      | $4893538.64    | 0.03%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                   | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74187 | PA      | $73605.14      | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4488                          | CUSIP: 3140JL7A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55556 | PA      | $55110.19      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30900000 | PA      | $21470671.88   | 0.11%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5769241.65    | 0.03%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                             | CUSIP: 698299AV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    18786000 | PA      | $18825824.44   | 0.10%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3307000 | PA      | $3304717.51    | 0.02%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45615000 | PA      | $29366437.97   | 0.15%             | 2049-11-15      | Fixed         | 2.38%                 | 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       |   290680000 | NC      | $505781.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A A                    | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4270000 | PA      | $4399302.86    | 0.02%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $157107.63     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                          | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4002491 | PA      | $3292373.49    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | 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        |      770000 | PA      | $783842.44     | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2242                          | CUSIP: 3132AEP34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      683650 | PA      | $678166.62     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5124                          | CUSIP: 3138WSVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16866 | PA      | $16023.15      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                      | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     6912000 | PA      | $6894860.31    | 0.04%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0208                          | CUSIP: 3618N5GS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3678112 | PA      | $3780155.86    | 0.02%             | 2055-02-20      | Fixed         | 7.00%                 | 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        |       30000 | PA      | $29964.92      | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.905980 16-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 25231400000 | NC      | $254323.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     6100000 | PA      | $6855756.62    | 0.04%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7237                          | CUSIP: 3133JLBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27399 | PA      | $25631.62      | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | 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        |     1966047 | PA      | $1968775.75    | 0.01%             | 2045-07-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     3452000 | PA      | $3469695.99    | 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        |     5830000 | PA      | $6027126.88    | 0.03%             | 2029-12-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2014-74 ZA                     | CUSIP: 3136ALWS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10480171 | PA      | $9244789.12    | 0.05%             | 2044-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2771                          | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187951 | PA      | $170520.59     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3104309.98    | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A B                     | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175521 | PA      | $178484.82     | 0.00%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $7906936.90    | 0.04%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     6230000 | PA      | $6440556.56    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $5287852.58    | 0.03%             | 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        |     3990000 | PA      | $4020015.57    | 0.02%             | 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        |     1120000 | PA      | $1160201.50    | 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        |    23210000 | PA      | $16688534.04   | 0.09%             | 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        |      145000 | PA      | $151769.38     | 0.00%             | 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        |      121000 | PA      | $132240.37     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $113601.06     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  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        |     4220000 | PA      | $4428896.33    | 0.02%             | 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        |       25000 | PA      | $26383.51      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7298                          | CUSIP: 3133JLDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101633 | PA      | $94505.42      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5770                          | CUSIP: 31418FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      929549 | PA      | $930423.50     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | 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        |    12440000 | PA      | $12576958.18   | 0.07%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3561                          | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115241 | PA      | $113693.82     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7503                          | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8693506 | PA      | $8168010.32    | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      108000 | PA      | $105595.57     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     8738000 | PA      | $8448837.74    | 0.04%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7831                          | CUSIP: 3140M9VZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5095198 | PA      | $4420826.59    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6033                          | CUSIP: 36179UV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9669 | PA      | $9627.71       | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                  | VDC 2025-2A A2                     | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9890000 | PA      | $9794983.80    | 0.05%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -182 | NC      | $-29789.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV3565                          | CUSIP: 36195D6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1818 | PA      | $1805.60       | 0.00%             | 2046-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | SEDGWICK CMS INC                   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |       89325 | PA      | $89604.15      | 0.00%             | 2031-07-31      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      240000 | PA      | $243449.54     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                          | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2102347 | PA      | $1740918.53    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4244546.05    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | 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        |     2040000 | PA      | $2052420.74    | 0.01%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2741                          | CUSIP: 3132DQBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3660659 | PA      | $3802277.29    | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        2916 | NC      | $417687.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B C                      | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      740000 | PA      | $748747.76     | 0.00%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $50361328.00   | 0.26%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A C                     | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310000 | PA      | $309361.03     | 0.00%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     9175000 | PA      | $11069291.76   | 0.06%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                   | HALST 2025-A A4                    | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1317577.30    | 0.01%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      115000 | PA      | $115832.77     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6823                          | CUSIP: 3140XNSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7265831 | PA      | $6580090.11    | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                                   | GALC 2025-1 A3                     | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1456991.14    | 0.01%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209609.18     | 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        |      348000 | PA      | $351155.73     | 0.00%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                               | SCCU 2025-1A A4                    | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $477092.82     | 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        |     1500000 | PA      | $1324907.70    | 0.01%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3367751.63    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                 | SFAST 2025-3A B                    | CUSIP: 78398KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2210000 | PA      | $2216603.92    | 0.01%             | 2031-11-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1067626.56    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | 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        |     2848059 | PA      | $2853471.21    | 0.01%             | 2044-09-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1                           | AHART 2025-1A B                    | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $281327.28     | 0.00%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8652606.00    | 0.04%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2700000 | PA      | $2209032.81    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $4592578.14    | 0.02%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5454                          | CUSIP: 3140XMBY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16525097 | PA      | $15495221.30   | 0.08%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $219319.84     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5980000 | PA      | $5546069.67    | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65418.13      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                              | GRAY MEDIA                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72651.94      | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | LYRA 2025-1A A2                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |     5460000 | PA      | $5505502.00    | 0.03%             | 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        |     6000000 | PA      | $7481737.81    | 0.04%             | 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        |      110000 | PA      | $114112.16     | 0.00%             | 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        |    14880000 | PA      | $15379901.04   | 0.08%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      285000 | PA      | $295757.30     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5013 EA                        | CUSIP: 3137FW2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3532278 | PA      | $2720235.94    | 0.01%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |        1000 | PA      | $996.55        | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  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        |      505967 | PA      | $514530.93     | 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        |       60000 | PA      | $54100.60      | 0.00%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      615000 | PA      | $461704.24     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9364000 | PA      | $9656019.15    | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-9 HZ                      | CUSIP: 3136AVYC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6803889 | PA      | $6265811.86    | 0.03%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | NAVSL 2023-BA A1B                  | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      249708 | PA      | $251920.73     | 0.00%             | 2072-03-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                                              | OCP 2023-30A AR                    | CUSIP: 67578RAL5<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |     3050000 | PA      | $3047356.57    | 0.02%             | 2039-01-24      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7539                          | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3253654 | PA      | $2688596.16    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      261000 | PA      | $254319.24     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -506 | NC      | $574583.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |     1400000 | PA      | $1392093.22    | 0.01%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.020000 20-MAY-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44590000 | NC      | $-375786.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1987109.80    | 0.01%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       90000 | PA      | $94767.40      | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AV1810                          | CUSIP: 36195CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94443 | PA      | $86051.65      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5387                          | CUSIP: 36179T6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7018 | PA      | $6366.62       | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      500000 | PA      | $390656.60     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     2396000 | PA      | $2554805.92    | 0.01%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4077                          | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4214734 | PA      | $3443252.94    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3191000 | PA      | $3109651.52    | 0.02%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0671                          | CUSIP: 3132DMW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11952019 | PA      | $9827771.52    | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    18440000 | PA      | $19339473.70   | 0.10%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $66171.06      | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1577                          | CUSIP: 3132CXXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2375656 | PA      | $2377890.00    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       35000 | PA      | $37092.24      | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    16126000 | PA      | $15699481.81   | 0.08%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61291.72      | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6773                          | CUSIP: 3133KNQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18032052 | PA      | $14810287.02   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4354000 | PA      | $4325120.79    | 0.02%             | 2028-05-22      | Variable      | 3.58%                 | 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        |     2950000 | PA      | $3033697.40    | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1376                          | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1870 | PA      | $1813.57       | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                            | SBCLN 2024-A C                     | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338777 | PA      | $343320.79     | 0.00%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                          | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3061678 | PA      | $2636359.12    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1287540.42    | 0.01%             | 2033-06-02      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-112 ZC                    | CUSIP: 3136B0PY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3304258 | PA      | $2717416.18    | 0.01%             | 2048-01-25      | 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        |    37246000 | PA      | $37462604.11   | 0.19%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1678                          | CUSIP: 36179N2K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26578 | PA      | $25750.21      | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      910000 | PA      | $722793.80     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $57872.68      | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                          | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9059942 | PA      | $8167166.75    | 0.04%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7052                          | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118381 | PA      | $102225.27     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     3382000 | PA      | $3823834.63    | 0.02%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5649                          | CUSIP: 31418FH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8389417 | PA      | $8814264.21    | 0.05%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4775000 | PA      | $4554210.21    | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      235000 | PA      | $242738.03     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    49688000 | PA      | $49715040.21   | 0.26%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5447.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A4                     | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1520511.75    | 0.01%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK 2024-BNK47 A5                 | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4030000 | PA      | $4275108.63    | 0.02%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                   | SAZERAC CO INC                     | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |      130000 | PA      | $130065.00     | 0.00%             | 2032-07-09      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    14520000 | PA      | $14576109.64   | 0.08%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    14420000 | PA      | $14864947.85   | 0.08%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7386000 | PA      | $7855578.98    | 0.04%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7405                          | CUSIP: 3133KPGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2207196 | PA      | $2175008.04    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2401                          | CUSIP: 3142GSU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4446083 | PA      | $4479690.35    | 0.02%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2592127.92    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | 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        |      520000 | PA      | $534299.69     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA                   | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      860000 | PA      | $856099.21     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | MUTUELLE ASSUR                     | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $412312.90     | 0.00%             | 2052-06-21      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111895.56     | 0.00%             | 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        |      100000 | PA      | $93578.33      | 0.00%             | 2051-08-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199780.44     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  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        |       70000 | PA      | $68666.06      | 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        |     3800000 | PA      | $4472920.84    | 0.02%             | 2047-09-29      | Variable      | 3.38%                 | 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        |     1410000 | PA      | $1432829.31    | 0.01%             | 2031-10-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7059                          | CUSIP: 3138EPZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4823942 | PA      | $4815788.77    | 0.02%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      335000 | PA      | $361102.97     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.349000 10-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    74700000 | NC      | $1078236.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5718                          | CUSIP: 3140XMK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10548465 | PA      | $9510867.12    | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | 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        |     1400000 | PA      | $1430045.12    | 0.01%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     6764000 | PA      | $8897022.59    | 0.05%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5416000 | PA      | $3846025.63    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                          | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6700329 | PA      | $6724185.77    | 0.03%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $93961.87      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5245                          | CUSIP: 3140X8ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5005830 | PA      | $4722972.93    | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29466000 | PA      | $24944810.63   | 0.13%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      649000 | PA      | $645406.62     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3891                          | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1872267 | PA      | $1947770.93    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0662                          | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4008380 | PA      | $4175629.22    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $155106.08     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07165                          | CUSIP: 3128M9JJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71741 | PA      | $71978.39      | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1658                          | CUSIP: 3142GRZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6204701 | PA      | $6390934.34    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     3300000 | PA      | $3965458.93    | 0.02%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3453                          | CUSIP: 36179RZS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92745 | PA      | $84648.96      | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80100000 | PA      | $44392921.88   | 0.23%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     3887000 | PA      | $3838325.04    | 0.02%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78438000 | PA      | $79375578.83   | 0.41%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 B                  | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      950000 | PA      | $962408.71     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1140                          | CUSIP: 3132DNHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1895374 | PA      | $1890307.13    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      425000 | PA      | $397270.96     | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                          | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130970 | PA      | $119734.66     | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786963                          | CUSIP: 3622ACTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      183077 | PA      | $190052.30     | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-3A B                    | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $916146.23     | 0.00%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0647                          | CUSIP: 31416HWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13431 | PA      | $13963.31      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $790712.26     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM6238                          | CUSIP: 3131Y04X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81398 | PA      | $76274.05      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                 | ABCLN 2025-B D                     | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      790420 | PA      | $792224.34     | 0.00%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  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        |      820000 | PA      | $839057.29     | 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        |     8675000 | PA      | $9132806.64    | 0.05%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                                              | FORDO 2025-B B                     | CUSIP: 34532BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2470000 | PA      | $2480519.24    | 0.01%             | 2031-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3067                          | CUSIP: 31418CMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3277 | PA      | $3074.58       | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | 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        |    15172489 | PA      | $13249254.46   | 0.07%             | 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        |       30000 | PA      | $29311.19      | 0.00%             | 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        |      850000 | PA      | $888539.00     | 0.00%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     5806975 | PA      | $5665381.27    | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     8310000 | PA      | $8445526.13    | 0.04%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                        | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1180216.88    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                              | NOVA CHEMICALS                     | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $90774.02      | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $134745.88     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    87611000 | PA      | $87608984.95   | 0.45%             | 2030-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3574000 | PA      | $3569644.37    | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | 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        |      980000 | PA      | $1000863.12    | 0.01%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2051000 | PA      | $2097910.68    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20026.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1263664.35    | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7980000 | PA      | $8196368.12    | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                      | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      305000 | PA      | $278952.48     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-6INV                                                | FSMT 2021-6INV A4                  | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9153635 | PA      | $7649720.48    | 0.04%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | LIGHT & WONDER                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161899.34     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     2646000 | PA      | $2315761.92    | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD2260                          | CUSIP: 3133AYQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150580 | PA      | $134497.82     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65600.98      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                             | PROG 2025-SFR6 B                   | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2090000 | PA      | $2001198.41    | 0.01%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $82996.70      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1734320.34    | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     4890000 | PA      | $5240810.56    | 0.03%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7350                          | CUSIP: 3133JLEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139038 | PA      | $129286.90     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5319                          | CUSIP: 3132DS4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12393105 | PA      | $11574269.44   | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5640                          | CUSIP: 3138WFHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18305 | PA      | $17296.90      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                      | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     1168000 | PA      | $831015.41     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NUSTAR LOGISTICS                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      230000 | PA      | $242071.23     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $2236368.27    | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4809 CZ                        | CUSIP: 3137FGMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3069709 | PA      | $2951585.43    | 0.02%             | 2048-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                          | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2378344 | PA      | $2028628.37    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3099                          | CUSIP: 3140XJNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12693753 | PA      | $11387219.34   | 0.06%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6270000 | PA      | $7010033.68    | 0.04%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     3380000 | PA      | $3374594.37    | 0.02%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT2364                          | CUSIP: 36194ATV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166889 | PA      | $152060.23     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $63027.16      | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250145.23     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     5290000 | PA      | $5362793.57    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3875                          | CUSIP: 36179SJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2704 | PA      | $2608.72       | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                          | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26118647 | PA      | $23487757.09   | 0.12%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     9280000 | PA      | $10483894.40   | 0.05%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-5 C                      | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $404352.48     | 0.00%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                                   | MTBAT 2025-1A A3                   | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2790000 | PA      | $2827841.61    | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                           | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      345000 | PA      | $349563.14     | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7243                          | CUSIP: 3133JLBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25497 | PA      | $23923.94      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 A5                  | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4680000 | PA      | $4881752.46    | 0.03%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                                           | NYC 2025-28L A                     | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1453067.62    | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93458.96      | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                               | KOREA HYDRO & NU                   | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |     2583000 | PA      | $2645554.06    | 0.01%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      195000 | PA      | $199954.07     | 0.00%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5977                          | CUSIP: 36179UUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10358 | PA      | $9809.10       | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1238                          | CUSIP: 3140QLLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6239311 | PA      | $4869666.12    | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AV1816                          | CUSIP: 36195CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      228760 | PA      | $208434.10     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | 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        |     3628005 | PA      | $3640678.65    | 0.02%             | 2044-05-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    22581000 | PA      | $22761790.26   | 0.12%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                             | BOOTS GROUP FINC                   | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |       75000 | PA      | $75343.73      | 0.00%             | 2032-08-30      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                     | CAS 2025-R06 1A1                   | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2982123 | PA      | $2984148.36    | 0.02%             | 2045-09-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $108974.07     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787764                          | CUSIP: 3622ADQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5000864 | PA      | $5196614.30    | 0.03%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1654347.58    | 0.01%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1630000 | PA      | $1447496.56    | 0.01%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1367                          | CUSIP: 3140QLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9087994 | PA      | $7444372.99    | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    16589000 | PA      | $16491912.88   | 0.09%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                          | STACR 2025-DNA2 A1                 | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |     2035500 | PA      | $2040036.93    | 0.01%             | 2045-05-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 2.700000 26-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -114500000 | NC      | $-39668.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18050000 | PA      | $13459236.28   | 0.07%             | 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        |    51200000 | PA      | $33744000.00   | 0.17%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1509972.60    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2025-5A A                    | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     2320000 | PA      | $2320307.86    | 0.01%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2114020.80    | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8065                          | CUSIP: 3132DV6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1433924 | PA      | $1417493.87    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    10443000 | PA      | $10596382.61   | 0.05%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    18770000 | PA      | $18802194.30   | 0.10%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9242                          | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1240626 | PA      | $1273590.02    | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7557                          | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24675112 | PA      | $24407799.05   | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    75981000 | PA      | $78064452.21   | 0.40%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    99825000 | PA      | $101104007.81  | 0.52%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JPMMT 2021-INV6 A2A                | CUSIP: 46654FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4738611 | PA      | $3968838.19    | 0.02%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142052.13     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                   | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3007099.62    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-2                                  | COPAR 2023-2 A4                    | CUSIP: 14044EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3063639.90    | 0.02%             | 2028-11-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4653                          | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111322 | PA      | $107402.71     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | 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        |      702096 | PA      | $705410.35     | 0.00%             | 2043-09-25      | Floating      | 5.82%                 | Yes           |                  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        |     1060000 | PA      | $1071268.54    | 0.01%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8346                          | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15858755 | PA      | $15113268.10   | 0.08%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106586.52     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      393000 | PA      | $357393.02     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39752000 | PA      | $39031495.00   | 0.20%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      330000 | PA      | $334407.48     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                                           | BAAT 2024-1A A4                    | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1072705.62    | 0.01%             | 2030-06-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    20371000 | PA      | $21108807.06   | 0.11%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5319                          | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38484 | PA      | $34912.36      | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8382                          | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      194342 | PA      | $188809.21     | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                                                | BAAT 2023-2A A4                    | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1520000 | PA      | $1549809.02    | 0.01%             | 2029-11-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3981619.60    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8725                          | CUSIP: 36179XVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      692545 | PA      | $695227.55     | 0.00%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7468                          | CUSIP: 3138EQJN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120137 | PA      | $122515.15     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 B                      | CUSIP: 92348KCJ0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     4680000 | PA      | $4786916.47    | 0.02%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4143                          | CUSIP: 3132E0S86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18445811 | PA      | $15750798.76   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                      | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $882198.27     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1601                          | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12679 | PA      | $12291.18      | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  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        |      890000 | PA      | $905462.50     | 0.00%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15593.80      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1077                          | CUSIP: 3140Y7FT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16850343 | PA      | $16861590.60   | 0.09%             | 2055-09-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                                         | PMTLT 2024-INV1 A9                 | CUSIP: 73015BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2685933 | PA      | $2708512.68    | 0.01%             | 2059-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 A                   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4940205 | PA      | $4739880.61    | 0.02%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5194 H                         | CUSIP: 3137H5S81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9614943 | PA      | $8871339.37    | 0.05%             | 2047-10-25      | Fixed         | 2.50%                 | 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        |     1510000 | PA      | $1532080.43    | 0.01%             | 2029-12-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 A5                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $4010586.12    | 0.02%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3793                          | CUSIP: 3140QPGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1235900 | PA      | $1144586.33    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | RIVERS LLC/CORP                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $61193.38      | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3665                          | CUSIP: 31418DCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      851939 | PA      | $843508.60     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1788933.31    | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                     | ARIFL 2024-B A3                    | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1101164.11    | 0.01%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2145887.63    | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8590000 | PA      | $8190971.31    | 0.04%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                            | SBCLN 2024-A D                     | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410442 | PA      | $415684.56     | 0.00%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  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        |      550000 | PA      | $559851.93     | 0.00%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     7143000 | PA      | $8151268.74    | 0.04%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4431 Z                         | CUSIP: 3137BFXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2442432 | PA      | $2241625.13    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                            | NFMOT 2025-1A A                    | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7220000 | PA      | $7296583.98    | 0.04%             | 2030-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $52101.29      | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA1442                          | CUSIP: 31334XS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      251122 | PA      | $235785.25     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       85000 | PA      | $85754.03      | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3903                          | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4658527 | PA      | $4902763.29    | 0.03%             | 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        |     2670266 | PA      | $2674777.72    | 0.01%             | 2044-07-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                       | EART 2025-5A D                     | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3890000 | PA      | $3916226.77    | 0.02%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19984.12      | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9819                          | CUSIP: 3140XD4D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13898080 | PA      | $12470193.83   | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1138510.18    | 0.01%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7476                          | CUSIP: 3140XBJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      636222 | PA      | $629727.61     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                          | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1062669 | PA      | $904087.24     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ6118                          | CUSIP: 3140KRYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6665287 | PA      | $5687293.75    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                             | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |    21000000 | PA      | $24393000.24   | 0.13%             | 2035-10-31      | Fixed         | 3.36%                 | 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        |      112367 | PA      | $112309.63     | 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        |     2250000 | PA      | $2239115.85    | 0.01%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8769                          | CUSIP: 3140XQW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12379369 | PA      | $11549834.55   | 0.06%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      300000 | PA      | $239825.64     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      806000 | PA      | $679450.02     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                      | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     5620000 | PA      | $5524429.09    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A                            | SBCLN 2025-A D                     | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1120000 | PA      | $1122484.16    | 0.01%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                                     | WLAKE 2025-2A B                    | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1226861.65    | 0.01%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2263                          | CUSIP: 3140XHQR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7827997 | PA      | $7963000.82    | 0.04%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                          | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2521673 | PA      | $2424213.81    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     4789000 | PA      | $4828277.46    | 0.03%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-INV1                                                    | RCKT 2024-INV1 A1                  | CUSIP: 74938QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14942031 | PA      | $15316164.97   | 0.08%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     1460000 | PA      | $1460951.48    | 0.01%             | 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        |     5000000 | PA      | $4804119.00    | 0.02%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28000000 | PA      | $28799531.32   | 0.15%             | 2045-05-15      | Fixed         | 5.00%                 | 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        |      900000 | PA      | $924495.12     | 0.00%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9776                          | CUSIP: 3140XR2J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41782138 | PA      | $38142295.76   | 0.20%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $1392798.93    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     1660000 | PA      | $1923881.06    | 0.01%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1299464.39    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118994.11     | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV                   | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |     3100000 | PA      | $3618907.82    | 0.02%             | 2055-09-04      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6550000 | PA      | $6130755.46    | 0.03%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | CITADEL FINANCE                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6125758.20    | 0.03%             | 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        |      130000 | PA      | $135529.19     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3014                          | CUSIP: 31427QK43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10477151 | PA      | $10980608.03   | 0.06%             | 2055-08-01      | Fixed         | 6.50%                 | 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        |     1660000 | PA      | $1743795.80    | 0.01%             | 2036-08-11      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4800000 | PA      | $4900470.24    | 0.03%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Artea Bankas AB                                                                  | ARTEA BANKAS AB                    | CUSIP: N/A<br>LEI: 549300TK038P6EV4YU51       | Long             | DBT              | CORP              | LT        |     4800000 | PA      | $5631519.29    | 0.03%             | 2029-10-07      | Variable      | 3.74%                 | 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        |      600000 | PA      | $611254.26     | 0.00%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                          | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17729962 | PA      | $16057198.38   | 0.08%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RE6030                          | CUSIP: 3133N3VX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116549 | PA      | $108374.80     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A4                      | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1410000 | PA      | $1434717.16    | 0.01%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137071.78     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $513643.65     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6861447.22    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48005000 | PA      | $49373892.34   | 0.26%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786742                          | CUSIP: 3622ACLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2985445 | PA      | $2750352.14    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9748                          | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4597958 | PA      | $4282667.20    | 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        |    11700000 | PA      | $11871574.65   | 0.06%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (SOAF)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -3410000 | NC      | $-53280.30     | -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        |      850000 | PA      | $862460.24     | 0.00%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3000000 | PA      | $3109509.30    | 0.02%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3795                          | CUSIP: 3140XKGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5979949 | PA      | $5601661.48    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                    | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1164000 | PA      | $1150615.75    | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | SOLSTICE ADVANCE                   | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      140000 | PA      | $141312.82     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786661                          | CUSIP: 3622ACJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11945940 | PA      | $12263644.17   | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03088                          | CUSIP: 3132GJCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133028 | PA      | $133183.25     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2738330.11    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A4                     | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1741580.64    | 0.01%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                   | SDART 2025-2 D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7710000 | PA      | $7812630.12    | 0.04%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    39350000 | PA      | $39012357.33   | 0.20%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2076152.12    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7135                          | CUSIP: 3133KN4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9455051 | PA      | $8091355.28    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7382                          | CUSIP: 3140XBFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      662936 | PA      | $594204.30     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $12901527.03   | 0.07%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443383                          | CUSIP: 36207VRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6677 | PA      | $6687.68       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $8302327.06    | 0.04%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4 1/26                        | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5000000 | PA      | $4717983.00    | 0.02%             | 2026-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 1/26                      | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16500000 | PA      | $13944433.80   | 0.07%             | 2026-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     4522000 | PA      | $4530102.97    | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | 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        |      470000 | PA      | $476679.36     | 0.00%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1777810.59    | 0.01%             | 2035-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0992                          | CUSIP: 3140XGC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      561157 | PA      | $556656.26     | 0.00%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 AS                     | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $724092.14     | 0.00%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5177.29       | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46940.86      | 0.00%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BB3761                          | CUSIP: 3617AUFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      213840 | PA      | $197535.75     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1252391.75    | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    14359000 | PA      | $14344055.15   | 0.07%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3679000 | PA      | $3768684.45    | 0.02%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 A5                  | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2141124.40    | 0.01%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2385                          | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5992287 | PA      | $6331261.19    | 0.03%             | 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        |       16000 | PA      | $14176.36      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                                               | KCOT 2023-2A A4                    | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1430000 | PA      | $1454131.82    | 0.01%             | 2028-06-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AK6860                          | CUSIP: 36183QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7735 | PA      | $7076.69       | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0483                          | CUSIP: 3140W0RD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17613198 | PA      | $17985507.38   | 0.09%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $9633668.61    | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |     9203000 | PA      | $9452293.62    | 0.05%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8685                          | CUSIP: 3140XCUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      804293 | PA      | $719397.92     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU7269                          | CUSIP: 36194VCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33770 | PA      | $30769.15      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     1716000 | PA      | $2091508.66    | 0.01%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     8969000 | PA      | $8923546.90    | 0.05%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A A4                   | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1770000 | PA      | $1799518.64    | 0.01%             | 2030-04-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1818373.30    | 0.01%             | 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        |      440000 | PA      | $413273.70     | 0.00%             | 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        |    13130000 | PA      | $13403157.83   | 0.07%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5025                          | CUSIP: 3140X8SP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7950054 | PA      | $6492361.80    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6026                          | CUSIP: 3140XMVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1392289 | PA      | $1341830.85    | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     5059000 | PA      | $5195467.03    | 0.03%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      244000 | PA      | $242894.70     | 0.00%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       45000 | PA      | $47602.06      | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                                          | SCLP 2025-4 C                      | CUSIP: 83405UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1110000 | PA      | $1114467.86    | 0.01%             | 2035-08-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      500000 | PA      | $374546.50     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1552997.02    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | BIDVEST GROUP UK                   | CUSIP: N/A<br>LEI: 984500A80C777F496830       | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2959074.45    | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      105000 | PA      | $111280.80     | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     7900000 | PA      | $9171767.69    | 0.05%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A B                    | CUSIP: 16145NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530000 | PA      | $536414.96     | 0.00%             | 2030-11-25      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                   | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     3006000 | PA      | $3015308.68    | 0.02%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23500000 | PA      | $23911250.00   | 0.12%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $733898.60     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | 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        |       55000 | PA      | $56379.59      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     7550000 | PA      | $7791034.51    | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1839                          | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13689 | PA      | $13261.15      | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      305000 | PA      | $298069.15     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      128000 | PA      | $133633.31     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1869                          | CUSIP: 3140XHCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3026592 | PA      | $2839860.36    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A D                    | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      730000 | PA      | $732847.58     | 0.00%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 1/26                        | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $7586875.20    | 0.04%             | 2026-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      185000 | PA      | $212622.65     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                          | LITPK 2025-1A B                    | CUSIP: 53229VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     6220000 | PA      | $6233994.38    | 0.03%             | 2037-10-24      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1088671.21    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5437                          | CUSIP: 3138ENBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      273260 | PA      | $278652.58     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    13795000 | PA      | $13821940.26   | 0.07%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5478                          | CUSIP: 3133KMCP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14124313 | PA      | $12140139.21   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1431383.94    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $11179772.58   | 0.06%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3058                          | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4054887 | PA      | $3914268.60    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    10000000 | PA      | $6346708.05    | 0.03%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT8111                          | CUSIP: 36194HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39110 | PA      | $35634.62      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | 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        |      115000 | PA      | $117326.24     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      205000 | PA      | $208419.61     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3063                          | CUSIP: 3142GTMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13783605 | PA      | $14143881.91   | 0.07%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106949.27     | 0.00%             | 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        |     7276000 | PA      | $6982199.49    | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2025-5A C                    | CUSIP: 42806MDN6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $996986.10     | 0.01%             | 2030-05-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3556000 | PA      | $3908321.01    | 0.02%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786912                          | CUSIP: 3622ACR93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10294966 | PA      | $10578414.19   | 0.05%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DD0522                          | CUSIP: 3618HSSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      199478 | PA      | $207552.61     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15720000 | PA      | $15878500.04   | 0.08%             | 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        |      105000 | PA      | $105588.65     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                          | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21086 | PA      | $20369.64      | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4563                          | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3661634 | PA      | $3103144.21    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1808928.80    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BS1355                          | CUSIP: 3617MBQG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9705 | PA      | $9266.12       | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1541                          | CUSIP: 3140JHWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163967 | PA      | $162754.09     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0760                          | CUSIP: 3132CWZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8516315 | PA      | $8117256.87    | 0.04%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM7096                          | CUSIP: 36184X3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17387 | PA      | $16738.25      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | 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        |      540000 | PA      | $546897.31     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0530                          | CUSIP: 3140XFSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4570281 | PA      | $4232152.61    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1141                          | CUSIP: 3142BBHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7105787 | PA      | $7209641.32    | 0.04%             | 2055-09-01      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101928.29     | 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        |     5120000 | PA      | $4586707.46    | 0.02%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 B                     | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1980000 | PA      | $2001414.29    | 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        |       95000 | PA      | $99916.60      | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91471.15      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  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        |     2250000 | PA      | $2307795.30    | 0.01%             | 2036-08-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    31848000 | PA      | $31545087.30   | 0.16%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $3015495.86    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chesnara PLC                                                                     | CHESNARA                           | CUSIP: N/A<br>LEI: 213800VFRMBRTSZ3SJ06       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $875033.69     | 0.00%             | 2032-08-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3094                          | CUSIP: 3140XJNL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2189349 | PA      | $2071324.38    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  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        |     1370000 | PA      | $1400604.16    | 0.01%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                                         | PMTLT 2025-INV7 A8                 | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26249758 | PA      | $26429766.06   | 0.14%             | 2056-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 1/26                      | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -181100000 | PA      | $-176749362.26 | -0.92%            | 2026-01-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL                   | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $74891.73      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28200000 | PA      | $20245617.26   | 0.10%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19773.87      | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-11                                                   | SEMT 2025-11 A26F                  | CUSIP: 816950BB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18312655 | PA      | $18308765.73   | 0.09%             | 2055-11-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                               | CLIF 2024-1A A                     | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-CBDO         | CORP              | US        |     4005706 | PA      | $4033919.54    | 0.02%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4348441.90    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7710000 | PA      | $7949131.82    | 0.04%             | 2031-01-30      | Variable      | 5.08%                 | 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        |     5000000 | PA      | $5223919.00    | 0.03%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                     | BREAD FINANCIAL                    | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      180000 | PA      | $186342.75     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4060000 | PA      | $3129590.51    | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787412                          | CUSIP: 3622ADDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18247704 | PA      | $18963506.55   | 0.10%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18104000 | PA      | $16270970.00   | 0.08%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4968                          | CUSIP: 3140Q0QW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5900000 | PA      | $5911251.89    | 0.03%             | 2030-10-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       80000 | PA      | $88873.42      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      454000 | PA      | $372354.05     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    15000000 | PA      | $15671782.50   | 0.08%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $889335.60     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $173957.53     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A D                    | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2310000 | PA      | $2354948.44    | 0.01%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5135                          | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5964414 | PA      | $5217142.81    | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | FOCUS FINANCIAL                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      105000 | PA      | $108583.00     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      118000 | PA      | $118899.94     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4602                          | CUSIP: 31418EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9198925 | PA      | $8512601.36    | 0.04%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |     3657000 | PA      | $4385442.79    | 0.02%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $2124199.11    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | 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        |      150000 | PA      | $147841.68     | 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        |      807617 | PA      | $775304.10     | 0.00%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                          | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1450369 | PA      | $1452720.11    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.340000 17-DEC-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    26600000 | NC      | $-11582.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 842074                          | CUSIP: 31288RJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17200000 | PA      | $17407098.32   | 0.09%             | 2055-12-01      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193159.61     | 0.00%             | 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        |    10841000 | PA      | $11101018.13   | 0.06%             | 2030-08-02      | Variable      | 4.97%                 | 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        |     2180000 | PA      | $2183419.33    | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1256                          | CUSIP: 3140XGME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3279125 | PA      | $3252823.71    | 0.02%             | 2051-01-01      | Fixed         | 4.50%                 | 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        |     9660000 | PA      | $9734617.70    | 0.05%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72157.79      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A4                    | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1686642.38    | 0.01%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0457                          | CUSIP: 3131XTQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51285 | PA      | $48239.03      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                     | RCKTL 2025-2A B                    | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490000 | PA      | $490666.55     | 0.00%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                    | CHAOT 2025-2A C                    | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $408529.49     | 0.00%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8252                          | CUSIP: 3140XQE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8287102 | PA      | $8339383.52    | 0.04%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $190089.97     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    71119000 | PA      | $71696841.88   | 0.37%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     3000000 | PA      | $3491808.53    | 0.02%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | TALEN ENERGY SUP                   | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206863.46     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A4                    | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2900000 | PA      | $2984402.76    | 0.02%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                    | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $1886398.80    | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      785000 | PA      | $712032.29     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6030                          | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83756 | PA      | $75668.58      | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     4051000 | PA      | $4084279.78    | 0.02%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 AS                  | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1020000 | PA      | $1067464.07    | 0.01%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930920                          | CUSIP: 31412PG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1426508 | PA      | $1429602.36    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    18325000 | PA      | $19184951.94   | 0.10%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5420                          | CUSIP: 3140X9AW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4311446 | PA      | $3553250.68    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28721.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                            | ASURION LLC/CO                     | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $321803.84     | 0.00%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                   | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4075892.10    | 0.02%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                              | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $2769440.87    | 0.01%             | 2035-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      145000 | PA      | $151860.07     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8195                          | CUSIP: 3140XQC96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4930973 | PA      | $4022224.98    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2II                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5340000 | PA      | $5375838.34    | 0.03%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                          | STACR 2025-DNA4 A1                 | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |     3478000 | PA      | $3482358.63    | 0.02%             | 2045-10-25      | Floating      | 4.77%                 | Yes           |                  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        |      825032 | PA      | $833020.78     | 0.00%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                     | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     5405000 | PA      | $5430648.89    | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M2 A2                     | CUSIP: 3136BK6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36090000 | PA      | $32897381.16   | 0.17%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2435284.96    | 0.01%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DD0632                          | CUSIP: 3618HSVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      445916 | PA      | $463964.92     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $952758.80     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1917 | NC      | $-2827273.01   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9669                          | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8645403 | PA      | $8844048.15    | 0.05%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A4                    | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1530000 | PA      | $1550655.61    | 0.01%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3461                          | CUSIP: 3140NXZ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18000000 | PA      | $18086949.00   | 0.09%             | 2030-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    16265000 | PA      | $15998392.25   | 0.08%             | 2032-10-29      | Fixed         | 4.25%                 | 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        |     1030000 | PA      | $1043464.16    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Volksbank Wien AG                                                                | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |      500000 | PA      | $609971.52     | 0.00%             | 2034-06-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49250                          | CUSIP: 3132WPH42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      670362 | PA      | $667874.20     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      155000 | PA      | $162263.66     | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                              | TIF 2024-2A A                      | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4195686 | PA      | $4217245.12    | 0.02%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     5985000 | PA      | $6095244.30    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88331.23      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2827                          | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8472 | PA      | $8191.24       | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                                                | LADAR 2025-3A C                    | CUSIP: 501684AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1280000 | PA      | $1283567.87    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $12658426.24   | 0.07%             | 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        |    17520612 | PA      | $18076602.69   | 0.09%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      700000 | PA      | $759995.55     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       45000 | PA      | $48828.21      | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                                              | MTLRF 2025-1A A4                   | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $903147.44     | 0.00%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662505                          | CUSIP: 36294XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20894 | PA      | $21838.44      | 0.00%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9998000 | PA      | $9875093.59    | 0.05%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                          | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8310 | PA      | $8022.07       | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | 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        |     5290000 | PA      | $5333555.74    | 0.03%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                                              | FORDL 2024-B B                     | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1820000 | PA      | $1840111.91    | 0.01%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $966238.52     | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA                   | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    24960000 | PA      | $25205289.41   | 0.13%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86900000 | PA      | $87422757.38   | 0.45%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       13282 | NC      | $2315485.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1337                          | CUSIP: 3140X4PX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346110 | PA      | $343009.26     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1175000 | PA      | $895759.37     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    12942000 | PA      | $13049366.83   | 0.07%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0478                          | CUSIP: 3132DMQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1959021 | PA      | $1913815.52    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0120                          | CUSIP: 3140W0D28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      936036 | PA      | $801324.99     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                      | CUSIP: 105756CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     3176000 | PA      | $3225863.52    | 0.02%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       95000 | PA      | $98892.47      | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2542                          | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84060 | PA      | $76422.05      | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                              | RCKTL 2025-1A B                    | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $271648.11     | 0.00%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 C                      | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $704982.60     | 0.00%             | 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        |      140000 | PA      | $144725.17     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7563                          | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2477842 | PA      | $2453322.13    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                          | LITPK 2025-1A A                    | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     2360000 | PA      | $2358574.56    | 0.01%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      172000 | PA      | $171423.13     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3515000 | PA      | $3735520.20    | 0.02%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 A                     | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $410043.21     | 0.00%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2133264.10    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26360000 | PA      | $23144285.87   | 0.12%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                    | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1557947.48    | 0.01%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $484410.00     | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                          | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    89898659 | PA      | $73387080.54   | 0.38%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4446                          | CUSIP: 3140XK5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19804975 | PA      | $20571162.56   | 0.11%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5932                          | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      238423 | PA      | $236707.90     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 842044                          | CUSIP: 31288RHV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6072033 | PA      | $6162241.77    | 0.03%             | 2055-10-01      | Floating      | 5.14%                 | 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        |     1300000 | PA      | $1316430.96    | 0.01%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  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        |     1720000 | PA      | $1746819.96    | 0.01%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F B                     | CUSIP: 69335PGD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1960000 | PA      | $1967710.25    | 0.01%             | 2030-08-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2621.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CL8489                          | CUSIP: 3617YGNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      709097 | PA      | $647717.90     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | WFCM 2024-C63 A5                   | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4260000 | PA      | $4405905.43    | 0.02%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ7369                          | CUSIP: 3617LSFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9497 | PA      | $9013.94       | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86277000 | PA      | $41399479.22   | 0.21%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV10                                                        | PMTLT 2025-INV10 A36               | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    52719285 | PA      | $52710290.86   | 0.27%             | 2056-10-01      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    16747000 | PA      | $19399327.90   | 0.10%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     9385000 | PA      | $9669283.85    | 0.05%             | 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        |    14779000 | PA      | $14916370.81   | 0.08%             | 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        |    18046600 | PA      | $16251353.43   | 0.08%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2557                          | CUSIP: 3140W2ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6117285 | PA      | $6197235.11    | 0.03%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A D                    | CUSIP: 16144YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490000 | PA      | $502135.10     | 0.00%             | 2031-11-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3309                          | CUSIP: 36179RVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4103285 | PA      | $3746813.50    | 0.02%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $970013.10     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DC2938                          | CUSIP: 3618HHHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1314880 | PA      | $1372183.42    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88672.03      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4281000 | PA      | $4720463.06    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8248                          | CUSIP: 3133KQEV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8979715 | PA      | $9013916.92    | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | 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        |      480000 | PA      | $485541.79     | 0.00%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8973                          | CUSIP: 3140QU6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8003988 | PA      | $8051981.83    | 0.04%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     6320000 | PA      | $6453426.58    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                         | DURST 2025-151 A                   | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2660000 | PA      | $2713314.65    | 0.01%             | 2042-08-10      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $1928649.42    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      152000 | PA      | $167172.64     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2442756.88    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                     | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      910000 | PA      | $938246.22     | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | 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        |     1910000 | PA      | $1950440.81    | 0.01%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      271000 | PA      | $279956.17     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4933                          | CUSIP: 3132DSPS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3796523 | PA      | $3637577.02    | 0.02%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72385.22      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                                               | SUNRISE FINCO                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $215510.45     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  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        |     1870000 | PA      | $1894369.28    | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ5578                          | CUSIP: 3142GWFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23250000 | PA      | $24233019.30   | 0.13%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-1 A3                      | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1311853.63    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4939                          | CUSIP: 3132DSPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2873126 | PA      | $2832123.83    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      190000 | PA      | $197698.40     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     6010000 | PA      | $5393750.83    | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    42369000 | PA      | $44649392.79   | 0.23%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48000000 | PA      | $47551874.88   | 0.25%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1971980.07    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5008.42       | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     2536000 | PA      | $2646270.61    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1581278.56    | 0.01%             | 2034-04-24      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5027                          | CUSIP: 3140QQSR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3036987 | PA      | $3109725.15    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       44551 | PA      | $44550.84      | 0.00%             | 2031-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      865000 | PA      | $882094.82     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5                 | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13344000 | PA      | $13095726.87   | 0.07%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1449                          | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29579 | PA      | $28682.76      | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      103000 | PA      | $105276.95     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $923602.05     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      265000 | PA      | $223867.15     | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                                   | HDMOT 2025-A A4                    | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1360000 | PA      | $1384937.10    | 0.01%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3228                          | CUSIP: 3132DQSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4815341 | PA      | $4087722.17    | 0.02%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 1/26                        | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12750000 | PA      | $13089170.40   | 0.07%             | 2026-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government International Bond                                 | BELGIUM KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    27264000 | PA      | $24455600.79   | 0.13%             | 2055-06-10      | Fixed         | 4.88%                 | 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        |      411471 | PA      | $421902.07     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9489                          | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4422473 | PA      | $4528234.68    | 0.02%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0755                          | CUSIP: 3618N5ZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12813278 | PA      | $12834563.44   | 0.07%             | 2055-11-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9603                          | CUSIP: 36179YU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3088671 | PA      | $3014094.70    | 0.02%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                               | ELM21 2022-8A AR2                  | CUSIP: 289907AW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     3020000 | PA      | $3022289.46    | 0.02%             | 2038-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                             | COMMERCIAL METAL                   | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112754.98     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A D                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1360000 | PA      | $1377281.38    | 0.01%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | WEN 2018-1A A2II                   | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |     3936424 | PA      | $3869113.64    | 0.02%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                               | RAYBURN CTRY                       | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1757849 | PA      | $1666913.52    | 0.01%             | 2030-12-01      | 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        |     1161566 | NS      | $116156601.40  | 0.60%             |  |  |  | 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        |     1993550 | PA      | $1902474.41    | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $6709771.52    | 0.03%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9623                          | CUSIP: 3140XDVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14683184 | PA      | $13665605.95   | 0.07%             | 2041-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                         | VDC 2025-1A A2                     | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |     9430000 | PA      | $9320195.19    | 0.05%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-83 FN                     | CUSIP: 38382QWE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3912146 | PA      | $3253007.26    | 0.02%             | 2051-05-20      | Floating      | 2.50%                 | 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        |      450000 | PA      | $457280.87     | 0.00%             | 2030-12-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-642.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8481                          | CUSIP: 3132DWM67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2012733 | PA      | $1909598.07    | 0.01%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35464.64      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3720                          | CUSIP: 3140W4D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5231267 | PA      | $5251191.48    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9745                          | CUSIP: 3140KVZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13178827 | PA      | $10750051.15   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7540000 | PA      | $8396816.19    | 0.04%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6864                          | CUSIP: 3132DUTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6987918 | PA      | $7042921.68    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $383.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    11540000 | PA      | $9528264.11    | 0.05%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      595000 | PA      | $545512.96     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786660                          | CUSIP: 3622ACJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3869557 | PA      | $3977305.78    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2367.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     6140000 | PA      | $5455265.97    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5930000 | PA      | $5618283.62    | 0.03%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B B                     | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     2151056 | PA      | $2169557.82    | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  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        |     6290000 | PA      | $6359254.16    | 0.03%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                            | EFF 2024-3 A3                      | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1166200.63    | 0.01%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | ADVANCED DRAINAG                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91884.42      | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     7300000 | PA      | $8747805.94    | 0.05%             | 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        |     2110000 | PA      | $2140137.97    | 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        |     1170000 | PA      | $1183665.95    | 0.01%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2025-A3 A                    | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    14200000 | PA      | $14199261.60   | 0.07%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123317.10     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-C13 Mortgage Trust                                                      | BMO 2025-C13 AS                    | CUSIP: 05592YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3240000 | PA      | $3339389.59    | 0.02%             | 2058-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6097000 | PA      | $6316975.49    | 0.03%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      941000 | PA      | $1007187.21    | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                            | SBCLN 2024-A B                     | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      553771 | PA      | $561913.46     | 0.00%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53000000 | PA      | $53708046.61   | 0.28%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4278                          | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4252855 | PA      | $3855462.55    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6179                          | CUSIP: 3140QD2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      963920 | PA      | $873837.20     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | 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        |       85000 | PA      | $82469.35      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      285000 | PA      | $296335.79     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                    | BBCMS 2022-C16 A5                  | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1040000 | PA      | $1033568.74    | 0.01%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4626                          | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11550596 | PA      | $11014316.49   | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66277.46      | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | 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        |     2960000 | PA      | $3023492.30    | 0.02%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7237                          | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6874715 | PA      | $7024329.86    | 0.04%             | 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        |     2640000 | PA      | $2726482.97    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    29615000 | PA      | $29576494.58   | 0.15%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6997                          | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17574987 | PA      | $16234957.85   | 0.08%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    81795000 | PA      | $57307621.88   | 0.30%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $5430555.36    | 0.03%             | 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        |        6734 | PA      | $6715.06       | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3444075.95    | 0.02%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     9680000 | PA      | $9756490.39    | 0.05%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $8010688.22    | 0.04%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3210                          | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1634815 | PA      | $1531397.43    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B38 Mortgage Trust                                                | BMARK 2023-B38 A4                  | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1776462.60    | 0.01%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     9170000 | PA      | $9205614.45    | 0.05%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    12715000 | PA      | $12722180.16   | 0.07%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4785                          | CUSIP: 31418EJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4733042 | PA      | $4751068.97    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8329                          | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3330682 | PA      | $3337122.94    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3240000 | PA      | $3150936.94    | 0.02%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      535000 | PA      | $490897.92     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3823                          | CUSIP: 3140NYG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59768000 | PA      | $60696471.97   | 0.31%             | 2030-06-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126782.54     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7234                          | CUSIP: 3133JLBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49813 | PA      | $46319.74      | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2447077.16    | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.128310 15-DEC-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   582000000 | NC      | $1152752.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54000000 | PA      | $39934687.50   | 0.21%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $92115.53      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9430000 | PA      | $8618379.70    | 0.04%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      301000 | PA      | $317217.46     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2891672.46    | 0.01%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CY2592                          | CUSIP: 3618G12Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3373216 | PA      | $3503429.01    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155978.31     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67711.77      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4865000 | PA      | $4757572.53    | 0.02%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3075                          | CUSIP: 3140J7MZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2011718 | PA      | $1990676.71    | 0.01%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4512                          | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11429960 | PA      | $9713559.23    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $448501.11     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9362.65       | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  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        |      870000 | PA      | $883231.92     | 0.00%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      705000 | PA      | $688759.90     | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | 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        |     2050000 | PA      | $2074295.17    | 0.01%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A AR                    | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     2800000 | PA      | $2797736.48    | 0.01%             | 2034-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 842048                          | CUSIP: 31288RHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5698880 | PA      | $5787480.44    | 0.03%             | 2055-11-01      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AS6433                          | CUSIP: 36193SEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44848 | PA      | $40863.49      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12490000 | PA      | $11483434.65   | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | 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        |  5792300000 | PA      | $19496207.32   | 0.10%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2441                          | CUSIP: 3617LYWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55867 | PA      | $50943.68      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0632                          | CUSIP: 3618N5V22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16476977 | PA      | $16511037.03   | 0.09%             | 2055-09-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     2990000 | PA      | $3766286.12    | 0.02%             | 2028-05-28      | Fixed         | 2.38%                 | 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        |     1150000 | PA      | $1170211.71    | 0.01%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29557.01      | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      190000 | PA      | $198471.97     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     5720000 | PA      | $5905499.60    | 0.03%             | 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        |      290000 | PA      | $295792.69     | 0.00%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9267                          | CUSIP: 3133KRJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8901763 | PA      | $9123310.53    | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  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        |     2010000 | PA      | $2065946.34    | 0.01%             | 2029-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26500000 | PA      | $26916132.68   | 0.14%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     5925000 | PA      | $6123609.56    | 0.03%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                       | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      545000 | PA      | $561107.86     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5995000 | PA      | $6582959.63    | 0.03%             | 2053-11-15      | Fixed         | 6.70%                 | 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        |       45000 | PA      | $46687.64      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    44330000 | PA      | $45528106.91   | 0.24%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                                        | RRAM 2025-41A A1A                  | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1940000 | PA      | $1944661.82    | 0.01%             | 2040-10-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5173 AB                        | CUSIP: 3137H4CN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13737019 | PA      | $12447518.31   | 0.06%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 AS                    | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2360000 | PA      | $2481234.38    | 0.01%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | EF/ELLINGTON 5                     | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      145000 | PA      | $146194.19     | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  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        |     4300000 | PA      | $2580480.74    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4925                          | CUSIP: 3140X8PK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      505465 | PA      | $453375.98     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                    | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    14090000 | PA      | $13708610.47   | 0.07%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 A                      | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     8410000 | PA      | $8608658.50    | 0.04%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1382145.83    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 ASB                | CUSIP: 06541LBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $486945.70     | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                                    | JDOT 2025-B A4                     | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2070000 | PA      | $2094362.66    | 0.01%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2025-1A A2I                   | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     4310000 | PA      | $4318821.28    | 0.02%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7044                          | CUSIP: 3140QEZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7328514 | PA      | $6598485.69    | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8383                          | CUSIP: 3132D6J43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1929256 | PA      | $1931070.58    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     5956000 | PA      | $6031993.80    | 0.03%             | 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        |      125000 | PA      | $129757.95     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT7695                          | CUSIP: 36194GRQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36834 | PA      | $33561.00      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4049                          | CUSIP: 3140J8QB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161681 | PA      | $143604.72     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    17024000 | PA      | $20221181.63   | 0.10%             | 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        |     6936543 | PA      | $9624227.60    | 0.05%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1202414.51    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    60542000 | PA      | $63792699.77   | 0.33%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $41347.16      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A D                    | CUSIP: 16144LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $986670.62     | 0.01%             | 2031-09-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47222.55      | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A D                     | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      655954 | PA      | $659196.84     | 0.00%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1100288.52    | 0.01%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7677                          | CUSIP: 3133KPQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25307910 | PA      | $25562477.58   | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.000000 19-MAY-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44540000 | NC      | $-395073.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5201 CA                        | CUSIP: 3137H64V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3237415 | PA      | $2980459.13    | 0.02%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-1                            | MSRM 2023-1 A1                     | CUSIP: 61774YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58838712 | PA      | $54886574.34   | 0.28%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    13620000 | PA      | $13942804.90   | 0.07%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $959551.56     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2264                          | CUSIP: 3140W2QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5921615 | PA      | $5307677.79    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4694285.25    | 0.02%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1522                          | CUSIP: 36179NVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11188 | PA      | $10847.74      | 0.00%             | 2043-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25798.26      | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      136000 | PA      | $134322.03     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787663                          | CUSIP: 3622ADML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18484202 | PA      | $18526911.88   | 0.10%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128029.61     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8380                          | CUSIP: 3140QGJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2443490 | PA      | $2272637.69    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4964                          | CUSIP: 3140XLQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1156066 | PA      | $1064831.31    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  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        |     2152112 | PA      | $2149421.42    | 0.01%             | 2044-01-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                          | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2895227 | PA      | $2944405.02    | 0.02%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      750000 | PA      | $625041.90     | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J4                                                           | PMTLT 2025-J4 A35                  | CUSIP: 69383LBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32693001 | PA      | $32727028.21   | 0.17%             | 2056-12-01      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0442                          | CUSIP: 3132CWP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1345644 | PA      | $1282589.22    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       70000 | PA      | $49397.75      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1969794.20    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4579                          | CUSIP: 3140QCCR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      668842 | PA      | $662014.32     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                                                   | GMREV 2025-A B                     | CUSIP: 379932AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1246524.63    | 0.01%             | 2037-11-12      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A B                    | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1775000 | PA      | $1806728.13    | 0.01%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          79 | NC      | $10327.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144188.11     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5057 AC                        | CUSIP: 3137F7HT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4230000 | PA      | $3510208.40    | 0.02%             | 2040-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      360000 | PA      | $349071.66     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40000000 | PA      | $39031250.00   | 0.20%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR6121                          | CUSIP: 3617M4YS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36546 | PA      | $33439.68      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    16800000 | PA      | $17522512.56   | 0.09%             | 2036-01-29      | Variable      | 5.58%                 | 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        |     1490000 | PA      | $1510530.26    | 0.01%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2438                          | CUSIP: 3140W2V81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18050212 | PA      | $18591985.69   | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                        | KOMMUNALKREDIT                     | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |     7100000 | PA      | $8733679.52    | 0.05%             | 2029-03-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                          | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1384112 | PA      | $1328888.15    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    34200000 | PA      | $40534845.18   | 0.21%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5072                          | CUSIP: 3133KYT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      524117 | PA      | $474142.43     | 0.00%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CY9093                          | CUSIP: 3618G9C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8923911 | PA      | $8955685.79    | 0.05%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5922                          | CUSIP: 36179USK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20637 | PA      | $19510.57      | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4263                          | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9604 | PA      | $9278.20       | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                          | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8010217 | PA      | $7420091.64    | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $95974.14      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC                   | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70042.43      | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | 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       |    20587391 | PA      | $20712762.03   | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3287988.33    | 0.02%             | 2053-09-01      | Fixed         | 5.80%                 | 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        |     7487912 | PA      | $7457009.65    | 0.04%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    16350000 | PA      | $19552949.17   | 0.10%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 A5                   | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $613321.27     | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA BR5                   | CUSIP: 08180FCJ8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     4540000 | PA      | $4550274.93    | 0.02%             | 2038-10-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                                             | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      133229 | PA      | $131408.17     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                                   | HALST 2024-C B                     | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1040000 | PA      | $1051118.33    | 0.01%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9680000 | PA      | $10230428.03   | 0.05%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8374910.76    | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR7708                          | CUSIP: 3140L6R63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      583175 | PA      | $527086.89     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5470000 | PA      | $5536529.42    | 0.03%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    18615000 | PA      | $19166316.73   | 0.10%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16916000 | PA      | $16888883.65   | 0.09%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7220000 | PA      | $7572711.44    | 0.04%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2025-82 JA                     | CUSIP: 3136BXD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10763370 | PA      | $9769581.25    | 0.05%             | 2049-09-25      | Fixed         | 2.50%                 | 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        |     4670000 | PA      | $4808307.19    | 0.02%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                         | WOART 2024-B A4                    | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2510000 | PA      | $2567322.13    | 0.01%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    12890000 | PA      | $12681804.59   | 0.07%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2692                          | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      360048 | PA      | $337158.71     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $5461418.99    | 0.03%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     8604000 | PA      | $8688567.86    | 0.05%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DK5788                          | CUSIP: 3618L5ND9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2270378 | PA      | $2368613.43    | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2331013.80    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | 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        |     5050000 | PA      | $5149376.43    | 0.03%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       22000 | PA      | $20046.68      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5086                          | CUSIP: 3132DSUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5775534 | PA      | $5917471.40    | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4430 NZ                        | CUSIP: 3137BG3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9967852 | PA      | $9155005.86    | 0.05%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA AR5                   | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     3980000 | PA      | $3986736.15    | 0.02%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 A5                  | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1280000 | PA      | $1141305.98    | 0.01%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $150903.21     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-67 KZ                     | CUSIP: 3136AFGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3552624 | PA      | $3095517.82    | 0.02%             | 2043-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU7266                          | CUSIP: 36194VCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51558 | PA      | $46976.51      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5806                          | CUSIP: 36179UNX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8324 | PA      | $7551.10       | 0.00%             | 2049-03-20      | 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        |      960000 | PA      | $977674.56     | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8480                          | CUSIP: 3140XCM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1231771 | PA      | $1105603.86    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7414                          | CUSIP: 3132DVGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8060069 | PA      | $8098324.75    | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: 25714PFF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     6100000 | PA      | $6105307.61    | 0.03%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      500000 | PA      | $414542.00     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2                               | PFAST 2023-2A A4                   | CUSIP: 732916AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1776014.10    | 0.01%             | 2031-11-24      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    16530000 | PA      | $17309483.72   | 0.09%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    13499961 | PA      | $12235419.22   | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86800000 | PA      | $60675234.59   | 0.31%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5560                          | CUSIP: 3133KME92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5404431 | PA      | $4616509.29    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     3630000 | PA      | $3703032.70    | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     9310000 | PA      | $5531254.41    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2343                          | CUSIP: 3140Q9S95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      629414 | PA      | $624759.26     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1499795.72    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    17135000 | PA      | $17823652.22   | 0.09%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5122000 | PA      | $5219818.42    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                    | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200550.72     | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  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        |       40000 | PA      | $31637.60      | 0.00%             | 2050-09-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5970                          | CUSIP: 3140XMT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12111833 | PA      | $12751561.70   | 0.07%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54601000 | PA      | $55844452.60   | 0.29%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     7166000 | PA      | $7161086.27    | 0.04%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ8532                          | CUSIP: 3617LTPR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      544800 | PA      | $562085.24     | 0.00%             | 2054-07-20      | Fixed         | 6.00%                 | 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        |     1370000 | PA      | $1387701.22    | 0.01%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5078                          | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      697346 | PA      | $671920.50     | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  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        |      730000 | PA      | $731552.42     | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193329.14     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6136                          | CUSIP: 3140XMZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      217986 | PA      | $195105.11     | 0.00%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                          | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      308382 | PA      | $285736.39     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DIRECTV FINANCIN                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $238146.51     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7447                          | CUSIP: 3140QTHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10915713 | PA      | $11477766.93   | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |      470000 | PA      | $478382.07     | 0.00%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1860263.60    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | CHOBANI LLC                        | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |       75000 | PA      | $75281.25      | 0.00%             | 2032-10-28      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193515.30     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CRVNA 2024-P4 A4                   | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3080000 | PA      | $3130539.41    | 0.02%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-2 Z                       | CUSIP: 3136ARAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5606253 | PA      | $5367403.18    | 0.03%             | 2046-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97687.08      | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2139723.30    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9928                          | CUSIP: 3140QWA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22398366 | PA      | $23186138.81   | 0.12%             | 2055-02-01      | Fixed         | 6.00%                 | 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        |      315000 | PA      | $325833.86     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  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        |       50000 | PA      | $50291.68      | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A B                   | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1230000 | PA      | $1252211.22    | 0.01%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT                   | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |     8700000 | PA      | $9532079.40    | 0.05%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $899517.10     | 0.00%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    29855000 | PA      | $30179574.60   | 0.16%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5762                          | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2029857 | PA      | $1885237.13    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2583610.68    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      335000 | PA      | $269499.73     | 0.00%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-2 A4                      | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2980000 | PA      | $3027297.07    | 0.02%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3483000 | PA      | $2029203.81    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5253                          | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3757 | PA      | $3408.35       | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | 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        |      500000 | PA      | $503746.00     | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3608                          | CUSIP: 3140M5AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      303203 | PA      | $270819.80     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8509                          | CUSIP: 3132D6N22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5836904 | PA      | $5428778.46    | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    28220000 | PA      | $28431901.16   | 0.15%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1827116.20    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90303                          | CUSIP: 312938KQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157035 | PA      | $157482.53     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A34                | CUSIP: 69392UBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22229752 | PA      | $22271579.10   | 0.12%             | 2056-09-01      | Floating      | 5.17%                 | Yes           |                  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        |     1530000 | PA      | $1551054.33    | 0.01%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9241                          | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2632344 | PA      | $2672737.59    | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0253                          | CUSIP: 3140W0H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7006929 | PA      | $7022668.86    | 0.04%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $148037.50     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1787258.52    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                    | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     9658000 | PA      | $9864347.03    | 0.05%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                  | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |     6000000 | PA      | $7284692.73    | 0.04%             | 2029-09-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BY0784                          | CUSIP: 3617QG2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1060715 | PA      | $953871.11     | 0.00%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                              | NAVRL 2025-C A                     | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3141434 | PA      | $3147554.57    | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV1912                          | CUSIP: 3140MFDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      513841 | PA      | $460727.50     | 0.00%             | 2052-01-01      | 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        |     7470000 | PA      | $7194188.93    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5040000 | PA      | $5364210.60    | 0.03%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4838                          | CUSIP: 3140Q0LU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11213000 | PA      | $11220926.47   | 0.06%             | 2030-09-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                   | SEMT 2025-S2 A1                    | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    73422974 | PA      | $68695341.70   | 0.36%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    11920000 | PA      | $11546116.09   | 0.06%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A9                 | CUSIP: 69392UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24266299 | PA      | $24495192.95   | 0.13%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01980                          | CUSIP: 3128LXFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112239 | PA      | $114530.71     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      979000 | PA      | $994499.14     | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42500000 | PA      | $39046875.00   | 0.20%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9779                          | CUSIP: 36179Y2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8590712 | PA      | $8694350.03    | 0.05%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                          | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260521 | PA      | $233673.65     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $7923030.56    | 0.04%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 A5                     | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3120000 | PA      | $3278655.43    | 0.02%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A3                    | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5520000 | PA      | $5600974.54    | 0.03%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2971                          | CUSIP: 3140QAJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61887 | PA      | $62993.03      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787278                          | CUSIP: 3622AC6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3618024 | PA      | $3762209.39    | 0.02%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1783853.63    | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                                              | VOYA 2022-3A A1R2                  | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     3400000 | PA      | $3400042.50    | 0.02%             | 2036-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AV5898                          | CUSIP: 36195GRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59973 | PA      | $54644.44      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47535000 | PA      | $39366778.59   | 0.20%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 1/26                      | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $8831698.90    | 0.05%             | 2026-01-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15682878.30   | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4575 AZ                        | CUSIP: 3137BNTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5860786 | PA      | $5204444.22    | 0.03%             | 2046-04-15      | Fixed         | 3.00%                 | 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        |      750000 | PA      | $768740.93     | 0.00%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-91892.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $67048.20      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                            | SBCLN 2023-B C                     | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      191580 | PA      | $194196.07     | 0.00%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53228000 | PA      | $53334040.29   | 0.28%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      215000 | PA      | $223250.17     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       90000 | PA      | $94461.97      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                    | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     7380000 | PA      | $8427183.62    | 0.04%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145237.85     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  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        |     1120000 | PA      | $1144389.34    | 0.01%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6767                          | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1476708 | PA      | $1364114.60    | 0.01%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CV3461                          | CUSIP: 3618BYZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2470012 | PA      | $2535702.95    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $411323.94     | 0.00%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 B                     | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1630000 | PA      | $1640430.86    | 0.01%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4423 NZ                        | CUSIP: 3137BFGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18066234 | PA      | $16550941.00   | 0.09%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     3830000 | PA      | $3950369.62    | 0.02%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1193                          | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191785 | PA      | $191933.11     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | GARRETT MOT/SARL                   | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $212700.70     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786692                          | CUSIP: 3622ACKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10066865 | PA      | $10347178.87   | 0.05%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV4                         | MSRM 2024-INV4 A6                  | CUSIP: 61776XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5130311 | PA      | $5124744.60    | 0.03%             | 2054-09-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                          | FIAOT 2025-1A D                    | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1010000 | PA      | $1014730.54    | 0.01%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    11861000 | PA      | $12923992.31   | 0.07%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5190774.50    | 0.03%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2846371.54    | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | 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        |      590000 | PA      | $600350.67     | 0.00%             | 2030-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $175674.70     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2277                          | CUSIP: 3133L8Q65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5463115 | PA      | $4950926.22    | 0.03%             | 2036-10-01      | Fixed         | 1.50%                 | 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        |      572000 | PA      | $572000.80     | 0.00%             | 2045-01-25      | Floating      | 4.82%                 | 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        |     3630000 | PA      | $3653063.57    | 0.02%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2316000 | PA      | $2080954.26    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0243                          | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111613 | PA      | $111066.98     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       75833 | PA      | $75943.03      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786932                          | CUSIP: 3622ACSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6682824 | PA      | $7049248.39    | 0.04%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 AS                 | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3560000 | PA      | $3754818.15    | 0.02%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36310.78      | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                     | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      600000 | PA      | $420766.38     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                  | STAR PARENT INC                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      115000 | PA      | $122910.97     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07621                          | CUSIP: 3128M9YS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59045 | PA      | $61485.60      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                                     | ARIFL 2025-A A3                    | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1570000 | PA      | $1586389.54    | 0.01%             | 2034-01-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $5325486.69    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20973.09      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      130000 | PA      | $113453.42     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR1615                          | CUSIP: 3140KYYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      182762 | PA      | $149080.20     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | 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        |     3500000 | PA      | $3538116.40    | 0.02%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                              | GRAY MEDIA                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46001.98      | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                   | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      197000 | PA      | $176518.23     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3964                          | CUSIP: 3140QBMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500480 | PA      | $2257646.17    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO6291                          | CUSIP: 3140K17D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      677814 | PA      | $670471.43     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO3197                          | CUSIP: 3140JXRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11302770 | PA      | $10130928.92   | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1696802.06    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $701559.39     | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    11830000 | PA      | $12263095.12   | 0.06%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-8 C                      | CUSIP: 92348KEU3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1047600.23    | 0.01%             | 2033-08-22      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                   | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3940000 | PA      | $3971627.96    | 0.02%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 C                      | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     5790000 | PA      | $5946761.93    | 0.03%             | 2031-12-22      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     7548000 | PA      | $7797993.53    | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     7585000 | PA      | $8261729.91    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: QZ7659399<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |     2108000 | PA      | $2799682.44    | 0.01%             | 2026-10-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                         | WOART 2025-C B                     | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1447934.26    | 0.01%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 B                      | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1120310.95    | 0.01%             | 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        |      716949 | PA      | $722163.63     | 0.00%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                                               | DRSLF 2022-113A AR3                | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |     1340000 | PA      | $1338828.84    | 0.01%             | 2037-10-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66595.29      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                      | KAZMUNAYGAS NAT                    | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |     3590000 | PA      | $3670179.78    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU7261                          | CUSIP: 36194VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40882 | PA      | $37249.16      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $4890723.70    | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27914000 | PA      | $21703135.00   | 0.11%             | 2043-05-15      | Fixed         | 2.88%                 | 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        |      900000 | PA      | $920279.70     | 0.00%             | 2029-03-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      115000 | PA      | $115431.25     | 0.00%             | 2032-11-01      | Floating      | 5.72%                 | 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        |    10516000 | PA      | $9675417.21    | 0.05%             | 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        |      916948 | PA      | $917521.14     | 0.00%             | 2044-05-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $734016.90     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     2791000 | PA      | $2740334.98    | 0.01%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                          | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5156860 | PA      | $4451465.03    | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1528000 | PA      | $1342831.31    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    26898000 | PA      | $28027105.42   | 0.15%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     9040000 | PA      | $9029933.96    | 0.05%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    90000000 | PA      | $50396484.60   | 0.26%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4254                          | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17361485 | PA      | $13458082.93   | 0.07%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 AS                 | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $327458.95     | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |    15715000 | PA      | $17108035.72   | 0.09%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                     | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      500000 | PA      | $404042.60     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | 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        |      586819 | PA      | $592275.77     | 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        |      140000 | PA      | $146653.57     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1680644.19    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6060                          | CUSIP: 3140XMWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      775441 | PA      | $738335.62     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48323000 | PA      | $35632549.53   | 0.18%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4068                          | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5809625 | PA      | $5298866.17    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      530000 | PA      | $475411.22     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 D                      | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $181533.20     | 0.00%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2354                          | CUSIP: 3617LYTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20698 | PA      | $19042.62      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB4985                          | CUSIP: 3133ABRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1790833 | PA      | $1470307.32    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3622                          | CUSIP: 3140NYAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34382000 | PA      | $34670189.92   | 0.18%             | 2030-04-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 A5                 | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4840000 | PA      | $5110857.53    | 0.03%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1186                          | CUSIP: 3140QLJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7919277 | PA      | $6440004.78    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-7 ZB                      | CUSIP: 3136ABTS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12805900 | PA      | $11504682.58   | 0.06%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RE6020                          | CUSIP: 3133N3VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14478 | PA      | $13462.17      | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1339734.81    | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43909.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR                   | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     8190000 | PA      | $8160045.08    | 0.04%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6406                          | CUSIP: 3133KNDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17377145 | PA      | $14174644.88   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                          | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7824560 | PA      | $7456743.96    | 0.04%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A A4                  | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1097766.65    | 0.01%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787058                          | CUSIP: 3622ACWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2897313 | PA      | $2913061.16    | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0026                          | CUSIP: 3142JCA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      475926 | PA      | $487976.72     | 0.00%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: IMM 2.274000 18-JUN-2031 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    77690000 | NC      | $-525400.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      845000 | PA      | $793758.69     | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $125343.70     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 1/26                        | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -397500000 | PA      | $-396506250.00 | -2.05%            | 2026-01-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                      | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |        2000 | PA      | $2087.35       | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    18470000 | PA      | $21183056.48   | 0.11%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A C                     | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1403243 | PA      | $1410201.63    | 0.01%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   126747000 | PA      | $125222075.16  | 0.65%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  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        |     3330000 | PA      | $3451114.10    | 0.02%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-INV2                                          | CMLTI 2024-INV2 A3B                | CUSIP: 17331WBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19666341 | PA      | $20109600.39   | 0.10%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5582628.33    | 0.03%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   319170000 | PA      | $323384039.81  | 1.68%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Artea Bankas AB                                                                  | ARTEA BANKAS AB                    | CUSIP: N/A<br>LEI: 549300TK038P6EV4YU51       | Long             | DBT              | CORP              | LT        |     2849000 | PA      | $3429286.42    | 0.02%             | 2028-12-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3083                          | CUSIP: 3140X6M99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      272986 | PA      | $270967.23     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $393497.37     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1428533.39    | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  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        |     1120000 | PA      | $1142718.30    | 0.01%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6260                          | CUSIP: 3132DT5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3408686 | PA      | $3429125.39    | 0.02%             | 2054-09-01      | Fixed         | 5.00%                 | 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        |     8600000 | PA      | $7378644.34    | 0.04%             | 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        |      235000 | PA      | $247161.04     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3574                          | CUSIP: 3132DQ6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12666381 | PA      | $11491703.69   | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    13080000 | PA      | $13257708.80   | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9880                          | CUSIP: 3133KR6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2188999 | PA      | $2286662.08    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     5095000 | PA      | $5098882.39    | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2473                          | CUSIP: 3132AEXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7461494 | PA      | $7191080.42    | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4837                          | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12258943 | PA      | $11400861.17   | 0.06%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1631691.20    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | 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        |       40000 | PA      | $34746.29      | 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        |      105000 | PA      | $108221.02     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3360000 | PA      | $3603708.19    | 0.02%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $263805.70     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7370000 | PA      | $7699006.38    | 0.04%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     2737260 | PA      | $2776637.67    | 0.01%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    13733000 | PA      | $14099363.48   | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4474                          | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11152702 | PA      | $9755742.50    | 0.05%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2535402.86    | 0.01%             | 2034-04-24      | Variable      | 8.50%                 | 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        |     1970000 | PA      | $1996805.59    | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2108316.00    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     2652000 | PA      | $2641133.96    | 0.01%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      390000 | PA      | $388489.57     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                     | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      550000 | PA      | $568483.69     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     9740000 | PA      | $9799743.21    | 0.05%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3565                          | CUSIP: 31418C6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69658 | PA      | $70903.09      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    17723000 | PA      | $19601965.88   | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5680                          | CUSIP: 3133KMJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38972215 | PA      | $31692446.71   | 0.16%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                          | BFLD 2025-5MW A                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4710000 | PA      | $4709723.05    | 0.02%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8632000 | PA      | $7699248.52    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                    | CHAOT 2025-2A D                    | CUSIP: 16144MAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1140000 | PA      | $1134625.70    | 0.01%             | 2033-02-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.810000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -29500000 | NC      | $-131663.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2023-57 Z                      | CUSIP: 3136BQQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8557001 | PA      | $7889852.70    | 0.04%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                     | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      900000 | PA      | $914684.94     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                          | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3141707 | PA      | $2601595.24    | 0.01%             | 2051-04-20      | Fixed         | 2.00%                 | 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        |       90000 | PA      | $93694.10      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2467716.09    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      340000 | PA      | $318327.14     | 0.00%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2025-1 A                     | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4520000 | PA      | $4510806.77    | 0.02%             | 2029-08-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                    | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $421669.28     | 0.00%             | 2040-07-13      | Fixed         | 1.86%                 | 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        |     2430000 | PA      | $2497183.67    | 0.01%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                             | COMMERCIAL METAL                   | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204519.52     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9592                          | CUSIP: 3140XDUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2318340 | PA      | $2087399.20    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3664                          | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2709 | PA      | $2621.37       | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0928                          | CUSIP: 3132DNA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216649 | PA      | $179226.73     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                             | CUSIP: 698299AD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     5259000 | PA      | $5633317.21    | 0.03%             | 2027-09-30      | Fixed         | 8.88%                 | 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        |     1300000 | PA      | $1318100.29    | 0.01%             | 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        |    28674000 | PA      | $24929578.76   | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     5360000 | PA      | $5365166.50    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | 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        |     1190000 | PA      | $1214031.93    | 0.01%             | 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        |     7315000 | PA      | $7635890.03    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      295000 | PA      | $310923.24     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  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        |     2830000 | PA      | $2875624.98    | 0.01%             | 2029-04-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    13740000 | PA      | $7714507.12    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A4                     | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1810000 | PA      | $1833802.95    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       95000 | PA      | $100695.30     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A C                    | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1170000 | PA      | $1180602.89    | 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        |     3150000 | PA      | $3215088.14    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46400000 | PA      | $44631000.00   | 0.23%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1949433.82    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786977                          | CUSIP: 3622ACUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21225395 | PA      | $21300969.70   | 0.11%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9444                          | CUSIP: 3140XRP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3669379 | PA      | $3814774.73    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | 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        |     3890000 | PA      | $3707226.79    | 0.02%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $84885.13      | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                   | DAWN BIDCO LLC                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      195000 | PA      | $194244.38     | 0.00%             | 2032-10-07      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    54660456 | PA      | $62313802.97   | 0.32%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $814.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 3.250000 26-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   114500000 | NC      | $347241.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     9360000 | PA      | $9440076.67    | 0.05%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | SFUEL 2025-BA C                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1320000 | PA      | $1325975.64    | 0.01%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5166                          | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2267660 | PA      | $2335014.34    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     8730000 | PA      | $9894612.56    | 0.05%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BB3612                          | CUSIP: 3617AUAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      160466 | PA      | $148230.79     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9253000 | PA      | $9189886.21    | 0.05%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1907000 | PA      | $1919267.73    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK50 AS                 | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1315902.25    | 0.01%             | 2068-05-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | ONTARIO GAMI/OTG                   | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      110000 | PA      | $104517.71     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       65000 | PA      | $64970.93      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2022-191 BY                    | CUSIP: 38383LHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15800000 | PA      | $15248960.78   | 0.08%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4390 NZ                        | CUSIP: 3137BDXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    90971165 | PA      | $83638307.10   | 0.43%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3495000 | PA      | $3488641.20    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | 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        |    14729000 | PA      | $13840101.90   | 0.07%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5.5 1/26                      | CUSIP: 01F052417<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1025234.40    | 0.01%             | 2026-01-20      | Fixed         | 5.50%                 | 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        |      120000 | PA      | $117684.91     | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                                             | DEUTSCHE EUROSHP                   | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |     1600000 | PA      | $1891129.96    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | 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        |      600000 | PA      | $618602.40     | 0.00%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                            | SBCLN 2024-B C                     | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      435381 | PA      | $438298.83     | 0.00%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $2022672.96    | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | 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        |      980000 | PA      | $989081.66     | 0.01%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                | CMPDC 2025-2A A1                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6286692 | PA      | $6274775.82    | 0.03%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 A4                    | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1060000 | PA      | $1076854.95    | 0.01%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 AS                  | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5730000 | PA      | $6015614.14    | 0.03%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8134                          | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30558025 | PA      | $24926370.31   | 0.13%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ5404                          | CUSIP: 3140Q1AE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8708000 | PA      | $8762858.66    | 0.05%             | 2030-11-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.358000 18-OCT-2045 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    42900000 | NC      | $-896987.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6770000 | PA      | $6070747.01    | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1761                          | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27579 | PA      | $26720.06      | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5180938.15    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    73600000 | PA      | $70428874.82   | 0.36%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1954                          | CUSIP: 3133AYE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187920 | PA      | $167849.57     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3749690 | PA      | $3763972.18    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8159000 | PA      | $8310748.43    | 0.04%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $266235.55     | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV1610                          | CUSIP: 3138XCYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24705 | PA      | $25167.03      | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720075                          | CUSIP: 3620A56L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3566 | PA      | $3573.19       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                          | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1542794 | PA      | $1513545.48    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2819895.57    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      115000 | PA      | $115684.64     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1717                          | CUSIP: 3132CX4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1000940.88    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | CROWN AMERICAS L                   | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      155000 | PA      | $158563.31     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0888                          | CUSIP: 31427M7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16724543 | PA      | $16861413.17   | 0.09%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2811                          | CUSIP: 31418CDR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100190 | PA      | $89176.80      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | 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        |     1080000 | PA      | $1103175.50    | 0.01%             | 2031-07-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 A                   | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2920000 | PA      | $2877050.30    | 0.01%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      884000 | PA      | $305834.74     | 0.00%             | 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        |     6938901 | PA      | $7238725.28    | 0.04%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3629                          | CUSIP: 3140NYA76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24940000 | PA      | $25453821.36   | 0.13%             | 2030-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB7553                          | CUSIP: 3618HAMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      637542 | PA      | $663745.83     | 0.00%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2600                          | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37232 | PA      | $34123.15      | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3540000 | PA      | $3254993.18    | 0.02%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      255000 | PA      | $259014.85     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      590000 | PA      | $593335.21     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp                                                             | PROTECTIVE LIFE                    | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85226.97      | 0.00%             | 2028-09-30      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                   | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |    30348000 | PA      | $34971350.12   | 0.18%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8132                          | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2986026 | PA      | $2766040.68    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0132                          | CUSIP: 3132D9ED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14804011 | PA      | $12584803.75   | 0.07%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      285000 | PA      | $292427.33     | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      700000 | PA      | $701350.09     | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8663                          | CUSIP: 3140QUTV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3548646 | PA      | $3583232.01    | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.200000 19-MAY-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44540000 | NC      | $-205909.86    | -0.00%            |  |  |  | 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        |      741065 | PA      | $745867.96     | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM6110                          | CUSIP: 3140JAYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126876 | PA      | $118453.55     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 C                     | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1230958.77    | 0.01%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $2702336.00    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3902                          | CUSIP: 31418DKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      923486 | PA      | $790580.58     | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    22549000 | PA      | $23477833.90   | 0.12%             | 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        |      471000 | PA      | $477129.83     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -81 | NC      | $-22063.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A C                    | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530000 | PA      | $543785.41     | 0.00%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8257                          | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12277315 | PA      | $12044557.98   | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82436.76      | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      102000 | PA      | $106146.06     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5236 PZ                        | CUSIP: 3137H8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10084527 | PA      | $9102081.34    | 0.05%             | 2052-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                        | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1146597.36    | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2520                          | CUSIP: 36179QYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104777 | PA      | $96027.46      | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL5159                          | CUSIP: 3131XLWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266798 | PA      | $247737.79     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      934000 | PA      | $1339730.96    | 0.01%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8D0898                          | CUSIP: 3142BN7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3473192 | PA      | $3508410.66    | 0.02%             | 2055-10-01      | Floating      | 5.37%                 | 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        |     3885775 | PA      | $3895489.10    | 0.02%             | 2044-02-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      625000 | PA      | $624841.63     | 0.00%             | 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        |      890000 | PA      | $909946.86     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    15710000 | PA      | $16181108.34   | 0.08%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                      | KAZMUNAYGAS NAT                    | CUSIP: AN2178670<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     8300000 | PA      | $8335231.84    | 0.04%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6933                          | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2848755 | PA      | $2631547.36    | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3745000 | PA      | $3847846.69    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123027.43     | 0.00%             | 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        |      760000 | PA      | $769901.51     | 0.00%             | 2028-12-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61950000 | PA      | $49930247.89   | 0.26%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1002863.40    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     6100000 | PA      | $7878335.07    | 0.04%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2179865.29    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A B                     | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $1100585.43    | 0.01%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  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        |       45000 | PA      | $44935.82      | 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        |     2252603 | PA      | $2147306.41    | 0.01%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A4                    | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1212659.74    | 0.01%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720060                          | CUSIP: 3620A55V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8377 | PA      | $8392.26       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                     | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     6210000 | PA      | $5837838.43    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1144724.70    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      381000 | PA      | $448548.96     | 0.00%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0545                          | CUSIP: 3132CWTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16389944 | PA      | $15305394.88   | 0.08%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10162000 | PA      | $10152304.44   | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK                   | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     7600000 | PA      | $7836288.56    | 0.04%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ0917                          | CUSIP: 3617LKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17636 | PA      | $16125.90      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    12623000 | PA      | $12204646.01   | 0.06%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 B                     | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1980000 | PA      | $2001957.80    | 0.01%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    11607000 | PA      | $11733867.99   | 0.06%             | 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        |     4120000 | PA      | $4317487.26    | 0.02%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  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        |     1440000 | PA      | $1488756.82    | 0.01%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3819529.08    | 0.02%             | 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        |      870000 | PA      | $892315.76     | 0.00%             | 2036-12-11      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | COTIVITI                           | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       99500 | PA      | $95520.00      | 0.00%             | 2032-03-29      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5467                          | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      916867 | PA      | $912278.29     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                     | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      185000 | PA      | $196773.23     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                                                   | SCANDINAVIAN TOB                   | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |      346000 | PA      | $420802.97     | 0.00%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3414916.25    | 0.02%             | 2079-12-31      | 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        |     1580000 | PA      | $1590446.80    | 0.01%             | 2031-05-15      | Fixed         | 4.81%                 | 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        |     1940000 | PA      | $2000292.29    | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     6953000 | PA      | $6891434.66    | 0.04%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A D                    | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $452689.60     | 0.00%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      325000 | PA      | $332539.32     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Euro-BTP Future   Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         406 | NC      | $-129106.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8113                          | CUSIP: 3140XQAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9432456 | PA      | $8794497.70    | 0.05%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      665000 | PA      | $670234.15     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4031                          | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9035 | PA      | $8931.78       | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    14255000 | PA      | $14153839.39   | 0.07%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      410000 | PA      | $410058.38     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-32 GZ                     | CUSIP: 3136AWLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5821202 | PA      | $5400601.41    | 0.03%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47192.36      | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                               | SUBWAY 2024-1A A2II                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4474800 | PA      | $4568917.57    | 0.02%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    36405000 | PA      | $36438146.75   | 0.19%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | HACLN 2024-1 B1                    | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      852982 | PA      | $867250.43     | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1600000 | NC      | $-29495.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CN3050                          | CUSIP: 3617F2L70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5778282 | PA      | $4700030.57    | 0.02%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7023                          | CUSIP: 3138WGYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159361 | PA      | $154979.57     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7989                          | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7757669 | PA      | $7143144.26    | 0.04%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     9832000 | PA      | $9658953.85    | 0.05%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                          | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15106246 | PA      | $12518673.15   | 0.06%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     6200000 | PA      | $7228964.32    | 0.04%             | 2027-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58342.87      | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     4263000 | PA      | $4268761.44    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                          | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7469692 | PA      | $7668168.01    | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI                   | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     1808000 | PA      | $1830145.11    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A C                     | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1790000 | PA      | $1800851.16    | 0.01%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3364                          | CUSIP: 3140XJW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2385466 | PA      | $2139637.95    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                      | INVERSION ESCROW                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      270000 | PA      | $268947.24     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      355000 | PA      | $236702.04     | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | 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        |     4420000 | PA      | $4505195.06    | 0.02%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2627789.19    | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1065549.08    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | 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        |     8078400 | PA      | $8189423.87    | 0.04%             | 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        |     4520000 | PA      | $4600119.26    | 0.02%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2020-7 EP                      | CUSIP: 38382DFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5015439 | PA      | $4414732.35    | 0.02%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7281                          | CUSIP: 3133JLCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      234690 | PA      | $218229.80     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3619                          | CUSIP: 3140X7AV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      713974 | PA      | $708693.98     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DD0521                          | CUSIP: 3618HSSJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      245777 | PA      | $256623.58     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     7654000 | PA      | $7901756.92    | 0.04%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                               | FHS 357 200                        | CUSIP: 3132J0P50<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6883558 | PA      | $5947985.92    | 0.03%             | 2047-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      974000 | PA      | $934749.94     | 0.00%             | 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        |      175521 | PA      | $178550.71     | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10060000 | PA      | $9417345.07    | 0.05%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      961000 | PA      | $957655.05     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1519                          | CUSIP: 3140X4VM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      504910 | PA      | $485506.65     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     3500000 | PA      | $2595812.14    | 0.01%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9003000 | PA      | $9171663.10    | 0.05%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63359000 | PA      | $56547907.50   | 0.29%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                                           | GSMS 2019-GC38 A4                  | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $147577.68     | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6192314.96    | 0.03%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $928.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     4846000 | PA      | $4518441.90    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | 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        |      330000 | PA      | $338692.04     | 0.00%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0143                          | CUSIP: 3618N5ER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6771132 | PA      | $6163870.32    | 0.03%             | 2055-01-20      | Fixed         | 3.50%                 | 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        |       35000 | PA      | $34456.72      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG T62157                          | CUSIP: 3128S3ME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173320 | PA      | $154130.45     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4852059.00    | 0.03%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3766                          | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11267210 | PA      | $10795494.53   | 0.06%             | 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        |      950000 | PA      | $956032.41     | 0.00%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN              | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     1205000 | PA      | $1281382.06    | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5181                          | CUSIP: 36179TXJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21327 | PA      | $19347.52      | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | 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        |     2130000 | PA      | $2127161.56    | 0.01%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A C                    | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      710000 | PA      | $715679.93     | 0.00%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3754596.77    | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38000000 | PA      | $38296875.00   | 0.20%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7913                          | CUSIP: 3138WVYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      317867 | PA      | $292156.82     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1201                          | CUSIP: 3142BBKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7343141 | PA      | $7426944.28    | 0.04%             | 2055-11-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                        | CARPENTER TECH                     | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91473.38      | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                          | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2018968 | PA      | $2071509.39    | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5223000 | PA      | $5479691.65    | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC9067                          | CUSIP: 3140AXCD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5969377 | PA      | $6096121.66    | 0.03%             | 2055-05-01      | Floating      | 5.37%                 | 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        |     2250000 | PA      | $2278503.90    | 0.01%             | 2029-07-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    30260000 | PA      | $30250740.44   | 0.16%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  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        |      250000 | PA      | $259030.13     | 0.00%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    11155000 | PA      | $11186969.11   | 0.06%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1231062.97    | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6195                          | CUSIP: 3140XM3D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      223407 | PA      | $221541.91     | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A C                    | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4160000 | PA      | $4160097.34    | 0.02%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      360000 | PA      | $360072.00     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4493 ZG                        | CUSIP: 3137BKMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8294838 | PA      | $7662176.34    | 0.04%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 A4                    | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2420000 | PA      | $2449483.59    | 0.01%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      456000 | PA      | $177273.10     | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                    | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    11395000 | PA      | $11437491.96   | 0.06%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1996                          | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4345 | PA      | $4209.40       | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | 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        |     1090000 | PA      | $1096154.03    | 0.01%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | COTIVITI                           | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       80000 | PA      | $77400.00      | 0.00%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       63000 | PA      | $63587.37      | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $265354.55     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     3100000 | PA      | $3600941.05    | 0.02%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      620000 | PA      | $587965.72     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                     | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      279000 | PA      | $283808.01     | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $4294275.18    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3078                          | CUSIP: 3140X6M40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6326617 | PA      | $6203515.43    | 0.03%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5753                          | CUSIP: 36179UMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44493 | PA      | $42133.36      | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18822000 | PA      | $18320570.06   | 0.09%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                  | SUNOCO LP/FIN                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $263056.90     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5                  | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4888627 | PA      | $4460418.62    | 0.02%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6954                          | CUSIP: 3133KNWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      188265 | PA      | $167863.45     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    93249000 | PA      | $96570995.63   | 0.50%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6508                          | CUSIP: 3133KNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39356641 | PA      | $32226445.56   | 0.17%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     3929000 | PA      | $4103177.28    | 0.02%             | 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        |      320000 | PA      | $326892.77     | 0.00%             | 2029-11-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $229998.94     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.221000 22-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    99200000 | NC      | $-376200.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                          | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      523465 | PA      | $468583.47     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      380000 | PA      | $370206.59     | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     8627000 | PA      | $8952227.55    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    26036136 | PA      | $27899854.69   | 0.14%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1153                          | CUSIP: 3142BBH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5771801 | PA      | $5833790.65    | 0.03%             | 2055-09-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7730                          | CUSIP: 3140QFSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2962049 | PA      | $2543165.16    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | 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        |      300000 | PA      | $305833.47     | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206582.19     | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                     | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2350000 | PA      | $1778993.01    | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8436                          | CUSIP: 3132DWLR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3537937 | PA      | $3457043.40    | 0.02%             | 2054-06-01      | Fixed         | 4.50%                 | 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        |    13330000 | PA      | $13142136.31   | 0.07%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                               | ELM21 2022-8A BR2                  | CUSIP: 289907AY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     2320000 | PA      | $2326257.74    | 0.01%             | 2038-10-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7988                          | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14553252 | PA      | $13089600.81   | 0.07%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2914780.56    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4373051.61    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8646                          | CUSIP: 36179XTB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5950126 | PA      | $5833420.22    | 0.03%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176397.50     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      110000 | PA      | $116041.27     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      529000 | PA      | $522981.04     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4587                          | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      183272 | PA      | $164048.77     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  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        |      960000 | PA      | $976240.99     | 0.01%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8242000 | PA      | $7183001.08    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                  | WELLI 2023-1A AR                   | CUSIP: 94957JAJ3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |     1250000 | PA      | $1252085.25    | 0.01%             | 2038-10-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7543                          | CUSIP: 3132DVLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33056127 | PA      | $28474405.74   | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      127500 | PA      | $133101.61     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1777990.20    | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     7405000 | PA      | $6918501.13    | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8490                          | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16495180 | PA      | $16574531.92   | 0.09%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      215000 | PA      | $222517.60     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7477                          | CUSIP: 3140XBJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12024664 | PA      | $11901913.06   | 0.06%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO3569                          | CUSIP: 3617A36E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19776 | PA      | $19013.44      | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2025-82 A                      | CUSIP: 38385F4F5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5269253 | PA      | $5071786.34    | 0.03%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    15730000 | PA      | $16096960.45   | 0.08%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9552000 | PA      | $9303524.78    | 0.05%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | AXALTA COATING S                   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |       55000 | PA      | $57972.40      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68564000 | PA      | $69163935.00   | 0.36%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                             | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     3790000 | PA      | $3835790.78    | 0.02%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM6196                          | CUSIP: 3131Y03D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62817 | PA      | $58823.69      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q61585                          | CUSIP: 3132VMXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34282 | PA      | $34015.59      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    12910000 | PA      | $12676348.37   | 0.07%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4469016.00    | 0.02%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9538                          | CUSIP: 36179YS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2019679 | PA      | $1914955.59    | 0.01%             | 2054-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                   | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $572734.57     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    14527000 | PA      | $16979889.67   | 0.09%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14023.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    38824000 | PA      | $44744311.45   | 0.23%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A B                    | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $569157.54     | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                            | SBCLN 2024-B B                     | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275445 | PA      | $277372.32     | 0.00%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                                   | WFLOOR 2025-1A B                   | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1410000 | PA      | $1411505.60    | 0.01%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    22556000 | PA      | $23164592.46   | 0.12%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6240000 | PA      | $5259618.00    | 0.03%             | 2042-12-15      | Fixed         | 4.30%                 | 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        |       12292 | PA      | $12279.73      | 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        |     1071000 | PA      | $1122097.52    | 0.01%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG                   | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $216211.82     | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787211                          | CUSIP: 3622AC3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12681493 | PA      | $13018759.48   | 0.07%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 1/26                        | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   191850000 | PA      | $191370375.00  | 0.99%             | 2026-01-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                          | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13057384 | PA      | $13103876.55   | 0.07%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     3805000 | PA      | $3729007.30    | 0.02%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3256                          | CUSIP: 3133KJTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7253763 | PA      | $6499445.98    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4272358.86    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28766.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                            | CARLYLE GRP INC                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     3683000 | PA      | $3632886.52    | 0.02%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      165000 | PA      | $149394.17     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2694154.05    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1556                          | CUSIP: 3140XGWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7554917 | PA      | $7062832.33    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4343046.53    | 0.02%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       75000 | PA      | $62626.43      | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     4002000 | PA      | $5151764.63    | 0.03%             | 2027-03-30      | Fixed         | 1.62%                 | 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        |      540000 | PA      | $546236.89     | 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       |  -432150000 | NC      | $-15720.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0717                          | CUSIP: 3140Q7YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1381037 | PA      | $1372980.51    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14020000 | PA      | $14736026.64   | 0.08%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70509000 | PA      | $41448825.64   | 0.21%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                             | BLAST 2025-4 C                     | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1136017.25    | 0.01%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BX2272                          | CUSIP: 3617Q6QZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1653571 | PA      | $1485459.28    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3804                          | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7534 | PA      | $7289.46       | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                         | PMTLT 2025-INV1 A1                 | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15292237 | PA      | $15574195.57   | 0.08%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                       | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     2383000 | PA      | $2383113.43    | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1244                          | CUSIP: 3132CXLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4210069 | PA      | $4106829.28    | 0.02%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-LTV1                                          | CMLTI 2025-LTV1 A1                 | CUSIP: 17332XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16700000 | PA      | $16723164.57   | 0.09%             | 2055-12-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43000000 | PA      | $42704375.00   | 0.22%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                         | TLOT 2025-A A4                     | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2290000 | PA      | $2319817.86    | 0.01%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  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        |    24191000 | PA      | $25239450.04   | 0.13%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5141                          | CUSIP: 3133KYWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5817253 | PA      | $5082603.90    | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $721319.00     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC                   | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      185000 | PA      | $189157.30     | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    12460000 | PA      | $12646949.84   | 0.07%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3400000 | PA      | $3456723.90    | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB9155                          | CUSIP: 3617UVE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1446553 | PA      | $1242805.60    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68351000 | PA      | $69443013.85   | 0.36%             | 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        |    20520000 | PA      | $21100578.52   | 0.11%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK ELEVATOR US                     | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |       39701 | PA      | $39917.87      | 0.00%             | 2030-04-30      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4156                          | CUSIP: 3132E0TM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2199443 | PA      | $1985844.19    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                     | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2609906.64    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $95168.30      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                               | TACLN 2025-1 B                     | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3938260 | PA      | $3944621.83    | 0.02%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RE5018                          | CUSIP: 3133N2SF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128427 | PA      | $119420.03     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                         | PMTLT 2024-INV2 A1                 | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39738952 | PA      | $40392181.39   | 0.21%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4801                          | CUSIP: 3140Q0KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24590000 | PA      | $24704328.75   | 0.13%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33832.72      | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE                   | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |       80000 | PA      | $65350.47      | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |        8000 | PA      | $7309.92       | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14500.65      | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2420000 | PA      | $2412838.49    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                      | CUSIP: 681919BM7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1539535.57    | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4458                          | CUSIP: 3140JL5U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8168 | PA      | $8102.09       | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                                             | GCAT 2022-INV3 1A1                 | CUSIP: 36830RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6231804 | PA      | $5869337.27    | 0.03%             | 2052-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13000000 | PA      | $9065468.75    | 0.05%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FCC Servicios Medio Ambiente Holding SA                                          | MEDIO AMBIENTE                     | CUSIP: N/A<br>LEI: 959800JMZW3HYQVLKG81       | Long             | DBT              | CORP              | ES        |     1500000 | PA      | $1756658.93    | 0.01%             | 2031-10-08      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Altrad Investment Authority SAS                                                  | ALTRAD INVESTMEN                   | CUSIP: N/A<br>LEI: 969500ZVXDEW43J4LH50       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1772024.56    | 0.01%             | 2029-06-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2499                          | CUSIP: 3140XHX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1907189 | PA      | $1813649.41    | 0.01%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4498                          | CUSIP: 3132E07K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6695989 | PA      | $6463780.70    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6084                          | CUSIP: 36179UXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6101 | PA      | $6075.38       | 0.00%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0469                          | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3762311 | PA      | $3365190.03    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     2200000 | PA      | $2504515.73    | 0.01%             | 2031-01-02      | Fixed         | 3.25%                 | 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       |   -82000000 | NC      | $-15737.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      109000 | PA      | $82332.74      | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 AS                    | CUSIP: 096920AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2020000 | PA      | $2090389.73    | 0.01%             | 2057-11-15      | Variable      | 5.73%                 | 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        |      790000 | PA      | $810018.05     | 0.00%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4305                          | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2481487 | PA      | $2024164.46    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5295                          | CUSIP: 3138Y63D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55199 | PA      | $56291.09      | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0929                          | CUSIP: 3140Y7A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9431587 | PA      | $9497980.61    | 0.05%             | 2055-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                            | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1167461.31    | 0.01%             | 2032-08-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6685                          | CUSIP: 3140XNNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2712983 | PA      | $2783894.78    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2853291.58    | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103734.04     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: ED0617438<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     3630000 | PA      | $4896707.25    | 0.03%             | 2026-03-31      | Fixed         | 6.64%                 | 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       |    82000000 | NC      | $2295.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114977.87     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2365                          | CUSIP: 3617LYTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13602 | PA      | $12974.55      | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3396                          | CUSIP: 3138A4X26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      293890 | PA      | $294363.76     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5387                          | CUSIP: 31418E6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12396327 | PA      | $12393181.93   | 0.06%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      140000 | PA      | $141412.21     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | 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        |       50000 | PA      | $46477.88      | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45200000 | PA      | $31620578.01   | 0.16%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      225000 | PA      | $221422.82     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS9878                          | CUSIP: 3132AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      294893 | PA      | $278774.59     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       85000 | PA      | $87573.38      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8225000 | PA      | $7515420.20    | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      454000 | PA      | $382029.67     | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                                                | LADAR 2025-3A B                    | CUSIP: 501684AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $751412.63     | 0.00%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                   | OCT57 2021-1A B1R                  | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     3140000 | PA      | $3141191.32    | 0.02%             | 2034-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     7434000 | PA      | $8595039.32    | 0.04%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $1957965.99    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                          | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12594230 | PA      | $12838686.61   | 0.07%             | 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        |    56923116 | PA      | $47137087.23   | 0.24%             | 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        |       75000 | PA      | $77651.91      | 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        |     9435000 | PA      | $9846419.78    | 0.05%             | 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        |       65000 | PA      | $59739.62      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 B                   | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780000 | PA      | $747060.44     | 0.00%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1900                          | CUSIP: 31427PDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5161876 | PA      | $5316808.68    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $2478391.55    | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42000000 | PA      | $26420625.00   | 0.14%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       80000 | PA      | $79228.59      | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $4673098.04    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 C                      | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $870802.63     | 0.00%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                          | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      169596 | PA      | $168607.15     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    16320000 | PA      | $16277479.87   | 0.08%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      180000 | PA      | $186092.84     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     4441000 | PA      | $5184484.29    | 0.03%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ5170                          | CUSIP: 3140Q0W81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4790000 | PA      | $4797860.87    | 0.02%             | 2032-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7031                          | CUSIP: 3140XAY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6617404 | PA      | $6363105.93    | 0.03%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2962                          | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3433 | PA      | $3316.54       | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   135000000 | PA      | $135421875.00  | 0.70%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7532                          | CUSIP: 3132DVLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4237298 | PA      | $3501411.49    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 2.148300 29-NOV-2028 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   429075000 | NC      | $-887398.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       45000 | PA      | $49466.96      | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     4830000 | PA      | $4928698.64    | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8047                          | CUSIP: 3132DV5G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72541 | PA      | $71754.66      | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                     | BBCMS 2021-C9 A5                   | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1891302.00    | 0.01%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      930000 | PA      | $785818.75     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $84126.62      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1952                          | CUSIP: 3140Q9E25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      308601 | PA      | $304813.82     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6530000 | PA      | $6668422.29    | 0.03%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF2                                                         | PMTLT 2025-CNF2 A1                 | CUSIP: 729911AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45400000 | PA      | $45703258.38   | 0.24%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                               | STUDIO CITY CO                     | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      240000 | PA      | $240308.14     | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2841000 | PA      | $2046899.59    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      464000 | PA      | $467723.88     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      220000 | PA      | $230528.85     | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.750000 09-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -32400000 | NC      | $-64801.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0716                          | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1425399 | PA      | $1424591.63    | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11419000 | PA      | $8849725.00    | 0.05%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5710                          | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42575 | PA      | $40929.22      | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | 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        |      280000 | PA      | $288720.74     | 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        |      178000 | PA      | $189547.50     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    12780000 | PA      | $12728164.32   | 0.07%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     4370000 | PA      | $4484157.95    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1874303.40    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      237000 | PA      | $232946.87     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     9738000 | PA      | $10562239.90   | 0.05%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                   | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $662868.38     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                          | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1880611 | PA      | $1557596.31    | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      680000 | PA      | $504392.45     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7766                          | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5865691 | PA      | $4857281.18    | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $10801545.60   | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4.5 1/26                      | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5000000 | PA      | $4870484.50    | 0.03%             | 2026-01-22      | Fixed         | 4.50%                 | 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        |      600000 | PA      | $606568.74     | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 C                      | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $302624.34     | 0.00%             | 2030-08-22      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3552                          | CUSIP: 31418C5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28083 | PA      | $27367.95      | 0.00%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5200 MA                        | CUSIP: 3137H6EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2286181 | PA      | $2113217.63    | 0.01%             | 2048-08-25      | Fixed         | 2.50%                 | 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        |      600000 | PA      | $568365.00     | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT7613                          | CUSIP: 36194GN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18283 | PA      | $16658.13      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | 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        |      430000 | PA      | $434808.05     | 0.00%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    21166000 | PA      | $20941976.94   | 0.11%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                          | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      990635 | PA      | $986916.05     | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4861                          | CUSIP: 3140QQMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26860678 | PA      | $26962984.57   | 0.14%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 3.800000 19-MAY-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    44540000 | NC      | $712820.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 B                     | CUSIP: 14290FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $971563.39     | 0.01%             | 2031-03-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0625                          | CUSIP: 3132CWVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6377816 | PA      | $6178295.30    | 0.03%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3908                          | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5693874 | PA      | $5791100.30    | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0075                          | CUSIP: 3140Y6CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18810219 | PA      | $19678835.21   | 0.10%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785816                          | CUSIP: 3622ABK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1169044 | PA      | $1112902.38    | 0.01%             | 2051-02-20      | Fixed         | 4.00%                 | 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        |      808851 | PA      | $816178.99     | 0.00%             | 2043-11-25      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR1050                          | CUSIP: 3140KYEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5794351 | PA      | $5272836.44    | 0.03%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      254000 | PA      | $255195.81     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                                                | TMUST 2025-1A A                    | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5260000 | PA      | $5333878.28    | 0.03%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4860                          | CUSIP: 3140QCMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5631100 | PA      | $5073678.22    | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                                   | GALC 2025-2 A4                     | CUSIP: 39154TCR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3318023.94    | 0.02%             | 2032-09-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3587073.09    | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | RIVERS BOR/FIN                     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51188.16      | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1182                          | CUSIP: 3132DNJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4861191 | PA      | $4366310.67    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15460000 | PA      | $15737947.61   | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                     | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     4500000 | PA      | $4478847.30    | 0.02%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     8055000 | PA      | $8021817.43    | 0.04%             | 2031-03-15      | Fixed         | 4.25%                 | 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        |      545000 | PA      | $545857.23     | 0.00%             | 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        |       66000 | PA      | $66369.65      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 1/26                        | CUSIP: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -144050000 | PA      | $-147881960.48 | -0.77%            | 2026-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M5 A2                     | CUSIP: 3136BXM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48230000 | PA      | $42544512.56   | 0.22%             | 2031-11-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1648                          | CUSIP: 3132CXZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3271175 | PA      | $3313927.64    | 0.02%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS                   | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1043818.95    | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | 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        |      266772 | PA      | $268048.03     | 0.00%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $1832928.30    | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                       | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      500000 | PA      | $406121.95     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785707                          | CUSIP: 3622ABGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2413091 | PA      | $2203462.83    | 0.01%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9431                          | CUSIP: 3140XDPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1069785 | PA      | $1061872.73    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9955230.28    | 0.05%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1047                          | CUSIP: 3140XGEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2655296 | PA      | $2635657.76    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91154.06      | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21820000 | PA      | $22315244.18   | 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        |     9380000 | PA      | $9442884.46    | 0.05%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID                   | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $498491.05     | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0937                          | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6039193 | PA      | $6163075.86    | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF8681                          | CUSIP: 3140U0UF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3756960 | PA      | $3817254.32    | 0.02%             | 2055-12-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $979839.46     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2450000 | PA      | $2513684.81    | 0.01%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  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        |      810000 | PA      | $826999.96     | 0.00%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                               | CIPHER COMPUTE                     | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $137687.76     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-55 CB                     | CUSIP: 3136B6FG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1738710 | PA      | $1560665.05    | 0.01%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7057                          | CUSIP: 3140QSZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13476197 | PA      | $14090193.83   | 0.07%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL9045                          | CUSIP: 3131XRBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114723 | PA      | $108373.39     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT Future   Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -384 | NC      | $238886.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8215                          | CUSIP: 3140XCDV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39683008 | PA      | $34294380.63   | 0.18%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.45.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -848021000 | NC      | $-19211600.98  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2392327.50    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $882025.60     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-HQA1 A1                 | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1269000 | PA      | $1268185.18    | 0.01%             | 2045-02-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF NA CAPITAL                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      295000 | PA      | $298475.16     | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5594                          | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5183813 | PA      | $4803145.12    | 0.02%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144201.41     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250331.78     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 7 1/26                        | CUSIP: 21H070613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      250000 | PA      | $257076.38     | 0.00%             | 2026-01-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8702                          | CUSIP: 3140QUU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4992786 | PA      | $5189060.45    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 B                     | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $342508.93     | 0.00%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CD3535                          | CUSIP: 3617VD4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1587569 | PA      | $1363959.40    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7742                          | CUSIP: 3140QTS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13194720 | PA      | $13424150.91   | 0.07%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5194 AE                        | CUSIP: 3137H5R74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30831172 | PA      | $27526400.54   | 0.14%             | 2049-08-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1000701.78    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6040000 | PA      | $6281139.15    | 0.03%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM7832                          | CUSIP: 3140JCV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10417625 | PA      | $10582674.17   | 0.05%             | 2055-09-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5720                          | CUSIP: 3140XMLA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10201223 | PA      | $9191406.37    | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | HOWARD MIDSTREAM                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $194372.49     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    18370000 | PA      | $19518832.25   | 0.10%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      155000 | PA      | $162680.65     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   174748000 | PA      | $178297568.75  | 0.92%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4963                          | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      781449 | PA      | $752956.35     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5456                          | CUSIP: 3140XMB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4341925 | PA      | $4177784.45    | 0.02%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP4484                          | CUSIP: 3140KB6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      208451 | PA      | $205326.33     | 0.00%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU                   | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     1279000 | PA      | $1343351.61    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                    | CHAOT 2025-2A B                    | CUSIP: 16144MAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $538006.48     | 0.00%             | 2031-03-25      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     4740000 | PA      | $5494160.16    | 0.03%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1156                          | CUSIP: 3142BBH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5613651 | PA      | $5686877.09    | 0.03%             | 2055-10-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    26239000 | PA      | $26303815.58   | 0.14%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                          | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      992670 | PA      | $857402.10     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9936                          | CUSIP: 3140QWBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21674801 | PA      | $22359232.24   | 0.12%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5264                          | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1192730 | PA      | $1147751.32    | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    12014000 | PA      | $15087471.03   | 0.08%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8098                          | CUSIP: 3133KP7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13451781 | PA      | $13736126.52   | 0.07%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2293546.46    | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |      752000 | PA      | $615835.44     | 0.00%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $27412.34      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                | SWISS RE SUB FIN                   | CUSIP: N/A<br>LEI: 636700H29EH5Z8ZU8L04       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1182784.15    | 0.01%             | 2033-03-26      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                 | DLLAD 2025-1A A4                   | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3282025.07    | 0.02%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                         | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1012921.78    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3471000 | PA      | $3444339.94    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119931.65     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | TUNES 2025-1A A2                   | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7420000 | PA      | $7478275.94    | 0.04%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                                                             | LIFEPOINT HEALTH                   | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       55000 | PA      | $60310.18      | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL8481                          | CUSIP: 3618LLM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3490779 | PA      | $3609409.50    | 0.02%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41887.67      | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      210000 | PA      | $218195.69     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  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        |     3820000 | PA      | $3938267.20    | 0.02%             | 2032-06-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3230979.65    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    19358000 | PA      | $19370152.95   | 0.10%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     6608000 | PA      | $8276807.03    | 0.04%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE6391                          | CUSIP: 3618JCC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3189207 | PA      | $3299360.32    | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CM2346                          | CUSIP: 3617YMTB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      311531 | PA      | $285149.27     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                                        | AFFRM 2025-X2 C                    | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $510927.28     | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14410.71      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7116                          | CUSIP: 3140XN4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9942391 | PA      | $8700592.22    | 0.05%             | 2042-08-01      | Fixed         | 2.00%                 | 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        |     6500000 | PA      | $6430261.50    | 0.03%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                         | CIFC 2025-6A A1                    | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      980000 | PA      | $982396.00     | 0.01%             | 2038-10-23      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    16190000 | PA      | $16759157.83   | 0.09%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 A5                     | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $6165562.85    | 0.03%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.803500 22-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    22700000 | NC      | $-396953.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2616                          | CUSIP: 3133A83Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4667363 | PA      | $3811572.69    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                                           | CITZN 2024-2 A4                    | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3120000 | PA      | $3175028.06    | 0.02%             | 2031-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       64000 | PA      | $65742.05      | 0.00%             | 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        |     3635000 | PA      | $2369793.90    | 0.01%             | 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        |      125000 | PA      | $125985.58     | 0.00%             | 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        |       44000 | PA      | $43987.86      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                             | AMCOR UK FINANCE                   | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $3603950.63    | 0.02%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5544                          | CUSIP: 3140QDES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4072945 | PA      | $3691402.76    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       85000 | PA      | $76825.19      | 0.00%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  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        |     1330000 | PA      | $1346607.84    | 0.01%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3385                          | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5194062 | PA      | $5157270.66    | 0.03%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2713276.56    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3514000 | PA      | $3355648.27    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                      | OPAL US LLC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      154612 | PA      | $155450.04     | 0.00%             | 2032-04-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     6055000 | PA      | $6083601.40    | 0.03%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94925.47      | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $60534.90      | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    58707000 | PA      | $59183342.73   | 0.31%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -192 | NC      | $1359859.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31603.41      | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI                   | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      831000 | PA      | $1054054.78    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8788.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6620000 | PA      | $7329517.70    | 0.04%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5128000 | PA      | $4730594.36    | 0.02%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2349786.74    | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 A5                  | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3518636.99    | 0.02%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71878.62      | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    10660000 | PA      | $10578055.51   | 0.05%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $3816469.00    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CN2048                          | CUSIP: 3617F0HZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      985860 | PA      | $902373.71     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | 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        |       11886 | PA      | $11760.47      | 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        |     3620000 | PA      | $3493185.97    | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0522                          | CUSIP: 3140Q7SL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122541 | PA      | $108840.99     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                    | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    14618000 | PA      | $12779472.21   | 0.07%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      228000 | PA      | $222886.30     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8492                          | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7046142 | PA      | $7241070.11    | 0.04%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                     | HPEFS 2025-2A D                    | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1070000 | PA      | $1068662.82    | 0.01%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5474996.50    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 C                     | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $965782.94     | 0.01%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | MITR BRDN / MIWD                   | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $71719.51      | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BM4124                          | CUSIP: 3617JUSM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96114 | PA      | $91228.02      | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | ALCOA NEDERLAND                    | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       35000 | PA      | $35054.86      | 0.00%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp                                                                | IMOLA MERGER                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $256842.12     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI                   | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1776160.97    | 0.01%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     3333000 | PA      | $2536480.66    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      519000 | PA      | $663263.29     | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     4260000 | PA      | $3910196.92    | 0.02%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     6120000 | PA      | $6523793.32    | 0.03%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                              | DRIVE 2025-1 D                     | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8360000 | PA      | $8460362.64    | 0.04%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $781407.80     | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3870297.72    | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                          | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20536015 | PA      | $19578681.84   | 0.10%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4233                          | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      640691 | PA      | $578411.47     | 0.00%             | 2041-01-01      | 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        |     6560000 | PA      | $6599415.10    | 0.03%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4577                          | CUSIP: 31418ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      843029 | PA      | $683448.69     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                          | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23600109 | PA      | $20364529.30   | 0.11%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       89000 | PA      | $88484.14      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  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        |      480000 | PA      | $485069.71     | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4407342.75    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787228                          | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2238334 | PA      | $2328235.21    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                    | BBCMS 2024-C28 A5                  | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2010000 | PA      | $2093318.72    | 0.01%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD3487                          | CUSIP: 3133B02U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2175179 | PA      | $1887284.83    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      170000 | PA      | $162469.00     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    90900000 | PA      | $44796656.25   | 0.23%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4735752.43    | 0.02%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15705000 | PA      | $15630096.57   | 0.08%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM6866                          | CUSIP: 3140JBTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3802398 | PA      | $3657921.94    | 0.02%             | 2051-08-01      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                      | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1292024.32    | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784329                          | CUSIP: 3622A2Y22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84891 | PA      | $78236.39      | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6067000 | PA      | $6086493.88    | 0.03%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $790862.67     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1625                          | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3790423 | PA      | $3842331.09    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1475342.96    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7051                          | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4582258 | PA      | $3794849.67    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10852000 | PA      | $11032338.54   | 0.06%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        2037 | NC      | $-267807.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15847.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1701078.89    | 0.01%             | 2028-09-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1304000 | PA      | $1169756.20    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | 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        |      330000 | PA      | $336129.19     | 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        |      175000 | PA      | $180857.57     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $82802.52      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1394838.92    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0000                          | CUSIP: 3140W0AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4582805 | PA      | $4754369.95    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                          | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4364572 | PA      | $3766188.59    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133161.00     | 0.00%             | 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        |      175000 | PA      | $182682.89     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                                         | PMTLT 2024-INV1 A8                 | CUSIP: 73015BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7488057 | PA      | $7620626.57    | 0.04%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     1560000 | PA      | $1466475.82    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8644                          | CUSIP: 36179XS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      282514 | PA      | $258457.53     | 0.00%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4865000 | PA      | $4997509.46    | 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        |    69217000 | PA      | $68114345.50   | 0.35%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1309121.10    | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                          | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1153290 | PA      | $1108717.48    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                  | WELLI 2023-1A BR                   | CUSIP: 94957JAL8<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |     1460000 | PA      | $1462708.88    | 0.01%             | 2038-10-20      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                             | CUSIP: 698299AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |      780000 | PA      | $888499.40     | 0.00%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8369                          | CUSIP: 3132DWJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2022357 | PA      | $2104211.32    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | 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        |     1570000 | PA      | $1471786.77    | 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        |      850000 | PA      | $860782.76     | 0.00%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4921.90       | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $764522.60     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | 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        |     1620000 | PA      | $1645365.15    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    31748000 | PA      | $31759168.95   | 0.16%             | 2027-09-15      | Fixed         | 4.05%                 | 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        |     2380000 | PA      | $2446028.82    | 0.01%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      472000 | PA      | $456168.22     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9732                          | CUSIP: 3140XRY66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4282375 | PA      | $3980694.93    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                          | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7226419 | PA      | $7089418.07    | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BQ7636                          | CUSIP: 3617LSPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19818 | PA      | $18071.59      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3370000 | PA      | $3371584.24    | 0.02%             | 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        |      490000 | PA      | $496120.20     | 0.00%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3646000 | PA      | $3581815.82    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                            | JMIKE 2025-1A A2                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10897688 | PA      | $11092834.57   | 0.06%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                           | SIX FLAGS ENT                      | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100892.74     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0704                          | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1692512 | PA      | $1471145.54    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      515000 | PA      | $529388.84     | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                 | DLLAD 2025-1A A3                   | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4442640.40    | 0.02%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO                   | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     8449000 | PA      | $8457858.78    | 0.04%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $653431.20     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q32008                          | CUSIP: 3132QNGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41747 | PA      | $39567.32      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8990                          | CUSIP: 3140XC7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22805859 | PA      | $21694458.95   | 0.11%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      205000 | PA      | $219468.53     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66970.62      | 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        |     3661148 | PA      | $3315612.99    | 0.02%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8320                          | CUSIP: 3138WJG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175737 | PA      | $159438.95     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      292000 | PA      | $285667.89     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                             | GCAT 2024-INV2 A6                  | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13179255 | PA      | $13344351.32   | 0.07%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A C                    | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1119429.96    | 0.01%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9428                          | CUSIP: 3140XDPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1203087 | PA      | $1191181.40    | 0.01%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    12210000 | PA      | $12593138.81   | 0.07%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    26671000 | PA      | $24886798.11   | 0.13%             | 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        |     6890000 | PA      | $6997661.76    | 0.04%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                            | EFF 2024-4 A3                      | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2280000 | PA      | $2303320.30    | 0.01%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-649.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07961                          | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48469 | PA      | $45984.12      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    21830000 | PA      | $22691723.97   | 0.12%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60000000 | PA      | $61954687.20   | 0.32%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.733000 10-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    20400000 | NC      | $-461959.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    17880000 | PA      | $16971297.28   | 0.09%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      125000 | PA      | $132187.61     | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787071                          | CUSIP: 3622ACW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12010437 | PA      | $12329856.77   | 0.06%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       95000 | PA      | $99123.76      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7470000 | PA      | $8078536.08    | 0.04%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1944750.35    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7880                          | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5455586 | PA      | $4519384.94    | 0.02%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      786000 | PA      | $594105.41     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp                                          | SCIENCE APP                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65893.37      | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $94176.74      | 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        |     3180000 | PA      | $3273360.67    | 0.02%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       95000 | PA      | $98528.79      | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     3307000 | PA      | $4065724.09    | 0.02%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 A5                  | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $186961.64     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8724                          | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8751436 | PA      | $8579785.79    | 0.04%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB5165                          | CUSIP: 3618H7W24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1243499 | PA      | $1297691.28    | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1078872.34    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 1/26                      | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3695156.40    | 0.02%             | 2026-01-14      | Fixed         | 3.50%                 | 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        |      240000 | PA      | $244708.08     | 0.00%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3785                          | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11674874 | PA      | $11186091.04   | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    18370000 | PA      | $19202161.00   | 0.10%             | 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        |     2408175 | PA      | $2411867.05    | 0.01%             | 2045-02-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 1/26                      | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -500000 | PA      | $-422558.60    | -0.00%            | 2026-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     2751000 | PA      | $2766799.27    | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4730000 | PA      | $4719304.52    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  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        |      434401 | PA      | $434799.12     | 0.00%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      700000 | PA      | $606118.38     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | 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        |     1000000 | PA      | $1011675.50    | 0.01%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48862000 | PA      | $48785653.13   | 0.25%             | 2030-03-31      | Fixed         | 3.62%                 | 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        |      200000 | PA      | $187142.72     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                          | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3934799 | PA      | $4039349.63    | 0.02%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 1/26                      | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -423100000 | PA      | $-429000256.43 | -2.22%            | 2026-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dllad 2024-1 LLC                                                                 | DLLAD 2024-1A A3                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $928945.29     | 0.00%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2677                          | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26283 | PA      | $24074.96      | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     7665000 | PA      | $7642269.44    | 0.04%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3091                          | CUSIP: 3140QNNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30005549 | PA      | $24541349.88   | 0.13%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                        | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $532300.00     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8B6048                          | CUSIP: 3142B3WH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6570332 | PA      | $6670699.21    | 0.03%             | 2055-10-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23312000 | PA      | $17215365.57   | 0.09%             | 2049-02-15      | Fixed         | 3.00%                 | 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        |      150000 | PA      | $130498.50     | 0.00%             | 2047-09-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                              | DRIVE 2025-2 D                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6180000 | PA      | $6179419.70    | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | SBSN INDO III                      | CUSIP: 71567RAM8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     6923000 | PA      | $6957439.85    | 0.04%             | 2029-02-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1383                          | CUSIP: 31427NRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13733602 | PA      | $12255711.24   | 0.06%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                             | PROG 2025-SFR6 A                   | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7130000 | PA      | $6917813.34    | 0.04%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QU7369                          | CUSIP: 3133JLFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119476 | PA      | $111096.38     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | 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        |      720000 | PA      | $733465.73     | 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        |       44000 | PA      | $45654.87      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-4 LLC                                            | EFF 2025-4 A4                      | CUSIP: 29373NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4990000 | PA      | $5007098.24    | 0.03%             | 2032-06-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A A4                   | CUSIP: 16144YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3320000 | PA      | $3387183.19    | 0.02%             | 2030-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4793                          | CUSIP: 3138WEKF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37443 | PA      | $35440.90      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6628                          | CUSIP: 3132DULH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13781506 | PA      | $14421137.03   | 0.07%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3245                          | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13803 | PA      | $13326.74      | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                       | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     5320000 | PA      | $5456169.12    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5103638.58    | 0.03%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     7320000 | PA      | $8526256.48    | 0.04%             | 2033-10-16      | Fixed         | 3.75%                 | 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        |     8400000 | PA      | $7992615.12    | 0.04%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                                      | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: 635400L14KNHZXPUZM19       | Long             | DBT              | CORP              | IE        |     3300000 | PA      | $3864421.23    | 0.02%             | 2036-09-18      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    14173000 | PA      | $13120225.31   | 0.07%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                                                        | CALIFORNIA RESOU                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128279.88     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     5796000 | PA      | $5504278.05    | 0.03%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4440 KZ                        | CUSIP: 3137BGG60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12943740 | PA      | $11660581.74   | 0.06%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1611960.60    | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2605063.07    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7936                          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6840037 | PA      | $5903334.69    | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22000000 | PA      | $21169843.64   | 0.11%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1195                          | CUSIP: 3142BBKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3305096 | PA      | $3346878.53    | 0.02%             | 2055-11-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-782.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |       45000 | PA      | $45318.74      | 0.00%             | 2032-09-13      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    10565000 | PA      | $10298291.86   | 0.05%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5931                          | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131699 | PA      | $126444.02     | 0.00%             | 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        |     1000000 | PA      | $953469.30     | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1823.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 B                      | CUSIP: 92348KEL3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1180000 | PA      | $1197523.83    | 0.01%             | 2033-06-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 C                      | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1175639.60    | 0.01%             | 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        |       75000 | PA      | $77243.71      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1069013.79    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5800000 | PA      | $6133386.32    | 0.03%             | 2040-05-01      | Fixed         | 5.75%                 | 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        |     1220000 | PA      | $1236081.06    | 0.01%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-C13 Mortgage Trust                                                      | BMO 2025-C13 A5                    | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9600000 | PA      | $9894754.56    | 0.05%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2022-34 BA                     | CUSIP: 38383MCA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1778828 | PA      | $1559758.98    | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0011                          | CUSIP: 3142GQAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1599768 | PA      | $1665893.17    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2452                          | CUSIP: 31427PWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14763012 | PA      | $15206120.69   | 0.08%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3507591.26    | 0.02%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3475560.08    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                        | GRYPHON ACQUIRE                    | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135000 | PA      | $135900.05     | 0.00%             | 2032-09-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                            | ADT SEC CORP                       | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      220000 | PA      | $223030.72     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1838653.28    | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205293.58     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     8440000 | PA      | $8202848.66    | 0.04%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     9680000 | PA      | $9475328.98    | 0.05%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.230150 15-DEC-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   120000000 | NC      | $37355.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-INV1                                                                    | OBX 2023-INV1 A1                   | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1817299 | PA      | $1585805.67    | 0.01%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3985                          | CUSIP: 3138X3NB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161011 | PA      | $148431.07     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      185000 | PA      | $189249.54     | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 1/26                        | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5550234.60    | 0.03%             | 2026-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3412                          | CUSIP: 31418CYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126084 | PA      | $123072.75     | 0.00%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    27890000 | PA      | $32047792.16   | 0.17%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 A4                   | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $186215.76     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     2700000 | PA      | $2903481.37    | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK                   | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    13270000 | PA      | $13366121.25   | 0.07%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  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        |     1620000 | PA      | $1671763.37    | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A4                    | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3570000 | PA      | $3621639.69    | 0.02%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (MEX)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    47035000 | NC      | $-221752.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                          | FIAOT 2025-1A C                    | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1370000 | PA      | $1372763.29    | 0.01%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $510104.10     | 0.00%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CITY OF BUENOS                     | CUSIP: LW2239967<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     2676134 | PA      | $2691898.37    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    12060000 | PA      | $11992752.23   | 0.06%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1912190 | PA      | $1631017.74    | 0.01%             | 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        |     2250000 | PA      | $2365644.38    | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | 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       |    80660000 | NC      | $-518472.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6306                          | CUSIP: 3140XNAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      709970 | PA      | $675814.66     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    14325000 | PA      | $13905056.90   | 0.07%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3825                          | CUSIP: 3132E0HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8558017 | PA      | $8915098.78    | 0.05%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     8251000 | PA      | $8464011.12    | 0.04%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                     | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     7070000 | PA      | $6996568.86    | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                        | JMIKE 2024-1A A2                   | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5161000 | PA      | $5264734.04    | 0.03%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM7912                          | CUSIP: 3140JCYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4890726 | PA      | $4915358.63    | 0.03%             | 2055-12-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9499946.44    | 0.05%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6082                          | CUSIP: 36179UXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13967 | PA      | $13204.16      | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                            | SWTCH 2025-2A A21                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4430000 | PA      | $4423584.03    | 0.02%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9404000 | PA      | $8502826.91    | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3416                          | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2235307 | PA      | $2218775.17    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      170000 | PA      | $171886.49     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1847687.63    | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $872768.13     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1684730.69    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | 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        |      168053 | PA      | $169654.99     | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -1884 | NC      | $3252277.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5170 DP                        | CUSIP: 3137H4FG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2521595 | PA      | $2242812.10    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BX2444                          | CUSIP: 3617Q6WD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2194887 | PA      | $1971742.20    | 0.01%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3099955.50    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03650                          | CUSIP: 3132GJWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      253389 | PA      | $253683.88     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5676                          | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8074648 | PA      | $8486078.57    | 0.04%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6449000 | PA      | $6710149.68    | 0.03%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8266                          | CUSIP: 3133KQFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6536325 | PA      | $6678575.30    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  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        |     4220000 | PA      | $4292196.60    | 0.02%             | 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        |       66837 | PA      | $66609.25      | 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        |     1160000 | PA      | $1151039.70    | 0.01%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      118000 | PA      | $116342.29     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0958                          | CUSIP: 3133BAB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204971 | PA      | $166170.88     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                                                     | ROAK 2025-1A A                     | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420000 | PA      | $1420000.00    | 0.01%             | 2030-12-20      | Floating      | 5.98%                 | Yes           |                  3 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      325000 | PA      | $313334.52     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      125000 | PA      | $109717.51     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | 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        |       20000 | PA      | $19715.41      | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7620                          | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85638 | PA      | $77992.05      | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | 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        |     1330000 | PA      | $1272221.08    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3263                          | CUSIP: 3140W3TV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7338720 | PA      | $6652979.93    | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    10180000 | PA      | $10498903.77   | 0.05%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    24375000 | PA      | $24259445.44   | 0.13%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      145635 | PA      | $145535.68     | 0.00%             | 2028-11-28      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0192                          | CUSIP: 3131XTF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68807 | PA      | $64890.80      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      475000 | PA      | $487164.61     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    15639000 | PA      | $15520551.78   | 0.08%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2912617.80    | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                               | BX 2025-ARIA A                     | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8990000 | PA      | $9071494.35    | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 A5                  | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $892647.12     | 0.00%             | 2056-11-15      | Variable      | 6.80%                 | 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        |      680000 | PA      | $685182.76     | 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        |      115000 | PA      | $116117.04     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 1.5 1/26                      | CUSIP: 01F012411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3616191.60    | 0.02%             | 2026-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46130.08      | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      860000 | PA      | $777882.30     | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A B                      | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      880000 | PA      | $889999.44     | 0.00%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3198                          | CUSIP: 31418CRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5364 | PA      | $5018.44       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CL1812                          | CUSIP: 3617Y9AM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      223854 | PA      | $200885.43     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | 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        |     3090000 | PA      | $3058321.94    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    42200000 | PA      | $49710817.73   | 0.26%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                   | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    10940000 | PA      | $11229218.59   | 0.06%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     2400000 | PA      | $2435751.36    | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL3541                          | CUSIP: 3618LE5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2008979 | PA      | $2091509.53    | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5010                          | CUSIP: 31418ER85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4124838 | PA      | $4199138.92    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0405                          | CUSIP: 3140QKNX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6970605 | PA      | $6465782.47    | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      188410 | PA      | $188931.26     | 0.00%             | 2030-10-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56632                          | CUSIP: 3132Y0LN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      699929 | PA      | $678433.28     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2579000 | PA      | $2027469.76    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215562.84     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $3074773.77    | 0.02%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BR2445                          | CUSIP: 3617LYWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13754 | PA      | $13119.23      | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    29660000 | PA      | $31169539.77   | 0.16%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  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        |     1320000 | PA      | $1346800.75    | 0.01%             | 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        |      160000 | PA      | $165144.56     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $129632.16     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1711000 | PA      | $1783758.74    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3378                          | CUSIP: 3140W3XG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8366184 | PA      | $7863088.45    | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1660726.30    | 0.01%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                            | SBCLN 2024-A A2                    | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      140197 | PA      | $142958.98     | 0.00%             | 2032-06-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0575                          | CUSIP: 31418MT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14451 | PA      | $14480.94      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13802.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    13078000 | PA      | $13579339.90   | 0.07%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      481000 | PA      | $487300.38     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 B                   | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2192172.53    | 0.01%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4718                          | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9158887 | PA      | $8336501.88    | 0.04%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     3220000 | PA      | $3270970.67    | 0.02%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB8663                          | CUSIP: 3618HBTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      245408 | PA      | $255265.15     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    13000000 | PA      | $15169717.22   | 0.08%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A4                     | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1480000 | PA      | $1502259.05    | 0.01%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      110000 | PA      | $114561.55     | 0.00%             | 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        |     9601000 | PA      | $9699622.43    | 0.05%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5690.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2189                          | CUSIP: 3140W2NF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17875238 | PA      | $15319448.64   | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2021-59 H                      | CUSIP: 3136BGB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1870151 | PA      | $1582387.01    | 0.01%             | 2048-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3066905.60    | 0.02%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4587                          | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      496849 | PA      | $479354.40     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26325000 | PA      | $22643613.28   | 0.12%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-2A C                    | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $251985.88     | 0.00%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      135000 | PA      | $134887.94     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2753                          | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96491 | PA      | $88356.86      | 0.00%             | 2045-04-20      | 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        |      930000 | PA      | $951473.89     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 A4                    | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4720000 | PA      | $4772216.42    | 0.02%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5640000 | PA      | $5333868.70    | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |        1000 | PA      | $1030.15       | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                         | CLOSE BROS GRP                     | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | DBT              | CORP              | GB        |     5159000 | PA      | $7335470.25    | 0.04%             | 2028-06-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 1/26                      | CUSIP: 01F062614<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -49500000 | PA      | $-51431658.30  | -0.27%            | 2026-01-14      | Fixed         | 6.50%                 | 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        |      272439 | PA      | $272269.95     | 0.00%             | 2044-02-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      205000 | PA      | $213425.32     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2198445.60    | 0.01%             | 2034-02-10      | Variable      | 7.08%                 | 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        |      365000 | PA      | $375088.67     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL9478                          | CUSIP: 3131XRQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      206304 | PA      | $195292.16     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3214                          | CUSIP: 31418CSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      416812 | PA      | $394959.33     | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    76000000 | PA      | $54236093.56   | 0.28%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     5185000 | PA      | $4627983.75    | 0.02%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2614000 | PA      | $2644851.21    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                   | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     3510000 | PA      | $3220145.96    | 0.02%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      101012 | PA      | $100159.59     | 0.00%             | 2031-04-23      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0070                          | CUSIP: 3140Q7CG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      184606 | PA      | $173216.36     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5583187.50    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8189                          | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9183723 | PA      | $7804633.05    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90393                          | CUSIP: 312938NJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76192 | PA      | $77800.29      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66535.52      | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.545200 15-AUG-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    23460000 | NC      | $431267.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -1292 | NC      | $620667.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126706.63     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CL1797                          | CUSIP: 3617Y87J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1422433 | PA      | $1265373.73    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                         | CUSIP: 337738BF4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $3030071.04    | 0.02%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1047592.98    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                                 | SEMT 2024-INV1 A2                  | CUSIP: 816939AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4943306 | PA      | $5031484.66    | 0.03%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |      915091 | PA      | $891032.60     | 0.00%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0399                          | CUSIP: 3133B9NQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      369569 | PA      | $329866.94     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4020036.80    | 0.02%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $46691.38      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                                         | GCAR 2025-4A B                     | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3252805.78    | 0.02%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer