# EDGAR Filing Document

**Accession Number:** 0000832808
**File Stem:** 0001752724-25-203771
**Filing Date:** 2025-8
**Character Count:** 428391
**Document Hash:** 35b1eeac5e156088c786397782b60a34
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203771.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203771

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BERNSTEIN SANFORD C FUND INC
- **CENTRAL INDEX KEY:** 0000832808

**ORGANIZATION NAME:**
- **EIN:** 133464161
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05555
- **FILM NUMBER:** 251253532

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

## Series and Classes Contracts Data

### Intermediate Duration Portfolio (Series ID: S000011057)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000030494 | Intermediate Duration Portfolio  | SNIDX           |
| C000213292 | Advisor Class                    | IDPYX           |
| C000213293 | AB Intermediate Duration Class A | IDPAX           |
| C000213294 | AB Intermediate Duration Class Z | IDPZX           |

## Nport-Ex

**Sanford C. Bernstein Fund, Inc.** 

**Schedule of Investments** 

**Intermediate Duration Portfolio** 

**June 30, 2025 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 31.0%** |  |  |  |
|  **Japan – 0.9%** |  |  |  |
|  Japan Government Thirty Year Bond <br>Series 86<br>2.40%, 03/20/2055 | JPY | 6274350 | $39960122 |
|  **United States – 30.1%** |  |  |  |
|  U.S. Treasury Bonds<br>1.75%, 08/15/2041 | U.S.$| 46935 | 31175107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/15/2051 |  | 179238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100877499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/15/2041 |  | 9057 | 6232623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/2046 |  | 12530 | 8216939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 02/15/2042 |  | 11433 | 8322940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 11/15/2049 |  | 2885 | 1858233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/2045 |  | 1916 | 1350256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/2046 |  | 23956 | 16562392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/2045 |  | 23139 | 17740201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/2048 |  | 28274 | 20930343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/2049 |  | 26971 | 19899762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/2042 |  | 11593 | 9596665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/15/2042 |  | 19569 | 16436860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 05/15/2044 |  | 5710 | 4698740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/2039 |  | 4254 | 3840564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 05/15/2053 |  | 27235 | 22243172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/2043 |  | 10205 | 8921004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/15/2043 |  | 12073 | 10812612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 05/15/2043 |  | 19718 | 17625597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/2042 |  | 33530 | 30613152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/15/2053 |  | 30804 | 27560312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/2054 |  | 4634 | 4233864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 02/15/2038 |  | 14232 | 14212186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/15/2039 |  | 47210 | 46280553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/15/2043 |  | 19182 | 18304860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/2044 |  | 20030 | 19373064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/15/2054 |  | 16704 | 16252012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/2037 |  | 4156 | 4325487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/2043 |  | 17479 | 17478317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/2053 |  | 24746 | 24561769 |
|  U.S. Treasury Notes<br>3.50%, 04/30/2028 |  | 16210 | 16119651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/31/2028 |  | 28384 | 28330880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/31/2028 |  | 80830 | 80880619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/31/2027 |  | 75973 | 76284809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/29/2028 |  | 13956 | 14058792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/2029 |  | 73672 | 74322486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/2034 |  | 48407 | 47917257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/31/2029 |  | 8646 | 8762282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/31/2030 |  | 25659 | 26025247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/2032 |  | 37312 | 37572993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/28/2029 |  | 15011 | 15274865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/31/2028 |  | 13427 | 13691038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/30/2028 |  | 47131 | 48110339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/15/2034 |  | 19615 | 19927817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/31/2029 |  | 36587 | 37581709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2033 |  | 17484 | 17962930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/30/2029 |  | 59634 | 61497975 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/31/2028 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;95833 | $99276584 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274135358 |
|  Total Governments - Treasuries <br>(cost $1,385,946,958) |  |  | 1314095480 |
|  **CORPORATES - INVESTMENT GRADE – 27.2%** |  |  |  |
|  **Industrial – 14.8%** |  |  |  |
|  **Basic – 0.5%** |  |  |  |
|  Freeport Indonesia PT <br>4.763%, 04/14/2027<sup>(a)</sup> |  | 904 | 903729 |
|  Glencore Funding LLC<br>4.907%, 04/01/2028<sup>(a)</sup> |  | 4150 | 4190546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.186%, 04/01/2030<sup>(a)</sup> |  | 1756 | 1790365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.338%, 04/04/2027<sup>(a)</sup> |  | 2571 | 2607765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/06/2033<sup>(a)</sup> |  | 2016 | 2184457 |
|  LYB International Finance III LLC <br>6.15%, 05/15/2035 |  | 1642 | 1703903 |
|  Nexa Resources SA <br>6.75%, 04/09/2034<sup>(a)</sup> |  | 2053 | 2137686 |
|  OCP SA <br>6.10%, 04/30/2030<sup>(a)</sup> |  | 3476 | 3515105 |
|  Smurfit Westrock Financing DAC <br>5.418%, 01/15/2035 |  | 3723 | 3769873 |
|  |  |  | 22803429 |
|  **Capital Goods – 1.6%** |  |  |  |
|  Boeing Co. (The) <br>3.25%, 02/01/2028 |  | 4850 | 4704209 |
|  Caterpillar Financial Services Corp. <br>4.45%, 10/16/2026 |  | 10001 | 10051605 |
|  CNH Industrial Capital LLC <br>5.10%, 04/20/2029 |  | 5776 | 5895275 |
|  Flowserve Corp. <br>2.80%, 01/15/2032 |  | 4669 | 4063384 |
|  Northrop Grumman Corp. <br>5.25%, 07/15/2035 |  | 3296 | 3359349 |
|  Regal Rexnord Corp. <br>6.05%, 02/15/2026 |  | 6295 | 6330063 |
|  Republic Services, Inc. <br>4.75%, 07/15/2030 |  | 10365 | 10559862 |
|  Waste Management, Inc. <br>4.50%, 03/15/2028 |  | 10132 | 10238082 |
|  Westinghouse Air Brake Technologies Corp. <br>4.90%, 05/29/2030 |  | 10353 | 10491627 |
|  |  |  | 65693456 |
|  **Communications - Media – 0.4%** |  |  |  |
|  Charter Communications Operating LLC/Charter Communications Operating Capital <br>2.25%, 01/15/2029 |  | 3490 | 3216209 |
|  Discovery Communications LLC <br>5.20%, 09/20/2047 |  | 1999 | 1288935 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Prosus NV<br>3.061%, 07/13/2031<sup>(a)</sup> | U.S.$| 3921 | $3470085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.257%, 01/19/2027<sup>(a)</sup> |  | 1724 | 1685749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 01/21/2030<sup>(a)</sup> |  | 462 | 433934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.027%, 08/03/2050<sup>(a)</sup> |  | 3458 | 2304964 |
|  Time Warner Cable LLC <br>4.50%, 09/15/2042 |  | 2370 | 1886639 |
|  Warnermedia Holdings, Inc. <br>3.755%, 03/15/2027 |  | 2613 | 2468736 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16755251 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  AT&T, Inc. <br>4.50%, 05/15/2035 |  | 2034 | 1937975 |
|  T-Mobile USA, Inc. <br>3.875%, 04/15/2030 |  | 1696 | 1646731 |
|  TELUS Corp. <br>7.00%, 10/15/2055 |  | 4120 | 4155432 |
|  |  |  | 7740138 |
|  **Consumer Cyclical - Automotive – 1.8%** |  |  |  |
|  BMW US Capital LLC<br>4.60%, 08/13/2027<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10014 | 10069177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/19/2027<sup>(a)</sup> |  | 317 | 318743 |
|  Ford Motor Co. <br>3.25%, 02/12/2032 |  | 6003 | 5061730 |
|  Ford Motor Credit Co. LLC<br>2.70%, 08/10/2026 |  | 902 | 878286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.918%, 03/20/2028 |  | 695 | 701964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/08/2034 |  | 3932 | 3825639 |
|  General Motors Co. <br>6.125%, 10/01/2025 |  | 720 | 721490 |
|  General Motors Financial Co., Inc.<br>5.00%, 07/15/2027 |  | 2061 | 2073222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/08/2031 |  | 9151 | 9402012 |
|  Harley-Davidson Financial Services, Inc.<br>3.05%, 02/14/2027<sup>(a)</sup> |  | 6841 | 6649999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/11/2029<sup>(a)</sup> |  | 397 | 403797 |
|  Honda Motor Co., Ltd. <br>4.436%, 07/08/2028 |  | 10522 | 10534311 |
|  Hyundai Capital America<br>4.30%, 09/24/2027<sup>(a)</sup> |  | 625 | 620019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(a)</sup> |  | 2195 | 2215523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.275%, 06/24/2027<sup>(a)</sup> |  | 293 | 296633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/19/2027<sup>(a)</sup> |  | 2599 | 2628161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/21/2028<sup>(a)</sup> |  | 4320 | 4490338 |
|  Mercedes-Benz Finance North America LLC <br>4.80%, 03/30/2026<sup>(a)</sup> |  | 5380 | 5389953 |
|  Toyota Motor Credit Corp. <br>4.80%, 05/15/2030 |  | 10363 | 10524870 |
|  |  |  | 76805867 |

---

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---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Entertainment – 0.1%** |  |  |  |
|  Hasbro, Inc. <br>6.05%, 05/14/2034 | U.S.$| 2322 | $2394446 |
|  **Consumer Cyclical - Other – 0.8%** |  |  |  |
|  DR Horton, Inc.<br>4.85%, 10/15/2030 3,471 |  |  | 3501927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/2034 |  | 6008 | 5945517 |
|  JH North America Holdings, Inc. <br>5.875%, 01/31/2031<sup>(a)</sup> |  | 2337 | 2357472 |
|  Las Vegas Sands Corp.<br>3.90%, 08/08/2029 7,323 |  |  | 6967029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2028 |  | 2803 | 2859873 |
|  Marriott International, Inc./MD<br>5.10%, 04/15/2032 22 |  |  | 22283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/2034 |  | 1998 | 2021936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/2035 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7963 | 8028615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/2037 |  | 68 | 68009 |
|  MDC Holdings, Inc. <br>6.00%, 01/15/2043 |  | 3776 | 3404291 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35176952 |
|  **Consumer Cyclical - Restaurants – 0.2%** |  |  |  |
|  Starbucks Corp. <br>4.85%, 02/08/2027 |  | 9151 | 9234091 |
|  **Consumer Cyclical - Retailers – 0.2%** |  |  |  |
|  Ross Stores, Inc. <br>4.70%, 04/15/2027 |  | 7988 | 7998544 |
|  **Consumer Non-Cyclical – 2.7%** |  |  |  |
|  Altria Group, Inc. <br>3.40%, 05/06/2030 |  | 7300 | 6935657 |
|  BAT Capital Corp. <br>5.35%, 08/15/2032 |  | 8003 | 8186349 |
|  Cargill, Inc. <br>5.125%, 10/11/2032<sup>(a)</sup> |  | 3643 | 3719867 |
|  Cencosud SA <br>5.95%, 05/28/2031<sup>(a)</sup> |  | 1905 | 1961198 |
|  General Mills, Inc.<br>4.70%, 01/30/2027 |  | 2460 | 2474071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 01/30/2030 |  | 7545 | 7668210 |
|  Gilead Sciences, Inc. <br>5.10%, 06/15/2035 |  | 10022 | 10141863 |
|  Imperial Brands Finance PLC<br>3.875%, 07/26/2029<sup>(a)</sup> |  | 244 | 236512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/30/2028<sup>(a)</sup> |  | 848 | 847763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/01/2034<sup>(a)</sup> |  | 7441 | 7627992 |
|  JBS USA Holding Lux Sarl/JBS USA Food Co/JBS Lux Co. SARL <br>6.75%, 03/15/2034 |  | 3892 | 4249908 |
|  Mars, Inc. <br>4.60%, 03/01/2028<sup>(a)</sup> |  | 5997 | 6046775 |
|  Mondelez International, Inc. <br>4.50%, 05/06/2030 |  | 6469 | 6462013 |

---

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| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Ochsner LSU Health System of North Louisiana <br>Series 2021 <br>2.51%, 05/15/2031 | U.S.$| 5660 | $4636049 |
|  Philip Morris International, Inc.<br>4.875%, 02/13/2026 |  | 2541 | 2544176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/17/2025 |  | 4607 | 4611515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/15/2033 |  | 8162 | 8429795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/17/2029 |  | 829 | 870400 |
|  Roche Holdings, Inc. <br>4.203%, 09/09/2029<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;10206 | 10218758 |
|  Takeda US Financing, Inc. <br>5.20%, 07/07/2035 |  | 10525 | 10525842 |
|  Tyson Foods, Inc. <br>5.70%, 03/15/2034 |  | 3052 | 3157874 |
|  Viatris, Inc. <br>2.70%, 06/22/2030 |  | 5162 | 4598671 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116151258 |
|  **Energy – 2.6%** |  |  |  |
|  ConocoPhillips Co. <br>5.65%, 01/15/2065 |  | 10063 | 9555020 |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup> |  | 6461 | 5432538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/2028 |  | 1885 | 1858648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(a)</sup> |  | 2866 | 2892052 |
|  Devon Energy Corp.<br>5.20%, 09/15/2034 |  | 5353 | 5198726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/2041 |  | 4914 | 4540782 |
|  Energy Transfer LP <br>5.60%, 09/01/2034 |  | 9646 | 9792330 |
|  Eni SpA <br>5.75%, 05/19/2035<sup>(a)</sup> |  | 10363 | 10602592 |
|  Kinder Morgan, Inc. <br>5.85%, 06/01/2035 |  | 2361 | 2446822 |
|  Occidental Petroleum Corp. <br>5.20%, 08/01/2029 |  | 2949 | 2958761 |
|  ONEOK, Inc. <br>6.05%, 09/01/2033 |  | 1323 | 1389203 |
|  Plains All American Pipeline LP/PAA Finance Corp. <br>5.70%, 09/15/2034 |  | 9697 | 9871061 |
|  Raizen Fuels Finance SA <br>6.70%, 02/25/2037<sup>(a)</sup> |  | 5945 | 5822384 |
|  Saudi Arabian Oil Co. <br>5.75%, 07/17/2054<sup>(a)</sup> |  | 3852 | 3587368 |
|  Suncor Energy, Inc. <br>6.80%, 05/15/2038 |  | 3011 | 3256276 |
|  Targa Resources Corp.<br>4.90%, 09/15/2030 |  | 1903 | 1920013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/2036 |  | 2106 | 2125502 |
|  Var Energi ASA<br>7.50%, 01/15/2028<sup>(a)</sup> |  | 5044 | 5345682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(a)</sup> |  | 4495 | 5093554 |
|  Williams Cos., Inc. (The)<br>4.625%, 06/30/2030 |  | 5930 | 5935456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/2029 |  | 4524 | 4580912 |

---

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| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Woodside Finance Ltd.<br>5.40%, 05/19/2030 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 | $1543865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/2035 |  | 3979 | 4063872 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109813419 |
|  **Services – 0.6%** |  |  |  |
|  Alibaba Group Holding Ltd. <br>2.125%, 02/09/2031 |  | 9680 | 8560411 |
|  Global Payments, Inc. <br>3.20%, 08/15/2029 |  | 3208 | 3032843 |
|  Mastercard, Inc. <br>4.55%, 01/15/2035 |  | 7332 | 7206330 |
|  Moody's Corp. <br>5.00%, 08/05/2034 |  | 5101 | 5149511 |
|  Sodexo, Inc. <br>5.80%, 08/15/2035<sup>(a)</sup> |  | 1589 | 1638370 |
|  |  |  | 25587465 |
|  **Technology – 2.3%** |  |  |  |
|  Apple, Inc. <br>4.10%, 08/08/2062 |  | 5020 | 3953350 |
|  Broadcom, Inc.<br>4.15%, 02/15/2028 |  | 1661 | 1656499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.926%, 05/15/2037<sup>(a)</sup> |  | 3190 | 3094140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/12/2027 |  | 3689 | 3743782 |
|  Cisco Systems, Inc. <br>4.75%, 02/24/2030 |  | 10247 | 10474688 |
|  Dell International LLC/EMC Corp.<br>4.35%, 02/01/2030 |  | 10401 | 10314256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/2032 |  | 736 | 751552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2035 |  | 1493 | 1508064 |
|  Entegris, Inc. <br>4.75%, 04/15/2029<sup>(a)</sup> |  | 5311 | 5258793 |
|  Fiserv, Inc. <br>3.50%, 07/01/2029 |  | 9632 | 9274460 |
|  Hewlett Packard Enterprise Co. <br>4.40%, 09/25/2027 |  | 4227 | 4231481 |
|  Infor LLC <br>1.75%, 07/15/2025<sup>(a)</sup> |  | 2719 | 2714758 |
|  International Business Machines Corp. <br>5.00%, 02/10/2032 |  | 10207 | 10413998 |
|  Kyndryl Holdings, Inc. <br>2.05%, 10/15/2026 |  | 9627 | 9329237 |
|  NXP BV/NXP Funding LLC <br>5.55%, 12/01/2028 |  | 4119 | 4252950 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc. <br>3.40%, 05/01/2030 |  | 3313 | 3136583 |
|  Oracle Corp. <br>5.50%, 08/03/2035 |  | 8428 | 8615186 |
|  TSMC Arizona Corp. <br>3.875%, 04/22/2027 |  | 2710 | 2693632 |
|  Western Digital Corp. <br>2.85%, 02/01/2029 |  | 1351 | 1254930 |
|  |  |  | 96672339 |

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| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Transportation - Airlines – 0.3%** |  |  |  |
|  AS Mileage Plan IP Ltd.<br>5.021%, 10/20/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671 | $3633850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.308%, 10/20/2031<sup>(a)</sup> |  | 4045 | 4010941 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.<br>4.50%, 10/20/2025<sup>(a)</sup> |  | 565 | 564453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/20/2028<sup>(a)</sup> |  | 3940 | 3948116 |
|  |  |  | 12157360 |
|  **Transportation - Railroads – 0.0%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> |  | 374 | 351270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup> |  | 888 | 900405 |
|  |  |  | 1251675 |
|  **Transportation - Services – 0.5%** |  |  |  |
|  ENA Master Trust <br>4.00%, 05/19/2048<sup>(a)</sup> |  | 1235 | 893448 |
|  ERAC USA Finance LLC <br>4.60%, 05/01/2028<sup>(a)</sup> |  | 2517 | 2544914 |
|  Ryder System, Inc. <br>5.375%, 03/15/2029 |  | 7365 | 7575418 |
|  TTX Co. <br>5.50%, 09/25/2026<sup>(a)</sup> |  | 8329 | 8437527 |
|  |  |  | 19451307 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625686997 |
|  **Financial Institutions – 10.4%** |  |  |  |
|  **Banking – 8.7%** |  |  |  |
|  AIB Group PLC<br>5.32%, 05/15/2031<sup>(a)</sup> |  | 5091 | 5180653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.608%, 09/13/2029<sup>(a)</sup> |  | 1569 | 1659421 |
|  Ally Financial, Inc.<br>5.543%, 01/17/2031 |  | 1695 | 1717289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.737%, 05/15/2029 |  | 2267 | 2308282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.992%, 06/13/2029 |  | 4741 | 4985162 |
|  American Express Co. <br>5.098%, 02/16/2028 |  | 9109 | 9213298 |
|  Banco Bilbao Vizcaya Argentaria SA<br>5.381%, 03/13/2029 |  | 3200 | 3296800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.883%, 11/15/2034 |  | 800 | 908464 |
|  Banco de Credito del Peru SA <br>3.125%, 07/01/2030<sup>(a)</sup> |  | 5996 | 5996000 |
|  Banco Santander SA<br>4.175%, 03/24/2028 |  | 3200 | 3180384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/14/2034 |  | 3000 | 3139470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.921%, 08/08/2033 |  | 3200 | 3466752 |
|  Bank of America Corp. <br>5.744%, 02/12/2036 |  | 10267 | 10429629 |
|  Bank of Ireland Group PLC<br>5.601%, 03/20/2030<sup>(a)</sup> |  | 1428 | 1472368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.253%, 09/16/2026<sup>(a)</sup> |  | 2285 | 2291992 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Banque Federative du Credit Mutuel SA <br>5.538%, 01/22/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9994 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10361679 |
|  Barclays PLC<br>5.088%, 06/20/2030 |  | 1648 | 1654131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.335%, 09/10/2035 |  | 2534 | 2516414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.674%, 03/12/2028 |  | 736 | 750087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.224%, 05/09/2034 |  | 3451 | 3663271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.119%, 06/27/2034 |  | 1360 | 1483896 |
|  BNP Paribas SA<br>2.591%, 01/20/2028<sup>(a)</sup> |  | 2660 | 2581902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/25/2031<sup>(a) (b)</sup> |  | 943 | 838091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.792%, 05/09/2029<sup>(a)</sup> |  | 904 | 908330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.497%, 05/20/2030<sup>(a)</sup> |  | 6651 | 6828582 |
|  BPCE SA<br>5.389%, 05/28/2031<sup>(a)</sup> |  | 414 | 421551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.876%, 01/14/2031<sup>(a)</sup> |  | 475 | 493107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.293%, 01/14/2036<sup>(a)</sup> |  | 469 | 492370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.508%, 01/18/2035<sup>(a)</sup> |  | 8900 | 9227253 |
|  CaixaBank SA<br>4.885%, 07/03/2031<sup>(a)</sup> |  | 1593 | 1600232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.037%, 06/15/2035<sup>(a)</sup> |  | 2782 | 2911307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.684%, 09/13/2027<sup>(a)</sup> |  | 5127 | 5250407 |
|  Capital One Financial Corp.<br>5.468%, 02/01/2029 |  | 1883 | 1927985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.377%, 06/08/2034 |  | 5768 | 6136518 |
|  Capital One NA <br>5.974%, 08/09/2028 |  | 2264 | 2328366 |
|  Citigroup, Inc.<br>4.075%, 04/23/2029 |  | 5373 | 5320022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.643%, 05/07/2028 |  | 5011 | 5025732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W<br>4.00%, 12/10/2025<sup>(b)</sup> |  | 3243 | 3219391 |
|  Cooperatieve Rabobank UA <br>5.564%, 02/28/2029<sup>(a)</sup> |  | 7918 | 8137804 |
|  Credit Agricole SA<br>5.222%, 05/27/2031<sup>(a)</sup> |  | 2885 | 2938892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.251%, 01/10/2035<sup>(a)</sup> |  | 7161 | 7439276 |
|  Danske Bank A/S <br>4.613%, 10/02/2030<sup>(a)</sup> |  | 4420 | 4400685 |
|  Deutsche Bank AG/New York NY<br>2.129%, 11/24/2026 |  | 4221 | 4178410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.552%, 01/07/2028 |  | 604 | 586593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.119%, 07/14/2026 |  | 4678 | 4679871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.146%, 07/13/2027 |  | 1492 | 1530031 |
|  Goldman Sachs Group, Inc. (The)<br>2.65%, 10/21/2032 |  | 329 | 290214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.937%, 04/23/2028 |  | 5495 | 5540608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series V<br>4.125%, 11/10/2026<sup>(b)</sup> |  | 3016 | 2960023 |
|  HSBC Holdings PLC<br>2.804%, 05/24/2032 |  | 2559 | 2272418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.848%, 06/04/2031 |  | 7601 | 6944882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.399%, 11/13/2034 |  | 5415 | 6057923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.113%, 11/03/2033 |  | 4435 | 5122868 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  ING Groep NV <br>6.083%, 09/11/2027 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6267 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6382689 |
|  Intesa Sanpaolo SpA <br>7.20%, 11/28/2033<sup>(a)</sup> |  | 4756 | 5333283 |
|  JPMorgan Chase & Co. <br>2.963%, 01/25/2033 |  | 12789 | 11490916 |
|  KBC Group NV<br>4.932%, 10/16/2030<sup>(a)</sup> |  | 5859 | 5923449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.796%, 01/19/2029<sup>(a)</sup> |  | 1666 | 1719062 |
|  Lloyds Banking Group PLC<br>4.976%, 08/11/2033 |  | 366 | 363368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.087%, 11/26/2028 |  | 791 | 801394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.462%, 01/05/2028 |  | 656 | 664856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/27/2025<sup>(b)</sup> |  | 5358 | 5376807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.953%, 11/15/2033 |  | 2446 | 2796805 |
|  Mizuho Financial Group, Inc. <br>5.376%, 05/26/2030 |  | 2363 | 2428597 |
|  Morgan Stanley Bank NA<br>5.016%, 01/12/2029 |  | 351 | 356437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.504%, 05/26/2028 |  | 6454 | 6590825 |
|  Nationwide Building Society <br>2.972%, 02/16/2028<sup>(a)</sup> |  | 5154 | 5033139 |
|  NatWest Group PLC<br>3.032%, 11/28/2035 |  | 669 | 603043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.115%, 05/23/2031 |  | 9177 | 9332183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.475%, 06/01/2034 |  | 537 | 561536 |
|  Santander Holdings USA, Inc.<br>5.473%, 03/20/2029 |  | 452 | 459399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.741%, 03/20/2031 |  | 4861 | 4990740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.565%, 06/12/2029 |  | 13 | 13628 |
|  Santander UK Group Holdings PLC<br>4.858%, 09/11/2030 |  | 1481 | 1478556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.694%, 04/15/2031 |  | 430 | 443472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.833%, 11/21/2026 |  | 7481 | 7542045 |
|  Skandinaviska Enskilda Banken AB <br>5.125%, 03/05/2027<sup>(a)</sup> |  | 1913 | 1944679 |
|  Societe Generale SA<br>2.797%, 01/19/2028<sup>(a)</sup> |  | 4567 | 4435699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.889%, 06/09/2032<sup>(a)</sup> |  | 200 | 176208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.249%, 05/22/2029<sup>(a)</sup> |  | 2991 | 3026982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.519%, 01/19/2028<sup>(a)</sup> |  | 4676 | 4727202 |
|  Standard Chartered PLC<br>5.244%, 05/13/2031<sup>(a)</sup> |  | 6204 | 6294206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.545%, 01/21/2029<sup>(a)</sup> |  | 676 | 690473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.051% (CME Term SOFR 3 Month + 1.77%), 01/30/2027<sup>(a) (b) (c)</sup> |  | 300 | 285411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.187%, 07/06/2027<sup>(a)</sup> |  | 3042 | 3089060 |
|  Sumitomo Mitsui Financial Group, Inc. <br>5.316%, 07/09/2029 |  | 8152 | 8397783 |
|  Sumitomo Mitsui Trust Bank Ltd. <br>4.45%, 09/10/2027<sup>(a)</sup> |  | 886 | 889287 |
|  Synchrony Financial <br>5.45%, 03/06/2031 |  | 3272 | 3301121 |
|  Toronto-Dominion Bank (The)<br>5.146%, 09/10/2034 |  | 3542 | 3551493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.298%, 01/30/2032 |  | 4709 | 4836473 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  UBS Group AG<br>3.091%, 05/14/2032<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944 | $9030942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/02/2026<sup>(a) (b)</sup> |  | 204 | 199165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.194%, 04/01/2031<sup>(a)</sup> |  | 2852 | 2789541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.373%, 07/15/2026<sup>(a)</sup> |  | 6080 | 6082675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 08/10/2034<sup>(a) (b)</sup> |  | 1240 | 1232895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 11/13/2028<sup>(a) (b)</sup> |  | 723 | 788099 |
|  UniCredit SpA<br>1.982%, 06/03/2027<sup>(a)</sup> |  | 271 | 264306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.569%, 09/22/2026<sup>(a)</sup> |  | 6253 | 6221047 |
|  Wells Fargo & Co.<br>3.35%, 03/02/2033 |  | 12130 | 11082211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.584%, 05/22/2028 |  | 2117 | 2084949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series BB<br>3.90%, 03/15/2026<sup>(b)</sup> |  | 2664 | 2639811 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367015033 |
|  **Brokerage – 0.2%** |  |  |  |
|  Charles Schwab Corp. (The) <br>Series I <br>4.00%, 06/01/2026<sup>(b)</sup> |  | 7570 | 7453498 |
|  **Finance – 0.3%** |  |  |  |
|  Aircastle Ltd.<br>4.25%, 06/15/2026 |  | 530 | 527594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/2025<sup>(a)</sup> |  | 2686 | 2683905 |
|  Aviation Capital Group LLC<br>1.95%, 01/30/2026<sup>(a)</sup> |  | 4547 | 4475248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 09/20/2026<sup>(a)</sup> |  | 1485 | 1436841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2027<sup>(a)</sup> |  | 893 | 870219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/01/2025<sup>(a)</sup> |  | 35 | 34960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/14/2027<sup>(a)</sup> |  | 1112 | 1112723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(a)</sup> |  | 1447 | 1446711 |
|  |  |  | 12588201 |
|  **Insurance – 0.6%** |  |  |  |
|  Athene Global Funding<br>1.985%, 08/19/2028<sup>(a)</sup> |  | 3079 | 2843087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/19/2030<sup>(a)</sup> |  | 606 | 539583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.717%, 01/07/2029<sup>(a)</sup> |  | 1145 | 1067781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.583%, 01/09/2029<sup>(a)</sup> |  | 541 | 555856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 05/08/2026<sup>(a)</sup> |  | 5842 | 5894111 |
|  MetLife Capital Trust IV <br>8.251% (CME Term SOFR 3 Month + 3.96%), 12/15/2067<sup>(a) (c)</sup> |  | 5200 | 5700604 |
|  Principal Life Global Funding II <br>5.10%, 01/25/2029<sup>(a)</sup> |  | 6566 | 6714457 |
|  Swiss Re Finance Luxembourg SA <br>5.00%, 04/02/2049<sup>(a)</sup> |  | 1600 | 1593360 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  UnitedHealth Group, Inc. <br>4.40%, 06/15/2028 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2887 | $2900944 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27809783 |
|  **REITs – 0.6%** |  |  |  |
|  American Tower Corp.<br>2.10%, 06/15/2030 |  | 1515 | 1346305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/2027 |  | 1936 | 1912613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/2029 |  | 3698 | 3786530 |
|  Crown Castle, Inc. <br>5.60%, 06/01/2029 |  | 1920 | 1983110 |
|  GLP Capital LP/GLP Financing II, Inc.<br>3.25%, 01/15/2032 |  | 4575 | 4035562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/2031 |  | 1790 | 1688274 |
|  Omega Healthcare Investors, Inc. <br>5.20%, 07/01/2030 |  | 1797 | 1807818 |
|  Realty Income Corp. <br>5.125%, 04/15/2035 |  | 1136 | 1137511 |
|  Simon Property Group LP <br>4.75%, 09/26/2034 |  | 5987 | 5828345 |
|  Trust Fibra Uno <br>4.869%, 01/15/2030<sup>(a)</sup> |  | 3548 | 3360133 |
|  |  |  | 26886201 |
|  |  |  | 441752716 |
|  **Utility – 2.0%** |  |  |  |
|  **Electric – 2.0%** |  |  |  |
|  AEP Transmission Co. LLC<br>5.15%, 04/01/2034 |  | 4040 | 4088803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 06/15/2035 |  | 2630 | 2686676 |
|  AES Andes SA <br>6.25%, 03/14/2032<sup>(a)</sup> |  | 6158 | 6299634 |
|  AES Panama Generation Holdings SRL <br>4.375%, 05/31/2030<sup>(a)</sup> |  | 1571 | 1429792 |
|  Alexander Funding Trust II <br>7.467%, 07/31/2028<sup>(a)</sup> |  | 1615 | 1726839 |
|  American Electric Power Co., Inc. <br>6.95%, 12/15/2054 |  | 3588 | 3749855 |
|  CenterPoint Energy Houston Electric LLC<br>4.95%, 04/01/2033 |  | 823 | 826794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035 |  | 9309 | 9305183 |
|  Duke Energy Carolinas NC Storm Funding LLC <br>Series A-2 <br>2.617%, 07/01/2043 |  | 3641 | 2818899 |
|  Electricite de France SA <br>9.125%, 03/15/2033<sup>(a) (b)</sup> |  | 1420 | 1603393 |
|  Enel Finance International NV <br>5.50%, 06/26/2034<sup>(a)</sup> |  | 9669 | 9844782 |
|  Engie Energia Chile SA<br>3.40%, 01/28/2030<sup>(a)</sup> |  | 3834 | 3538782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 04/17/2034<sup>(a)</sup> |  | 2080 | 2144480 |
|  FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple <br>7.25%, 01/31/2041<sup>(a)</sup> |  | 2096 | 2118987 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  Florida Power & Light Co. <br>5.30%, 06/15/2034 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3505 |  | $3613655 |
|  Israel Electric Corp., Ltd. <br>Series G <br>4.25%, 08/14/2028<sup>(a)</sup> |  | 1580 |  | 1532979 |
|  Kallpa Generacion SA <br>5.875%, 01/30/2032<sup>(a)</sup> |  | 2662 |  | 2718355 |
|  Niagara Mohawk Power Corp.<br>4.647%, 10/03/2030<sup>(a)</sup> |  | 5667 |  | 5667000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(a)</sup> |  | 3243 |  | 3233076 |
|  NRG Energy, Inc.<br>4.45%, 06/15/2029<sup>(a)</sup> |  | 542 |  | 533165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/15/2033<sup>(a)</sup> |  | 5900 |  | 6474837 |
|  Pacific Gas & Electric Co. <br>5.55%, 05/15/2029 |  | 1713 |  | 1740528 |
|  Public Service Co. of Oklahoma <br>5.45%, 01/15/2036 |  | 6 |  | 6044 |
|  Vistra Operations Co. LLC<br>5.05%, 12/30/2026<sup>(a)</sup> |  | 373 |  | 374895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 10/15/2033<sup>(a)</sup> |  | 4313 |  | 4741238 |
|  |  |  |  | 82818671 |
|  Total Corporates - Investment Grade <br>(cost $1,146,767,048) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150258384 |
|  **MORTGAGE PASS-THROUGHS – 20.9%** |  |  |  |  |
|  **Agency Fixed Rate 30-Year – 20.6%** |  |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 2019<br>3.50%, 09/01/2049 |  | 4783 |  | 4381820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/2049 |  | 4777 |  | 4371473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2049 |  | 1812 |  | 1657183 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>3.50%, 01/01/2050 |  | 3893 |  | 3564647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>2.00%, 03/01/2052 |  | 22411 |  | 17910011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/2052 |  | 27187 |  | 22833179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/2052 |  | 14339 |  | 12547798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/01/2052 |  | 20829 |  | 18044999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024<br>5.50%, 11/01/2054 |  | 7635 |  | 7634644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025<br>2.50%, 01/01/2053 |  | 16585 |  | 13797961 |
|  Federal Home Loan Mortgage Corp.<br>Gold Series 2003<br>5.00%, 08/01/2033 |  | 0 | \*\* | 374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>5.50%, 07/01/2035 |  | 330 |  | 340175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>4.00%, 02/01/2046 |  | 3719 |  | 3593015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>4.00%, 07/01/2044 |  | 2546 |  | 2458028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>4.00%, 08/01/2048 |  | 1822 |  | 1727761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/2048 |  | 3217 |  | 3134261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/2048 |  | 3136 |  | 3053583 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/2048 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/2048 |  | 1390 |  | 1388896 |
|  Federal National Mortgage Association<br>Series 2001<br>6.50%, 08/01/2031 |  | 1 |  | 645 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2003<br>5.50%, 04/01/2033 |  | 287 |  | 294960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2033 |  | 637 |  | 654795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/01/2033 |  | 0 | \*\* | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2004<br>5.50%, 04/01/2034 |  | 153 |  | 157448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/2034 |  | 140 |  | 143828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/01/2034 |  | 550 |  | 566700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/01/2034 |  | 1 |  | 787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005<br>5.50%, 02/01/2035 |  | 755 |  | 777819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006<br>5.50%, 04/01/2036 |  | 141 |  | 145293 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>5.50%, 09/01/2036 |  | 270 |  | 278104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008<br>6.00%, 03/01/2037 |  | 2 |  | 2069 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010<br>4.00%, 12/01/2040 |  | 1599 |  | 1545924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012<br>3.50%, 02/01/2042 |  | 1045 |  | 982746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2042 |  | 11000 |  | 10342045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2043 |  | 1851 |  | 1737037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013<br>3.50%, 04/01/2043 |  | 6461 |  | 6061250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/2043 |  | 4843 |  | 4652097 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015<br>3.00%, 05/01/2045 |  | 2106 |  | 1887723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/01/2045 |  | 3657 |  | 3261523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>3.50%, 02/01/2048 |  | 2578 |  | 2361621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/2048 |  | 1089 |  | 1000941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/2048 |  | 4529 |  | 4407163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019<br>3.50%, 08/01/2049 |  | 1322 |  | 1209454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/2049 |  | 1932 |  | 1770078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/2049 |  | 5014 |  | 4586027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2049 |  | 4057 |  | 3709063 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>3.50%, 01/01/2050 |  | 3698 |  | 3385641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>2.00%, 07/01/2051 |  | 24080 |  | 19175680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/2051 |  | 42811 |  | 34012208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2052 |  | 7264 |  | 6101965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>2.00%, 05/01/2052 |  | 11705 |  | 9299120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/01/2052 |  | 16037 |  | 13467518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/2052 |  | 16632 |  | 13955733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/01/2052 |  | 22004 |  | 18465954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/2052 |  | 17026 |  | 14909705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/2052 |  | 21886 |  | 19152172 |
|  Government National Mortgage Association<br>Series 2016<br>3.00%, 04/20/2046 |  | 1046 |  | 936739 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/20/2046 | U.S.$| 975 | $873260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/20/2046 |  | 282 | 252815 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023<br>5.50%, 04/20/2053 |  | 15368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15464391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/20/2053 |  | 8206 | 8257129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025<br>3.00%, 07/01/2055, TBA |  | 11411 | 10083222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2055, TBA |  | 4157 | 3862734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/2055, TBA |  | 58866 | 56321105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2055, TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;48025 | 47157227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2055, TBA |  | 13531 | 13544442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/01/2055, TBA |  | 38472 | 39010625 |
|  Uniform Mortgage-Backed Security<br>Series 2025<br>2.00%, 07/01/2055, TBA |  | 54968 | 43493419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/2055, TBA |  | 69193 | 57362588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/2055, TBA |  | 16763 | 14494912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2055, TBA |  | 9401 | 8738482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/2055, TBA |  | 8559 | 8183874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2055, TBA |  | 33691 | 33014539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2055, TBA |  | 89997 | 89961901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/01/2055, TBA |  | 67485 | 68573915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/01/2055, TBA |  | 25913 | 26746573 |
|  |  |  | 874254407 |
|  **Agency Fixed Rate 15-Year – 0.3%** |  |  |  |
|  Federal National Mortgage Association<br>Series 2012<br>2.50%, 04/01/2027 |  | 2 | 2326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>2.50%, 02/01/2031 |  | 8 | 7499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/2031 |  | 5 | 4983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/01/2031 |  | 22 | 21501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/2031 |  | 704 | 678013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/2031 |  | 252 | 242738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/2031 |  | 150 | 144695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/01/2031 |  | 830 | 798941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/01/2031 |  | 5620 | 5407473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/2031 |  | 2229 | 2142939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2032 |  | 324 | 311529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>2.50%, 01/01/2032 |  | 1461 | 1404986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/01/2032 |  | 82 | 78422 |
|  |  |  | 11246045 |
|  **Other Agency Fixed Rate Programs – 0.0%** |  |  |  |
|  Federal National Mortgage Association<br>Series 2009<br>4.50%, 07/01/2029 |  | 88 | 88184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/2029 |  | 24 | 24314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/2029 |  | 5 | 4802 |
|  |  |  | 117300 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  **Agency ARMs – 0.0%** |  |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 2006<br>6.971% (RFUCCT1Y + 2.35%), 12/01/2036<sup>(c)</sup> | U.S.$| 0 | \*\* | $134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>6.975% (RFUCCT1Y + 2.10%), 03/01/2037<sup>(c)</sup> |  | 0 | \*\* | 297 |
|  |  |  |  | 431 |
|  Total Mortgage Pass-Throughs <br>(cost $907,418,432) |  |  |  | 885618183 |
|  **ASSET-BACKED SECURITIES – 6.7%** |  |  |  |  |
|  **Autos - Fixed Rate – 3.7%** |  |  |  |  |
|  ACM Auto Trust<br>Series 2024-2A, Class A<br>6.06%, 02/20/2029<sup>(a)</sup> |  | 4234 |  | 4245087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A<br>5.38%, 06/20/2029<sup>(a)</sup> |  | 2919 |  | 2921533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A<br>5.55%, 06/20/2028<sup>(a)</sup> |  | 9713 |  | 9725479 |
|  American Credit Acceptance Receivables Trust <br>Series 2025-2, Class B <br>4.85%, 05/14/2029<sup>(a)</sup> |  | 9890 |  | 9917372 |
|  Arivo Acceptance Auto Loan Receivables Trust <br>Series 2024-1A, Class A <br>6.46%, 04/17/2028<sup>(a)</sup> |  | 559 |  | 562403 |
|  AutoNation Finance Trust <br>Series 2025-1A, Class A2 <br>4.72%, 04/10/2028<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;10360 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10370377 |
|  Avis Budget Rental Car Funding AESOP LLC<br>Series 2023-3A, Class A<br>5.44%, 02/22/2028<sup>(a)</sup> |  | 4800 |  | 4859781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-5A, Class B<br>6.12%, 04/20/2028<sup>(a)</sup> |  | 3817 |  | 3887669 |
|  Carvana Auto Receivables Trust<br>Series 2021-N3, Class C<br>1.02%, 06/12/2028 |  | 369 |  | 355239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N4, Class D<br>2.30%, 09/11/2028 |  | 633 |  | 615147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-P4, Class D<br>2.61%, 09/11/2028 |  | 4063 |  | 3869534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-P3, Class A2<br>4.61%, 11/10/2027 |  | 3994 |  | 3992845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-P4, Class A2<br>4.62%, 02/10/2028 |  | 3950 |  | 3950320 |
|  CPS Auto Receivables Trust<br>Series 2021-C, Class D<br>1.69%, 06/15/2027<sup>(a)</sup> |  | 1382 |  | 1372428 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-C, Class A<br>5.88%, 02/15/2028<sup>(a)</sup> |  | 1710 |  | 1716038 |
|  FHF Trust <br>Series 2023-1A, Class A2 <br>6.57%, 06/15/2028<sup>(a)</sup> |  | 1053 |  | 1062103 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Flagship Credit Auto Trust <br>Series 2024-3, Class A <br>4.88%, 11/15/2028<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2559 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562938 |
|  Ford Credit Auto Owner Trust <br>Series 2021-1, Class D <br>2.31%, 10/17/2033<sup>(a)</sup> |  | 5650 | 5514017 |
|  GLS Auto Receivables Issuer Trust <br>Series 2024-3A, Class A2 <br>5.35%, 08/16/2027<sup>(a)</sup> |  | 3355 | 3358351 |
|  LAD Auto Receivables Trust <br>Series 2022-1A, Class A <br>5.21%, 06/15/2027<sup>(a)</sup> |  | 377 | 376804 |
|  Lendbuzz Securitization Trust<br>Series 2023-1A, Class A2<br>6.92%, 08/15/2028<sup>(a)</sup> |  | 2788 | 2827230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2A, Class A2<br>7.09%, 10/16/2028<sup>(a)</sup> |  | 1823 | 1853233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A1<br>4.576%, 02/15/2026<sup>(a)</sup> |  | 1157 | 1157377 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2<br>5.10%, 10/15/2030<sup>(a)</sup> |  | 8781 | 8809914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2<br>5.18%, 05/15/2030<sup>(a)</sup> |  | 6775 | 6793236 |
|  Lobel Automobile Receivables Trust <br>Series 2025-1, Class A <br>5.06%, 11/15/2027<sup>(a)</sup> |  | 7772 | 7776785 |
|  Prestige Auto Receivables Trust <br>Series 2025-1A, Class A2 <br>4.87%, 12/15/2027<sup>(a)</sup> |  | 8329 | 8332484 |
|  Research-Driven Pagaya Motor Asset Trust VII <br>Series 2022-3A, Class A <br>5.38%, 11/25/2030<sup>(a)</sup> |  | 579 | 579330 |
|  Research-Driven Pagaya Motor Trust <br>Series 2024-1A, Class A <br>7.09%, 06/25/2032<sup>(a)</sup> |  | 2074 | 2092043 |
|  Santander Bank Auto Credit-Linked Notes <br>Series 2022-C, Class B <br>6.451%, 12/15/2032<sup>(a)</sup> |  | 191 | 190823 |
|  Santander Drive Auto Receivables Trust<br>Series 2023-3, Class B<br>5.61%, 07/17/2028 |  | 4065 | 4086454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-4, Class A2<br>5.41%, 07/15/2027 |  | 2219 | 2221424 |
|  SBNA Auto Receivables Trust <br>Series 2025-SF1, Class B <br>5.12%, 03/17/2031<sup>(a)</sup> |  | 2115 | 2115289 |
|  Tesla Auto Lease Trust <br>Series 2024-A, Class A3 <br>5.30%, 06/21/2027<sup>(a)</sup> |  | 3017 | 3025977 |
|  Tricolor Auto Securitization Trust<br>Series 2024-2A, Class A<br>6.36%, 12/15/2027<sup>(a)</sup> |  | 988 | 991298 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A<br>4.94%, 02/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7991 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7998586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A<br>5.12%, 01/16/2029<sup>(a)</sup> |  | 10352 | 10363135 |
|  United Auto Credit Securitization Trust <br>Series 2025-1, Class A <br>4.80%, 06/10/2027<sup>(a)</sup> |  | 7184 | 7183689 |
|  Westlake Automobile Receivables Trust <br>Series 2023-P1, Class C <br>6.44%, 06/15/2027<sup>(a)</sup> |  | 2202 | 2221006 |
|  |  |  | 155854778 |
|  **Other ABS - Fixed Rate – 2.4%** |  |  |  |
|  AB Issuer LLC <br>Series 2021-1, Class A2 <br>3.734%, 07/30/2051<sup>(a)</sup> |  | 8063 | 7540910 |
|  Affirm Asset Securitization Trust<br>Series 2021-Z2, Class A<br>1.17%, 11/16/2026<sup>(a)</sup> |  | 8 | 8072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-X1, Class A<br>6.27%, 05/15/2029<sup>(a)</sup> |  | 374 | 374498 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-X2, Class A<br>5.22%, 12/17/2029<sup>(a)</sup> |  | 3104 | 3105678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-X1, Class A<br>5.08%, 04/15/2030<sup>(a)</sup> |  | 8110 | 8117488 |
|  Amur Equipment Finance Receivables XI LLC <br>Series 2022-2A, Class A2 <br>5.30%, 06/21/2028<sup>(a)</sup> |  | 586 | 587294 |
|  Cajun Global LLC <br>Series 2021-1, Class A2 <br>3.931%, 11/20/2051<sup>(a)</sup> |  | 845 | 826639 |
|  College Ave Student Loans LLC <br>Series 2021-C, Class B <br>2.72%, 07/26/2055<sup>(a)</sup> |  | 1563 | 1426758 |
|  Diamond Infrastructure Funding LLC <br>Series 2021-1A, Class B <br>2.355%, 04/15/2049<sup>(a)</sup> |  | 3651 | 3450175 |
|  Diamond Issuer LLC <br>Series 2021-1A, Class A <br>2.305%, 11/20/2051<sup>(a)</sup> |  | 7711 | 7271959 |
|  Equify ABS LLC <br>Series 2024-1A, Class A <br>5.43%, 04/18/2033<sup>(a)</sup> |  | 4360 | 4361581 |
|  GCI Funding I LLC <br>Series 2021-1, Class A <br>2.38%, 06/18/2046<sup>(a)</sup> |  | 1753 | 1610284 |
|  Hardee's Funding LLC<br>Series 2018-1A, Class A23<br>5.71%, 06/20/2048<sup>(a)</sup> |  | 3124 | 3084754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class A2<br>3.981%, 12/20/2050<sup>(a)</sup> |  | 2532 | 2407585 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Marlette Funding Trust <br>Series 2024-1A, Class A <br>5.95%, 07/17/2034<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491949 |
|  MVW LLC <br>Series 2021-2A, Class B <br>1.83%, 05/20/2039<sup>(a)</sup> |  | 1231 | 1162828 |
|  Neighborly Issuer LLC<br>Series 2022-1A, Class A2<br>3.695%, 01/30/2052<sup>(a)</sup> |  | 5344 | 4955250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2<br>7.308%, 01/30/2053<sup>(a)</sup> |  | 6485 | 6614845 |
|  Nelnet Student Loan Trust<br>Series 2021-BA, Class B<br>2.68%, 04/20/2062<sup>(a)</sup> |  | 2008 | 1767235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CA, Class B<br>2.53%, 04/20/2062<sup>(a)</sup> |  | 3421 | 2982629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class B<br>2.90%, 04/20/2062<sup>(a)</sup> |  | 3096 | 2760912 |
|  NMEF Funding LLC<br>Series 2022-B, Class A2<br>6.07%, 06/15/2029<sup>(a)</sup> |  | 345 | 345761 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-A, Class A2<br>5.15%, 12/15/2031<sup>(a)</sup> |  | 7737 | 7770821 |
|  Oportun Funding Trust<br>Series 2024-3, Class A<br>5.26%, 08/15/2029<sup>(a)</sup> |  | 3294 | 3294658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A<br>4.96%, 08/16/2032<sup>(a)</sup> |  | 4908 | 4900483 |
|  Oportun Issuance Trust <br>Series 2024-2, Class A <br>5.86%, 02/09/2032<sup>(a)</sup> |  | 1107 | 1108268 |
|  Pagaya AI Debt Grantor Trust<br>Series 2024-5, Class A<br>6.278%, 10/15/2031<sup>(a)</sup> |  | 2004 | 2023116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-9, Class B<br>5.306%, 03/15/2032<sup>(a)</sup> |  | 7996 | 7986914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3, Class A2<br>5.365%, 12/15/2032<sup>(a)</sup> |  | 655 | 655506 |
|  Pagaya AI Debt Trust<br>Series 2024-2, Class A<br>6.319%, 08/15/2031<sup>(a)</sup> |  | 1718 | 1731399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3, Class A<br>6.258%, 10/15/2031<sup>(a)</sup> |  | 2370 | 2386313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A2<br>5.373%, 01/17/2033<sup>(a)</sup> |  | 500 | 501246 |
|  Pagaya Point of Sale Holdings Grantor Trust <br>Series 2025-1, Class A <br>5.715%, 01/20/2034<sup>(a)</sup> |  | 3363 | 3383220 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Prosper Marketplace Issuance Trust <br>Series 2024-1A, Class A <br>6.12%, 08/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198021 |
|  |  |  | 102195049 |
|  **Credit Cards - Fixed Rate – 0.6%** |  |  |  |
|  Brex Commercial Charge Card Master Trust <br>Series 2024-1, Class A1 <br>6.05%, 07/15/2027<sup>(a)</sup> |  | 6026 | 6072136 |
|  Mission Lane Credit Card Master Trust<br>Series 2024-A, Class A1<br>6.20%, 08/15/2029<sup>(a)</sup> |  | 4135 | 4171406 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-B, Class A<br>5.88%, 01/15/2030<sup>(a)</sup> |  | 10160 | 10240762 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-A, Class A<br>5.80%, 05/15/2030<sup>(a)</sup> |  | 4940 | 4950516 |
|  |  |  | 25434820 |
|  **Other ABS - Floating Rate – 0.0%** |  |  |  |
|  Pagaya AI Debt Grantor Trust <br>Series 2025-1, Class A <br>4.991%, 07/15/2032<sup>(a)</sup> |  | 1133 | 1133891 |
|  Total Asset-Backed Securities <br>(cost $287,355,338) |  |  | 284618538 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 5.9%** |  |  |  |
|  **Risk Share Floating Rate – 5.5%** |  |  |  |
|  Bellemeade Re Ltd.<br>Series 2022-1, Class M1B<br>6.455% (CME Term SOFR + 2.15%), 01/26/2032<sup>(a) (c)</sup> |  | 1504 | 1508887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class M1A<br>8.305% (CME Term SOFR + 4.00%), 09/27/2032<sup>(a) (c)</sup> |  | 1983 | 1994877 |
|  Connecticut Avenue Securities <br>Series 2025-R01, Class 1A1 <br>5.256% (CME Term SOFR + 0.95%), 01/25/2045<sup>(a) (c)</sup> |  | 9520 | 9504784 |
|  Connecticut Avenue Securities Trust<br>Series 2021-R03, Class 1M2<br>5.955% (CME Term SOFR + 1.65%), 12/25/2041<sup>(a) (c)</sup> |  | 3513 | 3534294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R01, Class 1M2<br>6.205% (CME Term SOFR + 1.90%), 12/25/2041<sup>(a) (c)</sup> |  | 9352 | 9427940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2M1<br>5.505% (CME Term SOFR + 1.20%), 01/25/2042<sup>(a) (c)</sup> |  | 1377 | 1376825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1M2<br>7.805% (CME Term SOFR + 3.50%), 03/25/2042<sup>(a) (c)</sup> |  | 6435 | 6685778 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1M2<br>7.405% (CME Term SOFR + 3.10%), 03/25/2042<sup>(a) (c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799508 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R05, Class 2M2<br>7.305% (CME Term SOFR + 3.00%), 04/25/2042<sup>(a) (c)</sup> |  | 5001 | 5134763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R06, Class 1M1<br>7.055% (CME Term SOFR + 2.75%), 05/25/2042<sup>(a) (c)</sup> |  | 4717 | 4827607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R07, Class 1M1<br>7.256% (CME Term SOFR + 2.95%), 06/25/2042<sup>(a) (c)</sup> |  | 4774 | 4895351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1M1<br>6.855% (CME Term SOFR + 2.55%), 07/25/2042<sup>(a) (c)</sup> |  | 4322 | 4417960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R01, Class 1M1<br>6.706% (CME Term SOFR + 2.40%), 12/25/2042<sup>(a) (c)</sup> |  | 3394 | 3481791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1M1<br>6.605% (CME Term SOFR + 2.30%), 01/25/2043<sup>(a) (c)</sup> |  | 2482 | 2533109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R03, Class 2M1<br>6.805% (CME Term SOFR + 2.50%), 04/25/2043<sup>(a) (c)</sup> |  | 5198 | 5273427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R04, Class 1M1<br>6.606% (CME Term SOFR + 2.30%), 05/25/2043<sup>(a) (c)</sup> |  | 5137 | 5244752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R05, Class 1M1<br>6.206% (CME Term SOFR + 1.90%), 06/25/2043<sup>(a) (c)</sup> |  | 4208 | 4248633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R06, Class 1M1<br>6.005% (CME Term SOFR + 1.70%), 07/25/2043<sup>(a) (c)</sup> |  | 3842 | 3863201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1M1<br>5.405% (CME Term SOFR + 1.10%), 02/25/2044<sup>(a) (c)</sup> |  | 2133 | 2131916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R03, Class 2M1<br>5.456% (CME Term SOFR + 1.15%), 03/25/2044<sup>(a) (c)</sup> |  | 4051 | 4050512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M1<br>5.405% (CME Term SOFR + 1.10%), 05/25/2044<sup>(a) (c)</sup> |  | 3530 | 3528467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R05, Class 2M1<br>5.305% (CME Term SOFR + 1.00%), 07/25/2044<sup>(a) (c)</sup> |  | 1644 | 1642462 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R06, Class 1M1<br>5.355% (CME Term SOFR + 1.05%), 09/25/2044<sup>(a) (c)</sup> |  | 2994 | 2994432 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1<br>5.306% (CME Term SOFR + 1.00%), 02/25/2045<sup>(a) (c)</sup> |  | 2531 | 2532138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2M1<br>5.905% (CME Term SOFR + 1.60%), 03/25/2045<sup>(a) (c)</sup> |  | 7872 | 7910925 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1A1<br>5.305% (CME Term SOFR + 1.00%), 05/25/2045<sup>(a) (c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3073300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1M1<br>5.505% (CME Term SOFR + 1.20%), 05/25/2045<sup>(a) (c)</sup> |  | 5002 | 5011474 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2021-DNA5, Class M2<br>5.955% (CME Term SOFR + 1.65%), 01/25/2034<sup>(a) (c)</sup> |  | 967 | 971745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M2<br>5.805% (CME Term SOFR + 1.50%), 10/25/2041<sup>(a) (c)</sup> |  | 8983 | 9016728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M2<br>6.105% (CME Term SOFR + 1.80%), 11/25/2041<sup>(a) (c)</sup> |  | 9563 | 9631810 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M1<br>5.255% (CME Term SOFR + 0.95%), 12/25/2041<sup>(a) (c)</sup> |  | 2720 | 2714741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2<br>6.655% (CME Term SOFR + 2.35%), 12/25/2041<sup>(a) (c)</sup> |  | 6126 | 6194926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M1B<br>7.205% (CME Term SOFR + 2.90%), 04/25/2042<sup>(a) (c)</sup> |  | 2957 | 3046054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M1B<br>7.655% (CME Term SOFR + 3.35%), 05/25/2042<sup>(a) (c)</sup> |  | 5585 | 5803185 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA5, Class M1B<br>8.805% (CME Term SOFR + 4.50%), 06/25/2042<sup>(a) (c)</sup> |  | 9989 | 10616573 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA7, Class M1A<br>6.805% (CME Term SOFR + 2.50%), 03/25/2052<sup>(a) (c)</sup> |  | 3338 | 3382200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1A<br>6.406% (CME Term SOFR + 2.10%), 03/25/2043<sup>(a) (c)</sup> |  | 2735 | 2775577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1A<br>6.406% (CME Term SOFR + 2.10%), 04/25/2043<sup>(a) (c)</sup> |  | 10344 | 10505936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA1, Class M1A<br>6.305% (CME Term SOFR + 2.00%), 05/25/2043<sup>(a) (c)</sup> |  | 3109 | 3140926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA2, Class M1A<br>6.305% (CME Term SOFR + 2.00%), 06/25/2043<sup>(a) (c)</sup> |  | 2348 | 2360918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class A1<br>5.355% (CME Term SOFR + 1.05%), 10/25/2044<sup>(a) (c)</sup> |  | 6797 | 6796623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA1, Class M1<br>5.555% (CME Term SOFR + 1.25%), 03/25/2044<sup>(a) (c)</sup> |  | 4788 | 4798494 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class M1<br>5.505% (CME Term SOFR + 1.20%), 08/25/2044<sup>(a) (c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7453 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7455454 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2021-HQA2 <br>Series 2021-HQA2, Class M2 <br>6.355% (CME Term SOFR + 2.05%), 12/25/2033<sup>(a) (c)</sup> |  | 4767 | 4879704 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA1 <br>Series 2025-DNA1, Class A1 <br>5.255% (CME Term SOFR + 0.95%), 01/25/2045<sup>(a) (c)</sup> |  | 5697 | 5688528 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2<br>Series 2025-DNA2, Class A1<br>5.405% (CME Term SOFR + 1.10%), 05/25/2045<sup>(a) (c)</sup> |  | 2969 | 2970282 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class M1<br>5.505% (CME Term SOFR + 1.20%), 05/25/2045<sup>(a) (c)</sup> |  | 3115 | 3121920 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-Hqa1 <br>Series 2025-HQA1, Class A1 <br>5.255% (CME Term SOFR + 0.95%), 02/25/2045<sup>(a) (c)</sup> |  | 7173 | 7162008 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2015-C04, Class 1M2<br>10.12% (CME Term SOFR + 5.81%), 04/25/2028<sup>(c)</sup> |  | 637 | 646901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br>10.42% (CME Term SOFR + 6.11%), 09/25/2028<sup>(c)</sup> |  | 69 | 70319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R02, Class 2M2<br>6.305% (CME Term SOFR + 2.00%), 11/25/2041<sup>(a) (c)</sup> |  | 4215 | 4244174 |
|  Wells Fargo Credit Risk Transfer Securities Trust<br>Series 2015-WF1, Class 1M2<br>9.67% (CME Term SOFR + 5.36%), 11/25/2025<sup>(a) (c)</sup> |  | 775 | 807997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-WF1, Class 2M2<br>9.92% (CME Term SOFR + 5.61%), 11/25/2025<sup>(a) (c)</sup> |  | 194 | 202937 |
|  |  |  | 231635773 |
|  **Agency Fixed Rate – 0.2%** |  |  |  |
|  Federal Home Loan Mortgage Corp. REMICS<br>Series 5008, Class AI<br>3.50%, 09/25/2050<sup>(d)</sup> |  | 7781 | 1439064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 5040, Class AI<br>3.50%, 11/25/2050<sup>(d)</sup> |  | 5578 | 924480 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 5043, Class IO<br>5.00%, 11/25/2050<sup>(d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;11161 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872933 |
|  Federal National Mortgage Association Grantor Trust <br>Series 2004-T5, Class AB4 <br>4.357%, 05/28/2035 |  | 1095 | 1075768 |
|  Federal National Mortgage Association REMICS <br>Series 2015-30, Class EI <br>5.00%, 05/25/2045<sup>(d)</sup> |  | 4350 | 601683 |
|  |  |  | 6913928 |
|  **Agency Floating Rate – 0.2%** |  |  |  |
|  Federal Home Loan Mortgage Corp. REMICS<br>Series 4416, Class BS<br>1.682% (5.99% - CME Term SOFR), 12/15/2044<sup>(c) (e)</sup> |  | 5502 | 599015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4585, Class DS<br>1.582% (5.89% - CME Term SOFR), 05/15/2046<sup>(c) (e)</sup> |  | 3514 | 406836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4693, Class SL<br>1.732% (6.04% - CME Term SOFR), 06/15/2047<sup>(c) (e)</sup> |  | 2273 | 289868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4954, Class SL<br>1.63% (5.94% - CME Term SOFR), 02/25/2050<sup>(c) (e)</sup> |  | 1562 | 181652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4981, Class HS<br>1.68% (5.99% - CME Term SOFR), 06/25/2050<sup>(c) (e)</sup> |  | 13553 | 1519340 |
|  Federal National Mortgage Association REMICS<br>Series 2015-26, Class SH<br>2.03% (6.34% - CME Term SOFR), 05/25/2045<sup>(c) (e)</sup> |  | 4253 | 503466 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-106, Class ES<br>1.58% (5.89% - CME Term SOFR), 01/25/2047<sup>(c) (e)</sup> |  | 2528 | 287907 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-62, Class AS<br>1.73% (6.04% - CME Term SOFR), 08/25/2047<sup>(c) (e)</sup> |  | 3070 | 352172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class SW<br>1.78% (6.09% - CME Term SOFR), 12/25/2047<sup>(c) (e)</sup> |  | 4411 | 552781 |
|  Government National Mortgage Association<br>Series 2017-122, Class SA<br>1.768% (6.09% - CME Term SOFR 1 Month), 08/20/2047<sup>(c) (e)</sup> |  | 3788 | 517255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-134, Class MS<br>1.768% (6.09% - CME Term SOFR 1 Month), 09/20/2047<sup>(c) (e)</sup> |  | 4332 | 575424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-43, Class ST<br>1.668% (5.99% - CME Term SOFR 1 Month), 03/20/2047<sup>(c) (e)</sup> |  | 5287 | 642381 |
|  |  |  | 6428097 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Non-Agency Floating Rate – 0.0%** |  |  |  |
|  Deutsche Alt-A Securities Mortgage Loan Trust <br>Series 2006-AR4, Class A2 <br>4.814% (CME Term SOFR 1 Month + 0.49%), 12/25/2036<sup>(c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093367 |
|  HomeBanc Mortgage Trust <br>Series 2005-1, Class A1 <br>4.934% (CME Term SOFR 1 Month + 0.61%), 03/25/2035<sup>(c)</sup> |  | 438 | 353592 |
|  JPMorgan Chase Bank NA - CHASE <br>Series 2019-CL1, Class M3 <br>6.534% (CME Term SOFR 1 Month + 2.21%), 04/25/2047<sup>(a) (c)</sup> |  | 589 | 597513 |
|  Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates <br>Series 2004-1, Class 1A <br>5.034% (CME Term SOFR 1 Month + 0.71%), 04/25/2034<sup>(c)</sup> |  | 2 | 1847 |
|  |  |  | 2046319 |
|  **Non-Agency Fixed Rate – 0.0%** |  |  |  |
|  Alternative Loan Trust<br>Series 2005-20CB, Class 3A6<br>5.50%, 07/25/2035 |  | 230 | 154534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A16<br>5.75%, 08/25/2036 |  | 1843 | 906177 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A13<br>5.50%, 02/25/2036 |  | 419 | 283341 |
|  CHL Mortgage Pass-Through Trust <br>Series 2006-13, Class 1A19 <br>6.25%, 09/25/2036 |  | 593 | 257898 |
|  |  |  | 1601950 |
|  Total Collateralized Mortgage Obligations <br>(cost $247,378,638) |  |  | 248626067 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.8%** |  |  |  |
|  **Non-Agency Floating Rate CMBS – 1.1%** |  |  |  |
|  ALA Trust <br>Series 2025-OANA, Class A <br>6.043% (CME Term SOFR 1 Month + 1.74%), 06/15/2040<sup>(a) (c)</sup> |  | 7553 | 7592723 |
|  AREIT Trust <br>Series 2022-CRE6, Class A <br>5.551% (CME Term SOFR + 1.25%), 01/20/2037<sup>(a) (c)</sup> |  | 6840 | 6826962 |
|  BBCMS Mortgage Trust <br>Series 2020-BID, Class A <br>6.566% (CME Term SOFR 1 Month + 2.25%), 10/15/2037<sup>(a) (c)</sup> |  | 7708 | 7708000 |
|  BFLD Mortgage Trust <br>Series 2021-FPM, Class A <br>6.026% (CME Term SOFR 1 Month + 1.71%), 06/15/2038<sup>(a) (c)</sup> |  | 11683 | 11683000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  BX Commercial Mortgage Trust<br>Series 2019-IMC, Class D<br>6.258% (CME Term SOFR 1 Month + 1.95%), 04/15/2034<sup>(a) (c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-IMC, Class E<br>6.508% (CME Term SOFR 1 Month + 2.20%), 04/15/2034<sup>(a) (c)</sup> |  | 6595 | 6438817 |
|  CLNY Trust <br>Series 2019-IKPR, Class D <br>6.701% (CME Term SOFR 1 Month + 2.39%), 11/15/2038<sup>(a) (c)</sup> |  | 2751 | 2627205 |
|  Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk <br>Series 2021-MN1, Class M1 <br>6.305% (CME Term SOFR + 2.00%), 01/25/2051<sup>(a) (c)</sup> |  | 377 | 375408 |
|  Natixis Commercial Mortgage Securities Trust <br>Series 2019-MILE, Class A <br>5.891% (CME Term SOFR 1 Month + 1.58%), 07/15/2036<sup>(a) (c)</sup> |  | 2335 | 2221497 |
|  |  |  | 47212558 |
|  **Non-Agency Fixed Rate CMBS – 0.7%** |  |  |  |
|  Barclays Commercial Mortgage Trust <br>Series 2019-C3, Class B <br>4.096%, 05/15/2052 |  | 3523 | 3325448 |
|  GS Mortgage Securities Trust <br>Series 2011-GC5, Class D <br>5.295%, 08/10/2044<sup>(a)</sup> |  | 333 | 249343 |
|  GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A1<br>1.433%, 08/15/2026<sup>(f)</sup> |  | 2433 | 2402142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A2<br>2.435%, 08/15/2026<sup>(f)</sup> |  | 9371 | 9281866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class AS<br>2.638%, 08/15/2026<sup>(f)</sup> |  | 249 | 244443 |
|  HFX Funding <br>Series 2017-1A, Class A3 <br>3.647%, 03/15/2035<sup>(f)</sup> |  | 64 | 63182 |
|  JP Morgan Chase Commercial Mortgage Securities Trust <br>Series 2016-JP3, Class B <br>3.397%, 08/15/2049 |  | 3000 | 2797208 |
|  JPMBB Commercial Mortgage Securities Trust<br>Series 2013-C14, Class D<br>4.172%, 08/15/2046<sup>(a)</sup> |  | 2527 | 1926860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C27, Class AS<br>3.634%, 02/15/2048 |  | 3415 | 3188920 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2015-SG1, Class AS<br>4.047%, 09/15/2048 |  | 2906 | 2896496 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C51, Class B<br>3.836%, 06/15/2052 | U.S.$| 1269 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120231 |
|  |  |  | 27496139 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $76,433,926) |  |  | 74708697 |
|  **INFLATION-LINKED SECURITIES – 1.5%** |  |  |  |
|  **United States – 1.5%** |  |  |  |
|  U.S. Treasury Inflation Index <br>0.25%, 07/15/2029 (TIPS) <br>(cost $61,868,564) |  | &nbsp;&nbsp;&nbsp;&nbsp;66461 | 63797217 |
|  **CORPORATES - NON-INVESTMENT GRADE – 0.9%** |  |  |  |
|  **Industrial – 0.8%** |  |  |  |
|  **Capital Goods – 0.1%** |  |  |  |
|  Axon Enterprise, Inc.<br>6.125%, 03/15/2030<sup>(a)</sup> |  | 3205 | 3297144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/2033<sup>(a)</sup> |  | 2323 | 2399752 |
|  |  |  | 5696896 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Discovery Communications LLC <br>5.30%, 05/15/2049 |  | 857 | 567763 |
|  VZ Vendor Financing II BV <br>2.875%, 01/15/2029<sup>(a)</sup> | EUR | 2093 | 2238555 |
|  |  |  | 2806318 |
|  **Communications - Telecommunications – 0.0%** |  |  |  |
|  Altice France SA <br>3.375%, 01/15/2028<sup>(f)</sup> |  | 1024 | 1000512 |
|  **Consumer Cyclical - Automotive – 0.2%** |  |  |  |
|  Nissan Motor Co., Ltd. <br>4.345%, 09/17/2027<sup>(a)</sup> | U.S.$| 8330 | 7998549 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Hilton Domestic Operating Co., Inc.<br>5.875%, 04/01/2029<sup>(a)</sup> |  | 2297 | 2346202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/2032<sup>(a)</sup> |  | 1315 | 1346547 |
|  |  |  | 3692749 |
|  **Consumer Non-Cyclical – 0.2%** |  |  |  |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC <br>3.50%, 03/15/2029<sup>(a)</sup> |  | 3900 | 3697356 |
|  CVS Health Corp.<br>6.75%, 12/10/2054 |  | 241 | 242080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055 |  | 4093 | 4230197 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV <br>2.875%, 04/30/2028<sup>(a)</sup> | EUR | 1420 | 1631776 |
|  |  |  | 9801409 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Energy – 0.1%** |  |  |  |
|  Venture Global Plaquemines LNG LLC <br>6.50%, 01/15/2034<sup>(a)</sup> | U.S.$| 4447 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4447000 |
|  |  |  | 35443433 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  Vistra Corp. <br>7.00%, 12/15/2026<sup>(a) (b)</sup> |  | 2589 | 2620171 |
|  Total Corporates - Non-Investment Grade <br>(cost $38,889,427) |  |  | 38063604 |
|  **AGENCIES – 0.9%** |  |  |  |
|  **Agency Debentures – 0.9%** |  |  |  |
|  Federal Home Loan Banks<br>4.00%, 06/30/2028 |  | &nbsp;&nbsp;&nbsp;&nbsp;27220 | 27439393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/08/2028 |  | 8990 | 9256823 |
|  Total Agencies <br>(cost $36,300,644) |  |  | 36696216 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 0.8%** |  |  |  |
|  **CLO - Floating Rate – 0.8%** |  |  |  |
|  AGL CLO 10 Ltd. <br>Series 2021-10A, Class AR <br>5.626% (CME Term SOFR 3 Month + 1.31%), 04/15/2034<sup>(a) (c)</sup> |  | 3425 | 3429565 |
|  Ballyrock CLO 27 Ltd. <br>Series 2024-27A, Class A1A <br>5.632% (CME Term SOFR 3 Month + 1.35%), 10/25/2037<sup>(a) (c)</sup> |  | 3533 | 3538043 |
|  Benefit Street Partners CLO XXXVIII Ltd. <br>Series 2024-38A, Class A <br>5.623% (CME Term SOFR 3 Month + 1.31%), 01/25/2038<sup>(a) (c)</sup> |  | 4053 | 4058429 |
|  Kings Park CLO Ltd. <br>Series 2021-1A, Class A <br>5.661% (CME Term SOFR 3 Month + 1.39%), 01/21/2035<sup>(a) (c)</sup> |  | 8477 | 8479554 |
|  OCP CLO Ltd. <br>Series 2024-34A, Class A1 <br>5.616% (CME Term SOFR 3 Month + 1.36%), 10/15/2037<sup>(a) (c)</sup> |  | 2778 | 2782779 |
|  Palmer Square CLO Ltd. <br>Series 2021-4A, Class A <br>5.688% (CME Term SOFR 3 Month + 1.43%), 10/15/2034<sup>(a) (c)</sup> |  | 730 | 730000 |
|  Rad CLO 14 Ltd. <br>Series 2021-14A, Class A <br>5.688% (CME Term SOFR 3 Month + 1.43%), 01/15/2035<sup>(a) (c)</sup> |  | 829 | 829730 |
|  Regatta XIX Funding Ltd. <br>Series 2022-1A, Class A1 <br>5.592% (CME Term SOFR 3 Month + 1.32%), 04/20/2035<sup>(a) (c)</sup> |  | 5153 | 5162908 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Rockford Tower CLO Ltd. <br>Series 2021-2A, Class A1 <br>5.691% (CME Term SOFR 3 Month + 1.42%), 07/20/2034<sup>(a) (c)</sup> | U.S.$| 5449 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5457949 |
|  Total Collateralized Loan Obligations <br>(cost $34,302,617) |  |  | 34468957 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.6%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Chile Electricity Lux MPC II SARL<br>5.58%, 10/20/2035<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 | 4845907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.672%, 10/20/2035<sup>(a)</sup> |  | 1383 | 1394410 |
|  |  |  | 6240317 |
|  **Colombia – 0.1%** |  |  |  |
|  Colombia Government International Bond <br>3.125%, 04/15/2031 |  | 2490 | 2047403 |
|  **Ecuador – 0.2%** |  |  |  |
|  Amazon Conservation DAC <br>6.034%, 01/16/2042<sup>(a)</sup> |  | 5572 | 5563754 |
|  GPS Blue Financing DAC <br>5.645%, 11/09/2041<sup>(f)</sup> |  | 4889 | 4757290 |
|  |  |  | 10321044 |
|  **Hungary – 0.1%** |  |  |  |
|  Hungary Government International Bond <br>6.75%, 09/23/2055<sup>(a)</sup> |  | 5963 | 6010704 |
|  **Israel – 0.1%** |  |  |  |
|  Israel Government International Bond <br>Series 5Y <br>5.375%, 02/19/2030 |  | 1978 | 2018331 |
|  Total Governments - Sovereign Bonds <br>(cost $26,996,318) |  |  | 26637799 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.5%** |  |  |  |
|  **United States – 0.5%** |  |  |  |
|  State Board of Administration Finance Corp.<br> (Florida Hurricane Catastrophe Fund)<br>Series 2020-A<br>1.705%, 07/01/2027 |  | 6821 | 6496001 |
|  State of California<br> (State of California)<br>Series 2010<br>7.625%, 03/01/2040 |  | 8520 | 10198219 |
|  University of California<br> (University of California)<br>Series 2021-B<br>3.071%, 05/15/2051 |  | 7960 | 5265745 |
|  Total Local Governments - US Municipal Bonds <br>(cost $23,336,813) |  |  | 21959965 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.5%** |  |  |  |
|  **Industrial – 0.4%** |  |  |  |
|  **Basic – 0.1%** |  |  |  |
|  Braskem Netherlands Finance BV<br>4.50%, 01/10/2028<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/31/2030<sup>(a)</sup> |  | 1724 | 1327480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 10/15/2034<sup>(a)</sup> |  | 1376 | 1097222 |
|  CSN Resources SA <br>4.625%, 06/10/2031<sup>(a)</sup> |  | 538 | 423729 |
|  Volcan Cia Minera SAA <br>8.75%, 01/24/2030<sup>(a)</sup> |  | 768 | 760800 |
|  |  |  | 5834123 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Globo Comunicacao e Participacoes SA <br>4.875%, 01/22/2030<sup>(a)</sup> |  | 2392 | 2255536 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Wynn Macau Ltd. <br>5.625%, 08/26/2028<sup>(a)</sup> |  | 2862 | 2806907 |
|  **Energy – 0.1%** |  |  |  |
|  Ecopetrol SA <br>8.625%, 01/19/2029 |  | 4800 | 5070624 |
|  Oleoducto Central SA <br>4.00%, 07/14/2027<sup>(a)</sup> |  | 319 | 309896 |
|  |  |  | 5380520 |
|  |  |  | 16277086 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.0%** |  |  |  |
|  Terraform Global Operating LP <br>6.125%, 03/01/2026<sup>(a)</sup> |  | 272 | 270640 |
|  **Other Utility – 0.1%** |  |  |  |
|  Aegea Finance SARL <br>6.75%, 05/20/2029<sup>(a)</sup> |  | 1888 | 1885876 |
|  |  |  | 2156516 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $18,911,281) |  |  | 18433602 |
|  **QUASI-SOVEREIGNS – 0.3%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.3%** |  |  |  |
|  **Chile – 0.2%** |  |  |  |
|  Corp. Nacional del Cobre de Chile <br>6.44%, 01/26/2036<sup>(a)</sup> |  | 7339 | 7658246 |
|  **Mexico – 0.1%** |  |  |  |
|  Comision Federal de Electricidad<br>4.688%, 05/15/2029<sup>(a)</sup> |  | 1800 | 1753200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/24/2030<sup>(a)</sup> |  | 4505 | 4491485 |
|  |  |  | 6244685 |
|  Total Quasi-Sovereigns <br>(cost $13,818,981) |  |  | 13902931 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - SOVEREIGNS – 0.1%** |  |  |  |
|  **Dominican Republic – 0.1%** |  |  |  |
|  Dominican Republic International Bond <br>4.875%, 09/23/2032<sup>(a)</sup> <br>(cost $3,827,000) | U.S.$| 3827 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530408 |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.0%** |  |  |  |
|  **Kazakhstan – 0.0%** |  |  |  |
|  Baiterek National Managing Holding JSC <br>5.45%, 05/08/2028<sup>(a)</sup> <br>(cost $1,323,082) |  | 1330 | 1344284 |
|  **SHORT-TERM INVESTMENTS – 10.7%** |  |  |  |
|  **U.S. Treasury Bills – 10.7%** |  |  |  |
|  U.S. Treasury Bill<br>Zero Coupon, 09/04/2025 |  | &nbsp;&nbsp;&nbsp;&nbsp;193718 | 192227787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/03/2025 |  | 73483 | 73466134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/14/2025 |  | &nbsp;&nbsp;&nbsp;&nbsp;188543 | 187549697 |
|  Total Short-Term Investments <br>(cost $453,259,574) |  |  | 453243618 |
|  **Total Investments – 110.3%** <br>(cost $4,764,134,641)<sup>(g)</sup> |  |  | 4670003950 |
|  Other assets less liabilities – (10.3)% |  |  | (434744216) |
|  **Net Assets – 100.0%** |  |  | $**4235259734** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of<br>Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized<br>Appreciation**<br> **(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| U.S. Long Bond (CBT) Futures | 96 | September 2025 | $11085000 | $280996 |
| U.S. T-Note 2 Yr (CBT) Futures | 379 | September 2025 | 78840883 | 275894 |
| U.S. T-Note 5 Yr (CBT) Futures | 7085 | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772265000 | 9758533 |
| U.S. Ultra Bond (CBT) Futures | 510 | September 2025 | 60753750 | 1730658 |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| Japan 10 Yr Bond (OSE) Futures | 126 | September 2025 | 121638276 | (317505) |
| U.S. 10 Yr Ultra Futures | 273 | September 2025 | 31194516 | (504112) |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11224464 |

---

------

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| JPMorgan Chase Bank | USD | 3605 | EUR | 3118 | 07/09/2025 | $69970 |
| Morgan Stanley Capital Services, Inc. | EUR | 14931 | USD | 17020 | 07/09/2025 | (575618) |
| Morgan Stanley Capital Services, Inc. | USD | 9213 | EUR | 8094 | 07/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326278 |
| State Street Bank & Trust Co. | USD | 697 | EUR | 611 | 07/09/2025 | 24261 |
| State Street Bank & Trust Co. | JPY | 5856062 | USD | 40552 | 08/08/2025 | (282267) |
|  |  |  |  |  |  | $(437376) |

---

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount**<br> **(000)** | **Notional<br>Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 19060 | 12/13/2029 | 1.537% | 1 Day SOFR | Annual | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770999 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262904 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508095 |

---

*\*\** *Principal amount less than 500.* 

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At June 30, 2025, the aggregate market value of these securities amounted to $1,076,890,532 or 25.4% of net assets.* 

*(b)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(c)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at June 30, 2025.* 

*(d)* *IO - Interest Only.* 

*(e)* *Inverse interest only security.* 

*(f)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.42% of net assets as of June 30, 2025, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition**<br> **Date** | **Cost** | | **Market**<br> **Value** | | **Percentage**<br> **of**<br> **Net Assets** |
|  *Altice France SA <br>3.375%, 01/15/2028* | *12/15/2021* | $*1140944* | | $*1000512* | | *0.02%* |
|  *GPS Blue Financing DAC <br>5.645%, 11/09/2041* | *05/18/2023-05/22/2023* | *4894171* | | *4757290* | | *0.11%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A1 <br>1.433%, 08/15/2026* | *10/11/2021-08/03/2023* | *2319592* | | *2402142* | | *0.06%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A2 <br>2.435%, 08/15/2026* | *02/25/2021-09/06/2022* | *9442412* | | *9281866* | | *0.22%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class AS <br>2.638%, 08/15/2026* | *02/25/2021-04/01/2021* | *250577* | | *244443* | | *0.01%* |
|  *HFX Funding <br>Series 2017-1A, Class A3 <br>3.647%, 03/15/2035* | *11/19/2020* | *66861* | | *63182* | | *0.00%* |

---

*(g)* *As of June 30, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $67,681,714 and gross unrealized depreciation of investments was $(150,517,222), resulting in net unrealized depreciation of $(82,835,508).* 

------

*Currency Abbreviations:* 

*EUR – Euro* 

*JPY – Japanese Yen* 

*USD – United States Dollar* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*ARMs – Adjustable Rate Mortgages* 

*CBT – Chicago Board of Trade* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Mercantile Exchange* 

*REIT – Real Estate Investment Trust* 

*REMICs – Real Estate Mortgage Investment Conduits* 

*RFUCCT1Y – Refinitiv USD IBOR Consumer Cash Fallbacks Term 1 Year* 

*SOFR – Secured Overnight Financing Rate* 

*TBA – To Be Announced* 

*TIPS – Treasury Inflation Protected Security* 

------

**Sanford C. Bernstein Fund, Inc.** 

**Intermediate Duration Portfolio** 

**June 30, 2025 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Portfolio. Unobservable inputs reflect the Portfolio's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Portfolio's own assumptions in determining the fair value
of investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

------

The following table summarizes the valuation of the Portfolio's investments by the above fair value hierarchy levels as of June 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Governments - Treasuries | $— | $1314095480 | $— | $1314095480 |
| Corporates - Investment Grade |  | 1150258384 |  | 1150258384 |
| Mortgage Pass-Throughs |  | 885618183 |  | 885618183 |
| Asset-Backed Securities |  | 284618538 |  | 284618538 |
| Collateralized Mortgage Obligations |  | 248626067 |  | 248626067 |
| Commercial Mortgage-Backed Securities |  | 74708697 |  | 74708697 |
| Inflation-Linked Securities |  | 63797217 |  | 63797217 |
| Corporates - Non-Investment Grade |  | 38063604 |  | 38063604 |
| Agencies |  | 36696216 |  | 36696216 |
| Collateralized Loan Obligations |  | 34468957 |  | 34468957 |
| Governments - Sovereign Bonds |  | 26637799 |  | 26637799 |
| Local Governments - US Municipal Bonds |  | 21959965 |  | 21959965 |
| Emerging Markets - Corporate Bonds |  | 18433602 |  | 18433602 |
| Quasi-Sovereigns |  | 13902931 |  | 13902931 |
| Emerging Markets - Sovereigns |  | 3530408 |  | 3530408 |
| Governments - Sovereign Agencies |  | 1344284 |  | 1344284 |
| Short-Term Investments |  | 453243618 |  | 453243618 |
| Total Investments in Securities |  | 4670003950 |  | 4670003950 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | 12046081 |  |  | 12046081 |
| Forward Currency Exchange Contracts |  | 420509 |  | 420509 |
| Centrally Cleared Interest Rate Swaps |  | 1770999 |  | 1770999 |
| **Liabilities:** |  |  |  |  |
| Futures | (821617) |  |  | (821617) |
| Forward Currency Exchange Contracts |  | (857885) |  | (857885) |
| **Total** | $**11224464** | $**4671337573** | $**—** | $**4682562037** |

---

*<sup>(a)</sup>* *Other financial instruments include derivative instruments, such as futures, forwards and swaps. Derivative instruments are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BERNSTEIN SANFORD C FUND INC

- **b. Investment Company Act file number:** 811-05555

- **c. CIK number of Registrant:** 0000832808

- **d. LEI of Registrant:** 549300GA5IHQHIM7CU60

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** Intermediate Duration Portfolio

- **b. EDGAR series identifier (if any):** S000011057

- **c. LEI of Series:** 549300MB31JEFJHRDI51

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4775752375.95

**Total Liabilities:** $543946242.48

**Net Assets:** $4231806133.47

**Delayed Delivery Securities:** $23449724.78

**Cash Not Reported:** $69641214.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5278.31000000 | **1-Year:** -100651.57000000 | **5-Year:** -279434.61000000 | **10-Year:** -242335.20000000 | **30-Year:** -34027.64000000

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

- **3-Month:** -1569.25000000 | **1-Year:** -17664.20000000 | **5-Year:** -27627.67000000 | **10-Year:** -9037.06000000 | **30-Year:** -1254.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213292 | 0.53%                | -0.81%               | 1.60%                |
| Class ID C000030494 | 0.54%                | -0.80%               | 1.61%                |
| Class ID C000213294 | 0.62%                | -0.89%               | 1.61%                |
| Class ID C000213293 | 0.51%                | -0.83%               | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5780206.36             | $5395684.28                                |
| Month 2  | $1872166.62              | $-42889846.65                              |
| Month 3  | $-2529274.62             | $48044736.60                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Index

- **Index Identifier:** LBUSTRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16037435 | PA      | $13467517.49  | 0.32%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1360000 | PA      | $1483896.00   | 0.04%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103357 | PA      | $99496.48     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1376829 | PA      | $1376824.97   | 0.03%             | 2042-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                     | Ballyrock CLO 27 Ltd                                                                                      | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |    3533305 | PA      | $3538043.16   | 0.08%             | 2037-10-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140K3BF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3697768 | PA      | $3385640.79   | 0.08%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                                                | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    4120000 | PA      | $4155432.00   | 0.10%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1515000 | PA      | $1346304.75   | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    7441000 | PA      | $7627992.33   | 0.18%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2782000 | PA      | $2911307.36   | 0.07%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9309000 | PA      | $9305183.31   | 0.22%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust                | Prosper Marketplace Issuance Trust Series 2024-1                                                          | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1196356 | PA      | $1198021.30   | 0.03%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                                          | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2008000 | PA      | $1767234.58   | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    4861000 | PA      | $4990740.09   | 0.12%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                                                         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4838650 | PA      | $4845907.72   | 0.11%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                            | Banque Federative du Credit Mutuel SA                                                                     | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9994000 | PA      | $10361679.26  | 0.24%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13531000 | PA      | $13544441.70  | 0.32%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24079526 | PA      | $19175679.84  | 0.45%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B93N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12592899 | PA      | $10559210.39  | 0.25%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2005-20CB                                                                          | CUSIP: 12667GQL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229806 | PA      | $154534.18    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                       | Cencosud SA                                                                                               | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    1905000 | PA      | $1961197.50   | 0.05%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3ZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1390166 | PA      | $1388896.25   | 0.03%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38376MJL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5286515 | PA      | $642380.86    | 0.02%             | 2047-03-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                  | CUSIP: 05377RHD9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3817000 | PA      | $3887668.70   | 0.09%             | 2028-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                                                    | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2887000 | PA      | $2900944.21   | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108115 | PA      | $104121.97    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3079000 | PA      | $2843087.02   | 0.07%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                                                  | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3613655.00   | 0.09%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                                            | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7332000 | PA      | $7206329.52   | 0.17%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     366000 | PA      | $363368.46    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                      | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10267000 | PA      | $10429629.28  | 0.25%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2117000 | PA      | $2084948.62   | 0.05%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2490000 | PA      | $2047402.50   | 0.05%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | Barclays Commercial Mortgage Trust 2019-C3                                                                | CUSIP: 05550MAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3523000 | PA      | $3325447.78   | 0.08%             | 2052-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1740527.91   | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-P4                                                                    | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950482 | PA      | $3950319.55   | 0.09%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1436841.45   | 0.03%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                                            | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2328365.52   | 0.06%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31346YA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1325399 | PA      | $1214350.97   | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     204000 | PA      | $199165.20    | 0.00%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2991000 | PA      | $3026981.73   | 0.07%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140JXTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4056544 | PA      | $3709062.66   | 0.09%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46935000 | PA      | $31175107.03  | 0.74%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                                                         | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   10247000 | PA      | $10474688.34  | 0.25%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                          | Brex Commercial Charge Card Master Trust                                                                  | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6026000 | PA      | $6072136.26   | 0.14%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2022-B LLC                                                                                   | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     345128 | PA      | $345760.53    | 0.01%             | 2029-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FEAY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19185 | PA      | $18439.51     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    8982760 | PA      | $9016727.87   | 0.21%             | 2041-10-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2589000 | PA      | $2620171.56   | 0.06%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    4575000 | PA      | $4035561.75   | 0.10%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                                                     | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3827000 | PA      | $3530407.50   | 0.08%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                                                  | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2034000 | PA      | $1937974.86   | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8162000 | PA      | $8429795.22   | 0.20%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| University of California                          | UNIV OF CALIFORNIA CA REVENUES                                                                            | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7960000 | PA      | $5265745.37   | 0.12%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                                          | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6935657.00   | 0.16%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2482037 | PA      | $2533109.46   | 0.06%             | 2043-01-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2013-C14                                                       | CUSIP: 46640LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2526699 | PA      | $1926860.66   | 0.05%             | 2046-08-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FNFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13726 | PA      | $13208.49     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25912511 | PA      | $26746572.54  | 0.63%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                                                         | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1642000 | PA      | $1703903.40   | 0.04%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BPFZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3513988 | PA      | $406836.12    | 0.01%             | 2046-05-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     625000 | PA      | $620018.75    | 0.01%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66460843 | PA      | $63797216.70  | 1.51%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9371000 | PA      | $9281865.86   | 0.22%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2022-CRE6 Trust                                                                                     | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6839783 | PA      | $6826962.39   | 0.16%             | 2037-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                                                             | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4227000 | PA      | $4231480.62   | 0.10%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1447000 | PA      | $1446710.60   | 0.03%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                                                         | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1383000 | PA      | $1394409.75   | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4741000 | PA      | $4985161.50   | 0.12%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2628160.78   | 0.06%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4717425 | PA      | $4827607.21   | 0.11%             | 2042-05-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                 | CUSIP: 3128NHRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        128 | PA      | $133.46       | 0.00%             | 2036-12-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1067781.20   | 0.03%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3016000 | PA      | $2960023.04   | 0.07%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                                                      | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10207000 | PA      | $10413997.96  | 0.25%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                     | Takeda US Financing Inc                                                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   10525000 | PA      | $10525842.00  | 0.25%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5842000 | PA      | $5894110.64   | 0.14%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                          | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2095880 | PA      | $2118986.78   | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9177000 | PA      | $9332183.07   | 0.22%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354480 | PA      | $340432.02    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                                          | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3096000 | PA      | $2760911.56   | 0.07%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417EJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1851314 | PA      | $1737036.61   | 0.04%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA2                                                                   | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |    4766500 | PA      | $4879704.14   | 0.12%             | 2033-12-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4567000 | PA      | $4435698.75   | 0.10%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                                                    | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    3476000 | PA      | $3515105.00   | 0.08%             | 2030-04-29      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                                         | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2474071.20   | 0.06%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2399751.92   | 0.06%             | 2033-03-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                                                | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    6469000 | PA      | $6462013.48   | 0.15%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4254000 | PA      | $3840564.38   | 0.09%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86477 | PA      | $83384.97     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                                                 | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3104131 | PA      | $3105677.62   | 0.07%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     676000 | PA      | $690473.16    | 0.02%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                                                     | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $1886638.50   | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5137180 | PA      | $5244752.23   | 0.12%             | 2043-05-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33530000 | PA      | $30613151.87  | 0.72%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                        | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    1888000 | PA      | $1885876.00   | 0.04%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA7                                                                   | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |    3338323 | PA      | $3382200.06   | 0.08%             | 2052-03-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                                                        | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   10014000 | PA      | $10069177.14  | 0.24%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                  | ENA Master Trust                                                                                          | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    1235000 | PA      | $893448.40    | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                   | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    2719827 | PA      | $2714741.31   | 0.06%             | 2041-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                           | Public Service Co of Oklahoma                                                                             | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6043.86      | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPYC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206486 | PA      | $198083.61    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31427MV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16585232 | PA      | $13797961.26  | 0.33%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-282266.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2019-IMC                                                                     | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1772174 | PA      | $1738945.74   | 0.04%             | 2034-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1024000 | PA      | $1000512.46   | 0.02%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                                                  | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   10353000 | PA      | $10491626.67  | 0.25%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                          | MetLife Capital Trust IV                                                                                  | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5700604.00   | 0.13%             | 2037-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FNL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23854 | PA      | $22925.77     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                                         | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5353000 | PA      | $5198726.54   | 0.12%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1916000 | PA      | $1350256.09   | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                                                                   | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5389953.00   | 0.13%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3094140.50   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re 2022-1 Ltd                                                                                  | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1503824 | PA      | $1508887.02   | 0.04%             | 2032-01-26      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 6274350000 | PA      | $39960121.93  | 0.94%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24746400 | PA      | $24561768.59  | 0.58%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     300130 | PA      | $288696.16    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5LZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     262697 | PA      | $252389.26    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2025-2                                                       | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9890000 | PA      | $9917371.56   | 0.23%             | 2029-05-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2025-2                                                                                     | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9713363 | PA      | $9725479.31   | 0.23%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FHRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5397 | PA      | $5197.76      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12072700 | PA      | $10812611.94  | 0.26%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                               | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8428000 | PA      | $8615185.88   | 0.20%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                       | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4756000 | PA      | $5333283.28   | 0.13%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd                                                                                 | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    9680000 | PA      | $8560411.20   | 0.20%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     893000 | PA      | $870219.57    | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16763170 | PA      | $14494911.94  | 0.34%             | 2054-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    1790000 | PA      | $1688274.30   | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17483500 | PA      | $17962930.26  | 0.42%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3793975 | PA      | $3650900.44   | 0.09%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36587000 | PA      | $37581709.06  | 0.89%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12530000 | PA      | $8216939.06   | 0.19%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                              | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    5859000 | PA      | $5923449.00   | 0.14%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT SEP25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        441 | NC      | $1729486.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   73483300 | PA      | $73466133.57  | 1.74%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13552840 | PA      | $1519339.77   | 0.04%             | 2050-06-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2132597 | PA      | $2131916.38   | 0.05%             | 2044-02-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                            | Tesla Auto Lease Trust 2024-A                                                                             | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3017000 | PA      | $3025977.08   | 0.07%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8003000 | PA      | $8186348.73   | 0.19%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58866000 | PA      | $56321105.09  | 1.33%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                                         | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2361000 | PA      | $2446822.35   | 0.06%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                                                   | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4088803.20   | 0.10%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69193000 | PA      | $57362588.44  | 1.36%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV1                                                                    | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5650000 | PA      | $5514017.50   | 0.13%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     636825 | PA      | $646900.73    | 0.02%             | 2028-04-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust Series 2023-P1                                                      | CUSIP: 96042UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2202000 | PA      | $2221006.12   | 0.05%             | 2027-06-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9944000 | PA      | $9030941.92   | 0.21%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                   | Tyson Foods Inc                                                                                           | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3052000 | PA      | $3157873.88   | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3042000 | PA      | $3089059.74   | 0.07%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                          | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    4505000 | PA      | $4491485.00   | 0.11%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC            | Amur Equipment Finance Receivables XI LLC                                                                 | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     586091 | PA      | $587293.61    | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1044892 | PA      | $982745.75    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   89997099 | PA      | $89961901.13  | 2.13%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37312100 | PA      | $37572993.29  | 0.89%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    3471000 | PA      | $3501926.61   | 0.08%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-4                                                             | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2219191 | PA      | $2221423.71   | 0.05%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                          | Delta Air Lines Inc / SkyMiles IP Ltd                                                                     | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     565454 | PA      | $564453.40    | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136ANRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4349858 | PA      | $601682.75    | 0.01%             | 2045-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28384100 | PA      | $28330879.81  | 0.67%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2577583 | PA      | $2361621.18   | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                            | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6474837.00   | 0.15%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                                                | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2322000 | PA      | $2394446.40   | 0.06%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N4                                                                    | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     633182 | PA      | $615147.32    | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88378 | PA      | $88183.55     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3394341 | PA      | $3481791.28   | 0.08%             | 2042-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLS58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     245111 | PA      | $235774.57    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37262 | PA      | $35871.76     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                   | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    7173198 | PA      | $7162007.50   | 0.17%             | 2045-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F8P43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115314 | PA      | $111190.43    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                              | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6267000 | PA      | $6382688.82   | 0.15%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6435377 | PA      | $6685777.52   | 0.16%             | 2042-03-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     329000 | PA      | $290214.19    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     637377 | PA      | $654794.62    | 0.02%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     975281 | PA      | $873260.16    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                                                    | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3313000 | PA      | $3136582.75   | 0.07%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3841573 | PA      | $3863201.40   | 0.09%             | 2043-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4490337.60   | 0.11%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2024-1                                                       | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     558510 | PA      | $562403.37    | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  179238200 | PA      | $100877499.44 | 2.38%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    6204000 | PA      | $6294206.16   | 0.15%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    4547000 | PA      | $4475248.34   | 0.11%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                      | AES Andes SA                                                                                              | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    6158000 | PA      | $6299634.00   | 0.15%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                            | Skandinaviska Enskilda Banken AB                                                                          | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    1913000 | PA      | $1944679.28   | 0.05%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4215396 | PA      | $4244173.99   | 0.10%             | 2041-11-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KGXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3451716 | PA      | $3157122.30   | 0.07%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HFX FUNDING ISSUER                                | HFX FUNDING ISSUER                                                                                        | CUSIP: 40422GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63503 | PA      | $63181.74     | 0.00%             | 2035-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC                          | Duke Energy Carolinas NC Storm Funding LLC                                                                | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3641000 | PA      | $2818898.61   | 0.07%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     902000 | PA      | $878286.42    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3135783 | PA      | $3053583.25   | 0.07%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N3                                                                    | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     368578 | PA      | $355239.39    | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4093000 | PA      | $4230197.36   | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80830100 | PA      | $80880618.81  | 1.91%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15062 | PA      | $14454.12     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L Street Securities                               | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                    | CUSIP: 949771AC3<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |     775231 | PA      | $807997.18    | 0.02%             | 2025-11-25      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                                                    | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    4045000 | PA      | $4010941.10   | 0.09%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust                                                                        | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10352000 | PA      | $10363134.61  | 0.24%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                   | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    6126372 | PA      | $6194926.10   | 0.15%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                                                        | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9697000 | PA      | $9871061.15   | 0.23%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371K3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     287191 | PA      | $294959.99    | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co                                                                                      | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    3852000 | PA      | $3587367.60   | 0.08%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                                            | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1376000 | PA      | $1097222.40   | 0.03%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: BS2LOP2   IRS USD R V 00MSOFR IS2LOQ3 CCPOIS / Short: BS2LOP2   IRS USD P F  1.53700 IS2LOP2 CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19060000 | OU      | $1770998.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                             | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22283.36     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                                                | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2363000 | PA      | $2428596.88   | 0.06%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5002237 | PA      | $5011474.36   | 0.12%             | 2045-05-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136AUZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2528153 | PA      | $287907.28    | 0.01%             | 2047-01-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2024-2                                                                             | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1106960 | PA      | $1108268.45   | 0.03%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5495000 | PA      | $5540608.50   | 0.13%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                          | Israel Electric Corp Ltd                                                                                  | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1580000 | PA      | $1532979.20   | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                             | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    6253000 | PA      | $6221047.17   | 0.15%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                   | AutoNation Finance Trust 2025-1                                                                           | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10360000 | PA      | $10370376.58  | 0.25%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8559000 | PA      | $8183874.44   | 0.19%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                           | Alexander Funding Trust II                                                                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1726838.75   | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                                                   | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    5987000 | PA      | $5828344.50   | 0.14%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                                                            | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    4669000 | PA      | $4063384.01   | 0.10%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 10 Ltd                                                                                            | CUSIP: 00119YAJ2<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |    3425000 | PA      | $3429565.53   | 0.08%             | 2034-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7481000 | PA      | $7542044.96   | 0.18%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                                            | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    2591000 | PA      | $2224891.70   | 0.05%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     475000 | PA      | $493107.00    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3787893 | PA      | $517254.63    | 0.01%             | 2047-08-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9400528 | PA      | $8738481.71   | 0.21%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2660000 | PA      | $2581902.40   | 0.06%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                   | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |    2347961 | PA      | $2360918.25   | 0.06%             | 2043-06-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                                                 | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    3243000 | PA      | $3233076.42   | 0.08%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                                 | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     462000 | PA      | $433933.50    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     249000 | PA      | $244443.08    | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Trust 2024-1                                                                 | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2074146 | PA      | $2092042.61   | 0.05%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FQBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90874 | PA      | $87270.88     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7368994 | PA      | $6206572.54   | 0.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2019-C51                                                            | CUSIP: 95001VAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1269000 | PA      | $1120230.94   | 0.03%             | 2052-06-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $24243.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                                 | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    3921000 | PA      | $3470085.00   | 0.08%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-5                                                                       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2003904 | PA      | $2023115.93   | 0.05%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1481000 | PA      | $1478556.35   | 0.03%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X1                                                                 | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     374191 | PA      | $374498.16    | 0.01%             | 2029-05-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                                               | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    3643000 | PA      | $3719867.30   | 0.09%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133044 | PA      | $128341.02    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4678000 | PA      | $4679871.20   | 0.11%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2106000 | PA      | $2125501.56   | 0.05%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4676000 | PA      | $4727202.20   | 0.11%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FRG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     661134 | PA      | $635918.37    | 0.02%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                                    | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    6454000 | PA      | $6590824.80   | 0.16%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2639810.88   | 0.06%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                                              | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    5101000 | PA      | $5149510.51   | 0.12%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     943000 | PA      | $838091.25    | 0.02%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4940000 | PA      | $4950515.78   | 0.12%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                                                        | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     317000 | PA      | $318743.50    | 0.01%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     452000 | PA      | $459399.24    | 0.01%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16210200 | PA      | $16119650.80  | 0.38%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                             | Bank of Ireland Group PLC                                                                                 | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    1428000 | PA      | $1472367.96   | 0.03%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) SEP25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        705 | NC      | $522521.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation                | JPMorgan Chase Bank NA - CHASE                                                                            | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     589461 | PA      | $597512.93    | 0.01%             | 2047-04-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                                                   | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |    5572000 | PA      | $5563753.44   | 0.13%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B93R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7225196 | PA      | $6067395.60   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2023-2                                                                      | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1822876 | PA      | $1853233.40   | 0.04%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QN6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12371670 | PA      | $10389173.35  | 0.25%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1631775.93   | 0.04%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4321562 | PA      | $4417960.11   | 0.10%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1858647.70   | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2025-1                                                                    | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8329000 | PA      | $8332484.02   | 0.20%             | 2027-12-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-3                                                                  | CUSIP: 37989AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3354781 | PA      | $3358351.47   | 0.08%             | 2027-08-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1746986 | PA      | $1799507.56   | 0.04%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-P3                                                                    | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3993801 | PA      | $3992845.17   | 0.09%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                                                  | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7918000 | PA      | $8137803.68   | 0.19%             | 2029-02-28      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3296800.00   | 0.08%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2006-24CB                                                                          | CUSIP: 02146TAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1843232 | PA      | $906176.46    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                  | Cajun Global LLC                                                                                          | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     844502 | PA      | $826638.65    | 0.02%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     904000 | PA      | $908330.16    | 0.02%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223629 | PA      | $215108.48    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27081 | PA      | $26080.71     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                                                  | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10363000 | PA      | $10524870.06  | 0.25%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-575618.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                                                   | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   10363000 | PA      | $10602592.56  | 0.25%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FG2X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182129 | PA      | $175261.37    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4633900 | PA      | $4233864.08   | 0.10%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     373000 | PA      | $374894.84    | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-3                                                                               | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2370491 | PA      | $2386312.75   | 0.06%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                                             | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3461943 | PA      | $1093367.09   | 0.03%             | 2036-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                   | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    3114935 | PA      | $3121919.67   | 0.07%             | 2045-05-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                             | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4704209.00   | 0.11%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WENA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2105580 | PA      | $1887723.11   | 0.04%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15011000 | PA      | $15274865.16  | 0.36%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                                                      | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3979000 | PA      | $4063872.07   | 0.10%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y1SN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1821606 | PA      | $1727760.69   | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23139000 | PA      | $17740201.35  | 0.42%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $17.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                           | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3216209.50   | 0.08%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3208000 | PA      | $3032843.20   | 0.07%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B6UF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14338893 | PA      | $12547797.84  | 0.30%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $908464.00    | 0.02%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                                                       | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    8330000 | PA      | $7998549.30   | 0.19%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                                                      | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   10132000 | PA      | $10238082.04  | 0.24%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings Inc                                                                                        | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10206000 | PA      | $10218757.50  | 0.24%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                      | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2859872.87   | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                             | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     530000 | PA      | $527593.80    | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19568600 | PA      | $16436859.65  | 0.39%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-2                                                                               | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1718427 | PA      | $1731399.03   | 0.04%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15368186 | PA      | $15464390.87  | 0.37%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FBE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47552 | PA      | $45794.08     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                            | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3588000 | PA      | $3749854.68   | 0.09%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                                                   | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   27220000 | PA      | $27439393.20  | 0.65%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2021-4 Ltd                                                                              | CUSIP: 69702EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     730000 | PA      | $730000.00    | 0.02%             | 2034-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16116 | PA      | $15502.08     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2006-J1                                                                            | CUSIP: 12668BKK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     418847 | PA      | $283341.34    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136B0DZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4410758 | PA      | $552780.91    | 0.01%             | 2047-12-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                          | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1800000 | PA      | $1753200.00   | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $3297143.75   | 0.08%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                                              | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1999000 | PA      | $1288935.21   | 0.03%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274791 | PA      | $264539.20    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                   | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |   10344255 | PA      | $10505935.76  | 0.25%             | 2043-04-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC    | Hardee's Funding LLC                                                                                      | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2531689 | PA      | $2407584.93   | 0.06%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139830 | PA      | $143828.23    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2024-1                                                                             | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     491229 | PA      | $491948.83    | 0.01%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2541000 | PA      | $2544176.25   | 0.06%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9109000 | PA      | $9213298.05   | 0.22%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2184456.96   | 0.05%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FVXJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7780547 | PA      | $1439063.56   | 0.03%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re 2022-2 Ltd                                                                                  | CUSIP: 07876GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1982655 | PA      | $1994876.64   | 0.05%             | 2032-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XXXVIII Ltd                                                                   | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4052820 | PA      | $4058429.10   | 0.10%             | 2038-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FL6N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243382 | PA      | $233549.62    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2024-34 Ltd                                                                                       | CUSIP: 67570MAA8<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |    2777965 | PA      | $2782779.21   | 0.07%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QN6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9632357 | PA      | $8076780.72   | 0.19%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                                            | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1724000 | PA      | $1327480.00   | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2215523.25   | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75973200 | PA      | $76284808.64  | 1.80%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                          | Banco de Credito del Peru S.A.                                                                            | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    5996000 | PA      | $5996000.00   | 0.14%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                          | Harley-Davidson Financial Services Inc                                                                    | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     397000 | PA      | $403796.64    | 0.01%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137F6MD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5577619 | PA      | $924480.34    | 0.02%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67485170 | PA      | $68573915.00  | 1.62%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Asset Trust VII                                                              | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     579147 | PA      | $579329.74    | 0.01%             | 2030-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2024-R05                                                              | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1643993 | PA      | $1642462.26   | 0.04%             | 2044-07-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136ANQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4253385 | PA      | $503466.34    | 0.01%             | 2045-05-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLSL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18997 | PA      | $18294.78     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93843 | PA      | $90303.69     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                  | CSN Resources SA                                                                                          | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     538000 | PA      | $423728.80    | 0.01%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                          | Baiterek National Managing Holding JSC                                                                    | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    1330000 | PA      | $1344284.20   | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137F6RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11160861 | PA      | $2872932.97   | 0.07%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126459 | PA      | $121687.00    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P4                                                                    | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4063000 | PA      | $3869533.75   | 0.09%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                                                       | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   10001000 | PA      | $10051605.06  | 0.24%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78874 | PA      | $75928.21     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3529561 | PA      | $3528467.28   | 0.08%             | 2044-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1661000 | PA      | $1656498.69   | 0.04%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FBL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     704021 | PA      | $678013.10    | 0.02%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                                      | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4524000 | PA      | $4580911.92   | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                   | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    5945000 | PA      | $5822384.38   | 0.14%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     695000 | PA      | $701963.90    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73672100 | PA      | $74322486.14  | 1.76%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28273800 | PA      | $20930343.19  | 0.49%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4435000 | PA      | $5122868.50   | 0.12%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    6461000 | PA      | $5432538.02   | 0.13%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2023-3                                                             | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4065000 | PA      | $4086454.26   | 0.10%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2885000 | PA      | $2938891.80   | 0.07%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140MA4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9117876 | PA      | $7645385.89   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                              | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1666000 | PA      | $1719062.10   | 0.04%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16704200 | PA      | $16252012.13  | 0.38%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                          | Globo Comunicacao e Participacoes SA                                                                      | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    2090000 | PA      | $1970765.50   | 0.05%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38380GH49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4332364 | PA      | $575423.69    | 0.01%             | 2047-09-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $285411.00    | 0.01%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136244 | PA      | $131001.48    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6651000 | PA      | $6828581.70   | 0.16%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   10401000 | PA      | $10314255.66  | 0.24%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94142 | PA      | $90519.33     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                                 | GCI Funding I LLC                                                                                         | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1753260 | PA      | $1610284.49   | 0.04%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27234800 | PA      | $22243171.81  | 0.53%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42811036 | PA      | $34012208.16  | 0.80%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2446000 | PA      | $2796805.32   | 0.07%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-C                                                                         | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1710145 | PA      | $1716037.62   | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                                                     | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   10365000 | PA      | $10559862.00  | 0.25%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                                         | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     720000 | PA      | $721490.40    | 0.02%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4208079 | PA      | $4248632.88   | 0.10%             | 2043-06-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                              | Smurfit Westrock Financing DAC                                                                            | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    3723000 | PA      | $3769872.57   | 0.09%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8900000 | PA      | $9227253.00   | 0.22%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     414000 | PA      | $421551.36    | 0.01%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                | Honda Motor Co Ltd                                                                                        | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   10522000 | PA      | $10534310.74  | 0.25%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                                   | Equify ABS 2024-1 LLC                                                                                     | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4359533 | PA      | $4361581.13   | 0.10%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4190545.50   | 0.10%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Multifamily Structured Credit Risk                                                            | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     377137 | PA      | $375408.13    | 0.01%             | 2051-01-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                 | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1323000 | PA      | $1389202.92   | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2024-2                                                                                     | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4233872 | PA      | $4245087.30   | 0.10%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WQKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     566855 | PA      | $531314.22    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7161000 | PA      | $7439276.46   | 0.18%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                                                | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    9632000 | PA      | $9274460.16   | 0.22%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1920000 | PA      | $1983110.40   | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47130900 | PA      | $48110339.02  | 1.14%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                             | Neighborly Issuer 2023-1                                                                                  | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6484735 | PA      | $6614844.72   | 0.16%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20029500 | PA      | $19373064.38  | 0.46%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FMNS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184260 | PA      | $177379.16    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AB Issuer LLC                                     | AB Issuer LLC                                                                                             | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8063244 | PA      | $7540909.94   | 0.18%             | 2051-07-30      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140MA4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7514509 | PA      | $6310347.17   | 0.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                | Lobel Automobile Receivables Trust 2025-1                                                                 | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7772167 | PA      | $7776784.75   | 0.18%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     736000 | PA      | $750087.04    | 0.02%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7263660 | PA      | $6101965.12   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5415000 | PA      | $6057922.95   | 0.14%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3128M43N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     330106 | PA      | $340174.90    | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $69970.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2534000 | PA      | $2516414.04   | 0.06%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11592800 | PA      | $9596664.75   | 0.23%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                          | Omega Healthcare Investors Inc                                                                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    1797000 | PA      | $1807817.94   | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y2M60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1015574 | PA      | $1017803.97   | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA1                                                                   | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    2735394 | PA      | $2775577.06   | 0.07%             | 2043-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24364 | PA      | $24313.80     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                                             | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    2337000 | PA      | $2357472.12   | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2019-IMC                                                                     | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6595459 | PA      | $6438816.85   | 0.15%             | 2034-04-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                                              | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    5311000 | PA      | $5258792.87   | 0.12%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                     | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190632 | PA      | $190823.01    | 0.00%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                                         | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $7668209.85   | 0.18%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140587 | PA      | $145293.37    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19717500 | PA      | $17625596.48  | 0.42%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9519635 | PA      | $9504783.89   | 0.22%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2021-2 Ltd                                                                             | CUSIP: 77341LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5448735 | PA      | $5457948.81   | 0.13%             | 2034-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YGJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4811 | PA      | $4802.18      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                           | Ochsner LSU Health System of North Louisiana                                                              | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5660000 | PA      | $4636049.40   | 0.11%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2852000 | PA      | $2789541.20   | 0.07%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                                            | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     542000 | PA      | $533165.40    | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                   | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    7453143 | PA      | $7455453.85   | 0.18%             | 2044-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1593000 | PA      | $1600232.22   | 0.04%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2885000 | PA      | $1858233.00   | 0.04%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69957 | PA      | $67346.15     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                 | Corp. Nacional del Cobre de Chile                                                                         | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    7339000 | PA      | $7658246.50   | 0.18%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153073 | PA      | $157448.24    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     293000 | PA      | $296633.20    | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4221000 | PA      | $4178410.11   | 0.10%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    8269000 | PA      | $7812468.51   | 0.18%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2021-Z2                                                                 | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8084 | PA      | $8072.49      | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417DRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1702882 | PA      | $1599130.04   | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2024-A LLC                                                                                   | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7736962 | PA      | $7770821.44   | 0.18%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3451000 | PA      | $3663271.01   | 0.09%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                                                  | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1420000 | PA      | $1603393.00   | 0.04%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                                                | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    5776000 | PA      | $5895274.40   | 0.14%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     755435 | PA      | $777819.29    | 0.02%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12130000 | PA      | $11082210.60  | 0.26%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10205000 | PA      | $8921003.74   | 0.21%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4156513 | PA      | $3862733.99   | 0.09%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-C LLC                                                                      | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1562597 | PA      | $1426758.50   | 0.03%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                   | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    4787906 | PA      | $4798493.71   | 0.11%             | 2044-03-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Grantor Trust 2024-9                                                                       | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7995771 | PA      | $7986913.70   | 0.19%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     848000 | PA      | $847762.56    | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5894570 | PA      | $5529936.23   | 0.13%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                      | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    7323000 | PA      | $6967028.97   | 0.16%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                                 | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    3458000 | PA      | $2304964.48   | 0.05%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38471926 | PA      | $39010625.30  | 0.92%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2025-1                                                            | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7184025 | PA      | $7183689.34   | 0.17%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    6003000 | PA      | $5061729.60   | 0.12%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                 | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3542000 | PA      | $3551492.56   | 0.08%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     791000 | PA      | $801393.74    | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) SEP25                                                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -126 | NC      | $-317505.48   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13956300 | PA      | $14058791.58  | 0.33%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJKX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467938 | PA      | $450114.82    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31335AY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3718599 | PA      | $3593014.94   | 0.08%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172302 | PA      | $165608.80    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                                          | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    7365000 | PA      | $7575418.05   | 0.18%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4135000 | PA      | $4171405.78   | 0.10%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F2B41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5163 | PA      | $4982.79      | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19182300 | PA      | $18304859.59  | 0.43%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     604000 | PA      | $586592.72    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                | Diamond Infrastructure Funding LLC                                                                        | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3650820 | PA      | $3450175.31   | 0.08%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                                                       | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   10022000 | PA      | $10141863.12  | 0.24%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                           | HomeBanc Mortgage Trust 2005-1                                                                            | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437664 | PA      | $353592.17    | 0.01%             | 2035-03-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                            | NXP BV / NXP Funding LLC                                                                                  | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    4119000 | PA      | $4252949.88   | 0.10%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1717289.25   | 0.04%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2530565 | PA      | $2532137.55   | 0.06%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417BRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2365 | PA      | $2325.75      | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     606000 | PA      | $539582.40    | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                            | GPS Blue Financing DAC                                                                                    | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | IE        |    4889000 | PA      | $4757290.34   | 0.11%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4156000 | PA      | $4325486.88   | 0.10%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                | Kings Park CLO Ltd                                                                                        | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8477180 | PA      | $8479553.61   | 0.20%             | 2035-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                         | Infor LLC                                                                                                 | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    2719000 | PA      | $2714758.36   | 0.06%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                     | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3697356.00   | 0.09%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3513424 | PA      | $3534293.74   | 0.08%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                                             | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     373592 | PA      | $351270.10    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| L Street Securities                               | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                    | CUSIP: 949771AG4<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |     194018 | PA      | $202936.63    | 0.00%             | 2025-11-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3072272 | PA      | $3073300.32   | 0.07%             | 2045-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    5697416 | PA      | $5688527.63   | 0.13%             | 2045-01-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                                             | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2797207.80   | 0.07%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                           | Regatta XIX Funding Ltd                                                                                   | CUSIP: 75888EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5153055 | PA      | $5162907.64   | 0.12%             | 2035-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     541000 | PA      | $555855.86    | 0.01%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                          | Volcan Cia Minera SAA                                                                                     | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     768000 | PA      | $760800.00    | 0.02%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13426700 | PA      | $13691038.16  | 0.32%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2022-1                                                                         | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     376530 | PA      | $376803.74    | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3139470.00   | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2011-GC5                                                                     | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333393 | PA      | $249342.79    | 0.01%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FEX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100343 | PA      | $96637.16     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7453497.70   | 0.18%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                              | Swiss Re Finance Luxembourg SA                                                                            | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    1600000 | PA      | $1593360.00   | 0.04%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FARA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67611 | PA      | $64984.10     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55051 | PA      | $52867.49     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1927984.87   | 0.05%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-C                                                                          | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3421156 | PA      | $2982629.14   | 0.07%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                   | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    2969182 | PA      | $2970282.28   | 0.07%             | 2045-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3180384.00   | 0.08%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164363 | PA      | $158038.37    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Trust 2023-1                                                                                          | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1053290 | PA      | $1062103.27   | 0.03%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                                                 | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $3953350.40   | 0.09%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                             | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      68000 | PA      | $68009.52     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  193717800 | PA      | $192227786.61 | 4.54%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    9563499 | PA      | $9631810.12   | 0.23%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BFLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5502167 | PA      | $599014.89    | 0.01%             | 2044-12-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                                             | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    9669000 | PA      | $9844782.42   | 0.23%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140XJR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11704767 | PA      | $9299120.06   | 0.22%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                                                 | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2949000 | PA      | $2958761.19   | 0.07%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2272719 | PA      | $289867.78    | 0.01%             | 2047-06-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                 | CUSIP: 3128NHWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        286 | PA      | $297.43       | 0.00%             | 2037-03-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                                            | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    9151000 | PA      | $9234091.08   | 0.22%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State of California                               | CALIFORNIA ST                                                                                             | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8520000 | PA      | $10198219.33  | 0.24%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140Q9T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1918792 | PA      | $1867294.41   | 0.04%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                             | Neighborly Issuer 2022-1                                                                                  | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5343502 | PA      | $4955250.02   | 0.12%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371LTJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        746 | PA      | $786.72       | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1240000 | PA      | $1232894.80   | 0.03%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                                             | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     887974 | PA      | $900405.29    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95832600 | PA      | $99276584.06  | 2.35%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    4800000 | PA      | $5070624.00   | 0.12%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3892000 | PA      | $4249908.32   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4607000 | PA      | $4611514.86   | 0.11%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5358000 | PA      | $5376806.58   | 0.13%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2024-R03                                                              | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4050524 | PA      | $4050512.16   | 0.10%             | 2044-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2025-SF1                                                                      | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2115000 | PA      | $2115289.33   | 0.05%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                                                          | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    6566000 | PA      | $6714457.26   | 0.16%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QB4P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5013953 | PA      | $4586027.26   | 0.11%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                                                      | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1523000 | PA      | $1543865.10   | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings Inc                                                                                      | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    9627000 | PA      | $9329236.89   | 0.22%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10160000 | PA      | $10240761.84  | 0.24%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140Q9T45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2609916 | PA      | $2539869.30   | 0.06%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                                 | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1724000 | PA      | $1685748.75   | 0.04%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3698000 | PA      | $3786530.12   | 0.09%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                                            | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2862000 | PA      | $2806906.50   | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                 | TSMC Arizona Corp                                                                                         | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2693631.60   | 0.06%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                            | Engie Energia Chile SA                                                                                    | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    3834000 | PA      | $3538782.00   | 0.08%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                             | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1998000 | PA      | $2021936.04   | 0.05%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2025-1                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7990597 | PA      | $7998585.58   | 0.19%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31403NCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         65 | PA      | $66.70        | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31296L3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        370 | PA      | $374.45       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3825639.40   | 0.09%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                    | Trust Fibra Uno                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    3548000 | PA      | $3360133.40   | 0.08%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2006-13                                                                   | CUSIP: 12543TAU9<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-MBS          | CORP              | US        |     592888 | PA      | $257898.16    | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                 | Nexa Resources SA                                                                                         | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    2053000 | PA      | $2137686.25   | 0.05%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FGS75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29969 | PA      | $28792.91     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                               | VZ Vendor Financing II BV                                                                                 | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |    2093000 | PA      | $2238555.28   | 0.05%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                        | Sodexo Inc                                                                                                | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1638370.23   | 0.04%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                                                     | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     904000 | PA      | $903728.80    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2892051.94   | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140HBFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1088759 | PA      | $1000940.57   | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11410759 | PA      | $10083222.17  | 0.24%             | 2054-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                                                        | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    6295000 | PA      | $6330063.15   | 0.15%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19615200 | PA      | $19927817.25  | 0.47%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                       | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3272000 | PA      | $3301120.80   | 0.08%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8205761 | PA      | $8257129.09   | 0.20%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2607765.30   | 0.06%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                        | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1136000 | PA      | $1137510.88   | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34959.75     | 0.00%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140EBTE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7768 | PA      | $7499.26      | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47210000 | PA      | $46280553.13  | 1.09%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5198171 | PA      | $5273427.25   | 0.12%             | 2043-04-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     656000 | PA      | $664856.00    | 0.02%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9057400 | PA      | $6232623.38   | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-1                                                                      | CUSIP: 525938AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1157356 | PA      | $1157377.42   | 0.03%             | 2026-02-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TTX CO                                            | TTX Co                                                                                                    | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    8329000 | PA      | $8437526.87   | 0.20%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2015-SG1                                                            | CUSIP: 94989QAX8<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    2906250 | PA      | $2896495.75   | 0.07%             | 2048-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                             | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     271000 | PA      | $264306.30    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14232200 | PA      | $14212185.97  | 0.34%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                                                      | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1978000 | PA      | $2018331.42   | 0.05%             | 2030-02-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20829045 | PA      | $18044999.42  | 0.43%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1493000 | PA      | $1508064.37   | 0.04%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                   | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    5584684 | PA      | $5803184.76   | 0.14%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13627.77     | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2004-T5                                                                          | CUSIP: 31394AXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1095097 | PA      | $1075767.94   | 0.03%             | 2035-05-28      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5768000 | PA      | $6136517.52   | 0.15%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                                                     | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    5963000 | PA      | $6010704.00   | 0.14%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26971300 | PA      | $19899762.28  | 0.47%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                | Diamond Issuer LLC                                                                                        | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7710557 | PA      | $7271958.93   | 0.17%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KNWY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22411034 | PA      | $17910010.59  | 0.42%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FRPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40123 | PA      | $38562.75     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2994431 | PA      | $2994432.25   | 0.07%             | 2044-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FGZ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46026 | PA      | $44254.38     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                             | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1569000 | PA      | $1659421.47   | 0.04%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                                                         | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10063000 | PA      | $9555019.76   | 0.23%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-2                                                                      | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6775000 | PA      | $6793235.52   | 0.16%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F4MJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136547 | PA      | $131548.14    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 14 Ltd                                                                                            | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     828654 | PA      | $829729.59    | 0.02%             | 2035-01-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140E6KU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3656567 | PA      | $3261523.43   | 0.08%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     351000 | PA      | $356436.99    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KGSG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4782521 | PA      | $4381819.66   | 0.10%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLCM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74414 | PA      | $71605.80     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31346YAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1811816 | PA      | $1657182.82   | 0.04%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     823000 | PA      | $826794.03    | 0.02%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    5127000 | PA      | $5250406.89   | 0.12%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3466752.00   | 0.08%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5011000 | PA      | $5025732.34   | 0.12%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                   | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    2957334 | PA      | $3046054.02   | 0.07%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55545 | PA      | $53560.51     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1598522 | PA      | $1545924.44   | 0.04%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-2 LLC                                                                                            | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1231387 | PA      | $1162828.35   | 0.03%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                                             | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5373000 | PA      | $5320022.22   | 0.13%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1972 | PA      | $2069.48      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    5997000 | PA      | $6046775.10   | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                 | Suncor Energy Inc                                                                                         | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3011000 | PA      | $3256276.06   | 0.08%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     244000 | PA      | $236511.64    | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1648000 | PA      | $1654130.56   | 0.04%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                          | Delta Air Lines Inc / SkyMiles IP Ltd                                                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3940000 | PA      | $3948116.40   | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $326277.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2025-4                                                                               | CUSIP: 69547DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500369 | PA      | $501246.44    | 0.01%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7552590 | PA      | $7592723.71   | 0.18%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                  | Hardee's Funding LLC                                                                                      | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3124346 | PA      | $3084753.91   | 0.07%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2021-C                                                                         | CUSIP: 12598CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1381904 | PA      | $1372427.72   | 0.03%             | 2027-06-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                  | MDC Holdings Inc                                                                                          | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3776000 | PA      | $3404290.56   | 0.08%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FSSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81690 | PA      | $78422.19     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69453 | PA      | $66805.95     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164449 | PA      | $158246.76    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9151000 | PA      | $9402011.93   | 0.22%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25659400 | PA      | $26025246.85  | 0.61%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                            | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     886000 | PA      | $889287.06    | 0.02%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                                                      | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2544913.53   | 0.06%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $2346201.74   | 0.06%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3243000 | PA      | $3219390.96   | 0.08%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                             | Bank of Ireland Group PLC                                                                                 | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    2285000 | PA      | $2291992.10   | 0.05%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     736000 | PA      | $751551.68    | 0.02%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                                                       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    8152000 | PA      | $8397782.80   | 0.20%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2025-1                                                                              | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4908212 | PA      | $4900483.40   | 0.12%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1920012.82   | 0.05%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4843100 | PA      | $4652096.56   | 0.11%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                                             | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    6008000 | PA      | $5945516.80   | 0.14%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2432917 | PA      | $2402142.62   | 0.06%             | 2026-08-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1112722.80   | 0.03%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FMMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27625 | PA      | $26670.56     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                             | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5091000 | PA      | $5180652.51   | 0.12%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1756000 | PA      | $1790364.92   | 0.04%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                                         | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4914000 | PA      | $4540781.70   | 0.11%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101078 | PA      | $97149.22     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7871567 | PA      | $7910925.13   | 0.19%             | 2045-03-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust       | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                        | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3362874 | PA      | $3383220.40   | 0.08%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                  | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    4800000 | PA      | $4859780.64   | 0.11%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44043 | PA      | $42314.85     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1562276 | PA      | $181652.60    | 0.00%             | 2050-02-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2559000 | PA      | $2272417.59   | 0.05%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-3                                                                       | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     654660 | PA      | $655505.56    | 0.02%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                       | CLNY Trust 2019-IKPR                                                                                      | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2751000 | PA      | $2627205.00   | 0.06%             | 2038-11-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) SEP25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         96 | NC      | $280995.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2686676.50   | 0.06%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8646100 | PA      | $8762281.97   | 0.21%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     469000 | PA      | $492370.27    | 0.01%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1492000 | PA      | $1530031.08   | 0.04%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4774332 | PA      | $4895350.80   | 0.12%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116843 | PA      | $112126.73    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1046177 | PA      | $936739.37    | 0.02%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2024-3                                                                              | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3293668 | PA      | $3294657.53   | 0.08%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FSLD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97706 | PA      | $94170.13     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-1                                                                      | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8781000 | PA      | $8809914.08   | 0.21%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23956000 | PA      | $16562392.40  | 0.39%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     550182 | PA      | $566700.18    | 0.01%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12789000 | PA      | $11490916.50  | 0.27%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1936000 | PA      | $1912613.12   | 0.05%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                          | AES Panama Generation Holdings SRL                                                                        | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1571200 | PA      | $1429791.56   | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7634694 | PA      | $7634643.95   | 0.18%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2024-2                                                                 | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     988243 | PA      | $991298.37    | 0.02%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2025-1                                                                                     | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2918932 | PA      | $2921533.24   | 0.07%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                   | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |    3108826 | PA      | $3140925.70   | 0.07%             | 2043-05-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000855 | PA      | $5134763.39   | 0.12%             | 2042-04-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133A1B92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3893277 | PA      | $3564647.43   | 0.08%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5164 | PA      | $4969.32      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3069602 | PA      | $352172.41    | 0.01%             | 2047-08-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     537000 | PA      | $561535.53    | 0.01%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS 2020-BID Mortgage Trust                                                                             | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7708000 | PA      | $7708000.00   | 0.18%             | 2037-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-1                                                                       | CUSIP: 69544NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1132883 | PA      | $1133890.68   | 0.03%             | 2032-07-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                              | Kallpa Generacion SA                                                                                      | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    2662000 | PA      | $2718354.54   | 0.06%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                            | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    4495000 | PA      | $5093554.20   | 0.12%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54968000 | PA      | $43493419.01  | 1.03%             | 2054-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                        | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9646000 | PA      | $9792329.82   | 0.23%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     967462 | PA      | $971745.18    | 0.02%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140JYGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1321857 | PA      | $1209453.55   | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp        | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                  | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    6821000 | PA      | $6496000.50   | 0.15%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                            | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    5044000 | PA      | $5345681.64   | 0.13%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140EVAP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22290 | PA      | $21501.20     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     282350 | PA      | $252814.48    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FQBR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144223 | PA      | $138722.78    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140HAXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1931945 | PA      | $1770078.14   | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) SEP25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       6603 | NC      | $9766686.53   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8109897 | PA      | $8117488.21   | 0.19%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                            | Engie Energia Chile SA                                                                                    | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    2080000 | PA      | $2144480.00   | 0.05%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                                               | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    5162000 | PA      | $4598670.94   | 0.11%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102693 | PA      | $98900.91     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                             | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    7963000 | PA      | $8028615.12   | 0.19%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                          | Harley-Davidson Financial Services Inc                                                                    | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    6841000 | PA      | $6649999.28   | 0.16%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                          | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1346546.85   | 0.03%             | 2032-03-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                 | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4709000 | PA      | $4836472.63   | 0.11%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31335A6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2546105 | PA      | $2458027.71   | 0.06%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2061000 | PA      | $2073221.73   | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                              | Oleoducto Central SA                                                                                      | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     319000 | PA      | $309895.74    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                          | Globo Comunicacao e Participacoes SA                                                                      | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     302000 | PA      | $284770.90    | 0.01%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2021-FPM Mortgage Trust                                                                              | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11683000 | PA      | $11683000.00  | 0.28%             | 2038-06-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2015-C27                                                       | CUSIP: 46644ABK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3415358 | PA      | $3188919.76   | 0.08%             | 2048-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48025000 | PA      | $47157226.67  | 1.11%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                                                   | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    8990000 | PA      | $9256823.20   | 0.22%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities            | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2334775 | PA      | $2221496.76   | 0.05%             | 2036-07-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33691000 | PA      | $33014538.63  | 0.78%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371J7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        621 | PA      | $644.84       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30804400 | PA      | $27560311.63  | 0.65%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1646731.20   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     430000 | PA      | $443471.90    | 0.01%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                           | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4420000 | PA      | $4400684.60   | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                                               | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5154000 | PA      | $5033138.70   | 0.12%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     270108 | PA      | $278104.24    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100815 | PA      | $97053.86     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3BL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3216568 | PA      | $3134260.53   | 0.07%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85067 | PA      | $81860.41     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                              | Western Digital Corp                                                                                      | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    1351000 | PA      | $1254930.39   | 0.03%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2308282.07   | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  188542900 | PA      | $187549697.48 | 4.43%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3689000 | PA      | $3743781.65   | 0.09%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT SEP25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -273 | NC      | $-504111.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48407000 | PA      | $47917257.18  | 1.13%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17479000 | PA      | $17478317.27  | 0.41%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11433100 | PA      | $8322939.52   | 0.20%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     241000 | PA      | $242079.68    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                                              | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     857000 | PA      | $538144.58    | 0.01%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                   | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    9988744 | PA      | $10616572.52  | 0.25%             | 2042-06-25      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6080000 | PA      | $6082675.20   | 0.14%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                                                    | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3671000 | PA      | $3633849.48   | 0.09%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9352358 | PA      | $9427940.02   | 0.22%             | 2041-12-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                          | Terraform Global Operating LP                                                                             | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     272000 | PA      | $270640.00    | 0.01%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2023-1                                                                      | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2787861 | PA      | $2827230.12   | 0.07%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     829000 | PA      | $870400.26    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3474 | PA      | $3341.35      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7601000 | PA      | $6944881.68   | 0.16%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                   | Ross Stores Inc                                                                                           | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    7988000 | PA      | $7998544.16   | 0.19%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                             | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    2686000 | PA      | $2683904.92   | 0.06%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     669000 | PA      | $603043.29    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140M2LW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21885988 | PA      | $19152172.44  | 0.45%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5709500 | PA      | $4698740.08   | 0.11%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                                      | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $5935455.60   | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                             | Northrop Grumman Corp                                                                                     | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3296000 | PA      | $3359349.12   | 0.08%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     723000 | PA      | $788098.92    | 0.02%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59634400 | PA      | $61497975.00  | 1.45%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4313000 | PA      | $4741237.77   | 0.11%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68915 | PA      | $70318.81     | 0.00%             | 2028-09-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140M2QB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17025783 | PA      | $14909704.63  | 0.35%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                     | Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1                            | CUSIP: 86359BMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1864 | PA      | $1847.09      | 0.00%             | 2034-04-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                   | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    6796642 | PA      | $6796622.80   | 0.16%             | 2044-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $176208.00    | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138MFS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9297074 | PA      | $8742914.70   | 0.21%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2024-3                                                                         | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2558847 | PA      | $2562938.24   | 0.06%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** BERNSTEIN SANFORD C FUND INC

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller