# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-26-000352
**Filing Date:** 2026-6
**Character Count:** 652558
**Document Hash:** fd64aba14c25ab6d837a1b6e98cc9e3f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-26-000352.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000106444-26-000352

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20270131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444

**ORGANIZATION NAME:**
- **EIN:** 231899003
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 261128207

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTMINSTER BOND FUND INC
- **DATE OF NAME CHANGE:** 19800619

## Series and Classes Contracts Data

### Vanguard Ultra-Short-Term Bond Fund (Series ID: S000048081)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000151975 | Admiral Shares  | VUSFX           |
| C000151976 | Investor Shares | VUBFX           |

## Nport-Ex

Vanguard<sup>®</sup> Ultra-Short-Term Bond Fund

#### Schedule of Investments (unaudited)
As of April 30, 2026

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (1.2%)** | **U.S. Government and Agency Obligations (1.2%)** | **U.S. Government and Agency Obligations (1.2%)** | **U.S. Government and Agency Obligations (1.2%)** | **U.S. Government and Agency Obligations (1.2%)** | **U.S. Government and Agency Obligations (1.2%)** |
| **U.S. Government Securities (1.2%)** | **U.S. Government Securities (1.2%)** | **U.S. Government Securities (1.2%)** | **U.S. Government Securities (1.2%)** | **U.S. Government Securities (1.2%)** | **U.S. Government Securities (1.2%)** |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 70907 | &nbsp;&nbsp; 70815 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp; 74971 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35000 | &nbsp;&nbsp; 34796 |
| **Total U.S. Government and Agency Obligations (Cost $181,013)** | **Total U.S. Government and Agency Obligations (Cost $181,013)** | **Total U.S. Government and Agency Obligations (Cost $181,013)** | **Total U.S. Government and Agency Obligations (Cost $181,013)** | **Total U.S. Government and Agency Obligations (Cost $181,013)** | &nbsp;&nbsp;&nbsp;&nbsp;**180582** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (29.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.9%)** |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust Class A Series 2025-X2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5682 | &nbsp;&nbsp; 5686 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust Class B Series 2025-X2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2453 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust Class C Series 2025-X2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1960 | &nbsp;&nbsp; 1962 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Master Trust Class A Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 26310 | &nbsp;&nbsp; 26181 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Master Trust Class B Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp; 2370 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Master Trust Class C Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 6320 | &nbsp;&nbsp; 6292 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Master Trust Class D Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2530 | &nbsp;&nbsp; 2517 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Alloya Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp;12/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5830 | &nbsp;&nbsp; 5838 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Alloya Auto Receivables Trust Class A4 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2194 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4607 | &nbsp;&nbsp; 4628 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9247 | &nbsp;&nbsp; 9286 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7226 | &nbsp;&nbsp; 7230 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.681% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 | &nbsp;&nbsp; 1169 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2497 | &nbsp;&nbsp; 2514 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 10782 | &nbsp;&nbsp; 10797 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.305% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 12225 | &nbsp;&nbsp; 12224 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.827% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1516 | &nbsp;&nbsp; 1537 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.117% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1787 | &nbsp;&nbsp; 1798 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.648% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3625 | &nbsp;&nbsp; 3629 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.501% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 6065 | &nbsp;&nbsp; 6056 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.022% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3351 | &nbsp;&nbsp; 3399 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.215% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3604 | &nbsp;&nbsp; 3627 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5165 | &nbsp;&nbsp; 5177 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.697% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 6192 | &nbsp;&nbsp; 6187 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.315% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 417 | &nbsp;&nbsp; 423 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 933 | &nbsp;&nbsp; 938 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.991% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2424 | &nbsp;&nbsp; 2425 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2324 | &nbsp;&nbsp; 2322 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Issuer Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16200 | &nbsp;&nbsp; 16167 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4340 | &nbsp;&nbsp; 4346 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6240 | &nbsp;&nbsp; 6274 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 472 | &nbsp;&nbsp; 472 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15186 | &nbsp;&nbsp; 15257 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 16574 | &nbsp;&nbsp; 16668 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25850 | &nbsp;&nbsp; 25778 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 29930 | &nbsp;&nbsp; 29822 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5966 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class B Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.280% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 10780 | &nbsp;&nbsp; 10728 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2225 | &nbsp;&nbsp; 2236 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2338 | &nbsp;&nbsp; 2347 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 | &nbsp;&nbsp; 2232 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 5809 | &nbsp;&nbsp; 5817 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 10671 | &nbsp;&nbsp; 10704 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 3.960% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 7070 | &nbsp;&nbsp; 7045 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AutoNation Finance Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12630 | &nbsp;&nbsp; 12683 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AutoNation Finance Trust Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.030% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15590 | &nbsp;&nbsp; 15534 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2022-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8650 | &nbsp;&nbsp; 8689 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.180% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1394 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Balboa Bay Loan Funding Ltd. Class 2A Series 2023-2, TSFR3M + 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4.825% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2897 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bank of America Auto Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5003 | &nbsp;&nbsp; 5030 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bank of America Auto Trust Class A3 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6067 | &nbsp;&nbsp; 6107 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Barings CLO Ltd. Class A1 Series 2025-7A, TSFR3M + 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4.813% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 3960 | &nbsp;&nbsp; 3958 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Basswood Park CLO Ltd. Class AR Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp; 2481 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Basswood Park CLO Ltd. Class BR Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5.175% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3320 | &nbsp;&nbsp; 3322 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class B Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3740 | &nbsp;&nbsp; 3755 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AAB Series 2019-B15 | &nbsp;&nbsp;&nbsp;&nbsp; 2.859% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp; 4140 | &nbsp;&nbsp; 4039 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2915 | &nbsp;&nbsp; 2918 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16900 | &nbsp;&nbsp; 16959 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14800 | &nbsp;&nbsp; 14826 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15040 | &nbsp;&nbsp; 15098 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;BofA Auto Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6122 | &nbsp;&nbsp; 6163 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15640 | &nbsp;&nbsp; 15683 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 38300 | &nbsp;&nbsp; 38308 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.040% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12910 | &nbsp;&nbsp; 12884 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2026-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16200 | &nbsp;&nbsp; 16196 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class B Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5270 | &nbsp;&nbsp; 5259 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class B Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3640 | &nbsp;&nbsp; 3623 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class B Series 2026-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4780 | &nbsp;&nbsp; 4776 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5760 | &nbsp;&nbsp; 5776 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3740 | &nbsp;&nbsp; 3746 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 7820 | &nbsp;&nbsp; 7751 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2026-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4220 | &nbsp;&nbsp; 4213 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3300 | &nbsp;&nbsp; 3322 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4.739% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 16520 | &nbsp;&nbsp; 16493 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2026-1, SOFR30A + 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4.796% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 24250 | &nbsp;&nbsp; 24251 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A2A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp; 1921 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5696 | &nbsp;&nbsp; 5712 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 17590 | &nbsp;&nbsp; 17639 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2465 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A3 Series 2024-P4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9061 | &nbsp;&nbsp; 9092 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1105 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8552 | &nbsp;&nbsp; 8609 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.480% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4817 | &nbsp;&nbsp; 4832 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 37960 | &nbsp;&nbsp; 37949 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.753% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 24795 | &nbsp;&nbsp; 24863 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2203 | &nbsp;&nbsp; 2209 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class D Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.047% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 829 | &nbsp;&nbsp; 829 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6181 | &nbsp;&nbsp; 6210 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 18360 | &nbsp;&nbsp; 18381 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1695 | &nbsp;&nbsp; 1696 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.160% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3549 | &nbsp;&nbsp; 3574 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4259 | &nbsp;&nbsp; 4307 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;CIFC Funding Ltd. Class AR Series 2023-2A, TSFR3M + 1.130% | &nbsp;&nbsp;&nbsp;&nbsp; 4.802% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3440 | &nbsp;&nbsp; 3436 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AAB Series 2019-GC41 | &nbsp;&nbsp;&nbsp;&nbsp; 2.720% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1575 | &nbsp;&nbsp; 1530 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2956 | &nbsp;&nbsp; 2965 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.830% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5436 | &nbsp;&nbsp; 5459 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10606 | &nbsp;&nbsp; 10646 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13772 | &nbsp;&nbsp; 13827 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Crossroads Asset Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 9010 | &nbsp;&nbsp; 9051 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4623 | &nbsp;&nbsp; 4628 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp; 2452 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3120 | &nbsp;&nbsp; 3130 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5810 | &nbsp;&nbsp; 5838 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 9310 | &nbsp;&nbsp; 9291 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.320% | &nbsp;&nbsp;&nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 7890 | &nbsp;&nbsp; 7882 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 555 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp; 2473 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class C Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 609 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class D Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp; 3084 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class D Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.190% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1412 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4808 | &nbsp;&nbsp; 4819 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7930 | &nbsp;&nbsp; 8006 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLAD LLC Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 702 | &nbsp;&nbsp; 704 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLAD LLC Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9613 | &nbsp;&nbsp; 9641 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLMT LLC Class A2 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.030% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6710 | &nbsp;&nbsp; 6702 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLMT LLC Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3470 | &nbsp;&nbsp; 3461 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLST LLC Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3434 | &nbsp;&nbsp; 3444 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8939 | &nbsp;&nbsp; 8944 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 58140 | &nbsp;&nbsp; 58316 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 17740 | &nbsp;&nbsp; 17739 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6207 | &nbsp;&nbsp; 6226 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12860 | &nbsp;&nbsp; 12885 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 21100 | &nbsp;&nbsp; 21215 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4800 | &nbsp;&nbsp; 4781 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 17080 | &nbsp;&nbsp; 16991 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Dryden 113 CLO Ltd. Class AR3 Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;&nbsp;&nbsp; 4.763% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1150 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp; 1425 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4245 | &nbsp;&nbsp; 4283 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2643 | &nbsp;&nbsp; 2657 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 636 | &nbsp;&nbsp; 637 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1217 | &nbsp;&nbsp; 1219 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3745 | &nbsp;&nbsp; 3753 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4288 | &nbsp;&nbsp; 4300 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15958 | &nbsp;&nbsp; 16000 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13461 | &nbsp;&nbsp; 13498 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13720 | &nbsp;&nbsp; 13758 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Class B Series 2025-CRT5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3540 | &nbsp;&nbsp; 3568 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Class C Series 2025-CRT5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp; 3125 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class A3 Series 2025-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8120 | &nbsp;&nbsp; 8135 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class A3 Series 2025-5A | &nbsp;&nbsp;&nbsp;&nbsp; 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12830 | &nbsp;&nbsp; 12831 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.030% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15780 | &nbsp;&nbsp; 15733 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2025-5A | &nbsp;&nbsp;&nbsp;&nbsp; 4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6660 | &nbsp;&nbsp; 6635 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3430 | &nbsp;&nbsp; 3405 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2026-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3440 | &nbsp;&nbsp; 3446 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2025-5A | &nbsp;&nbsp;&nbsp;&nbsp; 4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4830 | &nbsp;&nbsp; 4819 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8660 | &nbsp;&nbsp; 8556 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Select Automobile Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7280 | &nbsp;&nbsp; 7281 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Select Automobile Receivables Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.180% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 11840 | &nbsp;&nbsp; 11819 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.662% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4438 | &nbsp;&nbsp; 4442 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4.612% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5890 | &nbsp;&nbsp; 5893 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.662% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 7677 | &nbsp;&nbsp; 7689 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.662% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3892 | &nbsp;&nbsp; 3897 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4.562% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 6752 | &nbsp;&nbsp; 6757 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2026-R02, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4.612% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 7551 | &nbsp;&nbsp; 7558 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2023-R06, SOFR30A + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5.362% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp; 1148 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4.712% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 5028 | &nbsp;&nbsp; 5028 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp; 839 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.662% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2373 | &nbsp;&nbsp; 2376 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5.112% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4599 | &nbsp;&nbsp; 4624 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.645% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 7889 | &nbsp;&nbsp; 7905 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2026-R01, SOFR30A + 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4.512% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 12319 | &nbsp;&nbsp; 12316 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2026-R03, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 10450 | &nbsp;&nbsp; 10473 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M1 Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.612% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2447 | &nbsp;&nbsp; 2452 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FCCU Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10900 | &nbsp;&nbsp; 10962 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FCCU Auto Receivables Trust Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1862 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. STACR REMICS Trust Class A1 Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4.612% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 10104 | &nbsp;&nbsp; 10114 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16146 | &nbsp;&nbsp; 16249 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 18600 | &nbsp;&nbsp; 18593 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust Class A3 Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 19660 | &nbsp;&nbsp; 19649 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 4210 | &nbsp;&nbsp; 4192 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15020 | &nbsp;&nbsp; 15083 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1231 | &nbsp;&nbsp; 1231 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6820 | &nbsp;&nbsp; 6863 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15950 | &nbsp;&nbsp; 15965 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 11070 | &nbsp;&nbsp; 11006 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8430 | &nbsp;&nbsp; 8444 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6470 | &nbsp;&nbsp; 6516 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp; 2911 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp; 3262 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp; 4054 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.880% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 22720 | &nbsp;&nbsp; 22669 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2083 | &nbsp;&nbsp; 2087 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4925 | &nbsp;&nbsp; 4949 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5800 | &nbsp;&nbsp; 5848 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class C Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 17157 | &nbsp;&nbsp; 17155 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45918 | &nbsp;&nbsp; 45935 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22925 | &nbsp;&nbsp; 23181 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2023-HQA3, SOFR30A + 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5.512% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2572 | &nbsp;&nbsp; 2587 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 7292 | &nbsp;&nbsp; 7324 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4.712% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2732 | &nbsp;&nbsp; 2737 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4.912% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4218 | &nbsp;&nbsp; 4232 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4.612% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1891 | &nbsp;&nbsp; 1893 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5816 | &nbsp;&nbsp; 5835 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA4, SOFR30A + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4.562% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 8509 | &nbsp;&nbsp; 8512 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4.612% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4299 | &nbsp;&nbsp; 4304 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 5207 | &nbsp;&nbsp; 5211 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-DNA2, SOFR30A + 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 7884 | &nbsp;&nbsp; 7886 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4.912% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1492 | &nbsp;&nbsp; 1493 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-HQA2, SOFR30A + 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2674 | &nbsp;&nbsp; 2676 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class A3 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6360 | &nbsp;&nbsp; 6374 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class A3 Series 2025-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 14560 | &nbsp;&nbsp; 14559 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.970% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12450 | &nbsp;&nbsp; 12400 |
| <sup>4,5,8</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class A3 Series 2026-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8680 | &nbsp;&nbsp; 8679 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class B Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7620 | &nbsp;&nbsp; 7640 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class B Series 2025-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 12560 | &nbsp;&nbsp; 12564 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class B Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10920 | &nbsp;&nbsp; 10845 |
| <sup>4,5,8</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class B Series 2026-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8580 | &nbsp;&nbsp; 8579 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Issuer Trust Class A2 Series 2025-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.170% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 21123 | &nbsp;&nbsp; 21079 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Issuer Trust Class A2 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 12800 | &nbsp;&nbsp; 12755 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Issuer Trust Class A2 Series 2026-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 15141 | &nbsp;&nbsp; 15152 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Trust Class A2 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 12907 | &nbsp;&nbsp; 12913 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31560 | &nbsp;&nbsp; 31701 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26220 | &nbsp;&nbsp; 26335 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9730 | &nbsp;&nbsp; 9775 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5820 | &nbsp;&nbsp; 5826 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4340 | &nbsp;&nbsp; 4366 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5720 | &nbsp;&nbsp; 5753 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11110 | &nbsp;&nbsp; 11102 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14370 | &nbsp;&nbsp; 14401 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9560 | &nbsp;&nbsp; 9626 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7860 | &nbsp;&nbsp; 7881 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7200 | &nbsp;&nbsp; 7245 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9120 | &nbsp;&nbsp; 9186 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3180 | &nbsp;&nbsp; 3182 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 2076 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5610 | &nbsp;&nbsp; 5647 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4110 | &nbsp;&nbsp; 4106 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1776 | &nbsp;&nbsp; 1786 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5256 | &nbsp;&nbsp; 5277 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 51130 | &nbsp;&nbsp; 50605 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class C Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 7080 | &nbsp;&nbsp; 7011 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.680% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 39617 | &nbsp;&nbsp; 39743 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 52310 | &nbsp;&nbsp; 52706 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 35050 | &nbsp;&nbsp; 35196 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4007 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6204 | &nbsp;&nbsp; 6226 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4550 | &nbsp;&nbsp; 4582 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp; 3123 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3160 | &nbsp;&nbsp; 3171 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Golden Credit Card Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 47940 | &nbsp;&nbsp; 47543 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Goldentree Loan Management U.S. CLO 9 Ltd. Class AR2 Series 2021-9A, TSFR3M + 1.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4.905% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 7850 | &nbsp;&nbsp; 7843 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3152 | &nbsp;&nbsp; 3159 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5867 | &nbsp;&nbsp; 5879 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18600 | &nbsp;&nbsp; 18628 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.370% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13686 | &nbsp;&nbsp; 13811 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 23250 | &nbsp;&nbsp; 23376 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 668 | &nbsp;&nbsp; 669 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3054 | &nbsp;&nbsp; 3062 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5710 | &nbsp;&nbsp; 5738 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4546 | &nbsp;&nbsp; 4584 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10520 | &nbsp;&nbsp; 10582 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17921 | &nbsp;&nbsp; 18062 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5615 | &nbsp;&nbsp; 5627 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 226 | &nbsp;&nbsp; 226 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3631 | &nbsp;&nbsp; 3644 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 19580 | &nbsp;&nbsp; 19644 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.030% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 19500 | &nbsp;&nbsp; 19447 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3955 | &nbsp;&nbsp; 3959 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3350 | &nbsp;&nbsp; 3371 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1778 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp; 1954 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5560 | &nbsp;&nbsp; 5576 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp; 2482 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4570 | &nbsp;&nbsp; 4581 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.410% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2425 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Auto Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10464 | &nbsp;&nbsp; 10536 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.153% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3308 | &nbsp;&nbsp; 3352 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.442% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4574 | &nbsp;&nbsp; 4606 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.446% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 11306 | &nbsp;&nbsp; 11339 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.835% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 18430 | &nbsp;&nbsp; 18442 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.503% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 14068 | &nbsp;&nbsp; 13988 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 907 | &nbsp;&nbsp; 907 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6457 | &nbsp;&nbsp; 6472 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12220 | &nbsp;&nbsp; 12284 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 38580 | &nbsp;&nbsp; 38680 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2713 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6030 | &nbsp;&nbsp; 6075 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6760 | &nbsp;&nbsp; 6793 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25500 | &nbsp;&nbsp; 25549 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.010% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7444 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10325 | &nbsp;&nbsp; 10388 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 16550 | &nbsp;&nbsp; 16676 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp; 3836 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7850 | &nbsp;&nbsp; 7901 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7100 | &nbsp;&nbsp; 7120 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.160% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5720 | &nbsp;&nbsp; 5669 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2026-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10400 | &nbsp;&nbsp; 10380 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3002 | &nbsp;&nbsp; 3016 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9589 | &nbsp;&nbsp; 9647 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.010% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2897 | &nbsp;&nbsp; 2904 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Class A2 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9929 | &nbsp;&nbsp; 9952 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3069 | &nbsp;&nbsp; 3079 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7724 | &nbsp;&nbsp; 7740 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 17370 | &nbsp;&nbsp; 17425 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 32780 | &nbsp;&nbsp; 32775 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A4 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5930 | &nbsp;&nbsp; 5921 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Lighthouse Park CLO Ltd. Class A Series 2025-1A, TSFR3M + 1.110% | &nbsp;&nbsp;&nbsp;&nbsp; 4.777% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3980 | &nbsp;&nbsp; 3976 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;M&T Bank Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10150 | &nbsp;&nbsp; 10216 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;M&T Equipment Notes Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7900 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Magnetite XXXI Ltd. Class A1R Series 2021-31A, TSFR3M + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.673% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 6470 | &nbsp;&nbsp; 6466 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Magnetite XXXI Ltd. Class BR Series 2021-31A, TSFR3M + 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4.973% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 10480 | &nbsp;&nbsp; 10477 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12721 | &nbsp;&nbsp; 12789 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11590 | &nbsp;&nbsp; 11663 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2738 | &nbsp;&nbsp; 2742 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust II Class A Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 46910 | &nbsp;&nbsp; 46859 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust Class A1B Series 2026-A, SOFR30A + 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 17192 | &nbsp;&nbsp; 17159 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust Class B Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 29560 | &nbsp;&nbsp; 29320 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 29930 | &nbsp;&nbsp; 30135 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.320% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 33070 | &nbsp;&nbsp; 33159 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3090 | &nbsp;&nbsp; 3095 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8360 | &nbsp;&nbsp; 8420 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 19290 | &nbsp;&nbsp; 19293 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 3.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 11130 | &nbsp;&nbsp; 11035 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3160 | &nbsp;&nbsp; 3182 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5470 | &nbsp;&nbsp; 5458 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class B Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 11630 | &nbsp;&nbsp; 11504 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6335 | &nbsp;&nbsp; 6370 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp; 2869 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16200 | &nbsp;&nbsp; 16018 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5769 | &nbsp;&nbsp; 5801 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 23420 | &nbsp;&nbsp; 23464 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Nissan Master Owner Trust Receivables Class A Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13630 | &nbsp;&nbsp; 13723 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;OCP Aegis CLO Ltd. Class AR Series 2024-39A, TSFR3M + 1.090% | &nbsp;&nbsp;&nbsp;&nbsp; 4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 3140 | &nbsp;&nbsp; 3134 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Octagon 57 Ltd. Class AR Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4.743% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4001 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Octagon 57 Ltd. Class B1R Series 2021-1A, TSFR3M + 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5.123% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 5320 | &nbsp;&nbsp; 5316 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12686 | &nbsp;&nbsp; 12687 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.030% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6650 | &nbsp;&nbsp; 6628 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8384 | &nbsp;&nbsp; 8438 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5114 | &nbsp;&nbsp; 5147 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 17743 | &nbsp;&nbsp; 17940 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-F | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp; 2397 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2025-E, SOFR30A + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4.339% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36420 | &nbsp;&nbsp; 36459 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1999 | &nbsp;&nbsp; 2003 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A3 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.790% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2617 | &nbsp;&nbsp; 2633 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;12/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 5640 | &nbsp;&nbsp; 5656 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11590 | &nbsp;&nbsp; 11657 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust Class A4 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 11470 | &nbsp;&nbsp; 11478 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3540 | &nbsp;&nbsp; 3547 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 992 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RCKTL Class A Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.480% | &nbsp;&nbsp;&nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 10701 | &nbsp;&nbsp; 10714 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RCKTL Class A Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1686 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Red Oak Funding Master Trust Class A Series 2025-1A, SOFR30A + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.640% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4750 | &nbsp;&nbsp; 4763 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RKTL Trust Class A Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 21993 | &nbsp;&nbsp; 21977 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RKTL Trust Class B Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3010 | &nbsp;&nbsp; 2988 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.605% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 477 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.911% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 608 | &nbsp;&nbsp; 611 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.640% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1113 | &nbsp;&nbsp; 1125 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.622% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp; 2077 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 829 | &nbsp;&nbsp; 833 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.484% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4592 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.933% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 844 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.818% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1465 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1322 | &nbsp;&nbsp; 1329 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.661% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4510 | &nbsp;&nbsp; 4504 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.663% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1713 | &nbsp;&nbsp; 1736 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1777 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.483% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1703 | &nbsp;&nbsp; 1714 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.151% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2980 | &nbsp;&nbsp; 2969 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 89 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3551 | &nbsp;&nbsp; 3556 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2863 | &nbsp;&nbsp; 2869 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22783 | &nbsp;&nbsp; 22822 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22760 | &nbsp;&nbsp; 22836 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 19680 | &nbsp;&nbsp; 19718 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.170% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 12050 | &nbsp;&nbsp; 12050 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16250 | &nbsp;&nbsp; 16163 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4135 | &nbsp;&nbsp; 4146 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8740 | &nbsp;&nbsp; 8811 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10940 | &nbsp;&nbsp; 10966 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 18920 | &nbsp;&nbsp; 19016 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 11890 | &nbsp;&nbsp; 11911 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 6750 | &nbsp;&nbsp; 6725 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 14560 | &nbsp;&nbsp; 14400 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 26400 | &nbsp;&nbsp; 26584 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7249 | &nbsp;&nbsp; 7264 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3497 | &nbsp;&nbsp; 3502 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10420 | &nbsp;&nbsp; 10453 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4770 | &nbsp;&nbsp; 4775 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5810 | &nbsp;&nbsp; 5843 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6580 | &nbsp;&nbsp; 6598 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4970 | &nbsp;&nbsp; 5000 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1739 | &nbsp;&nbsp; 1743 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class C Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5011 | &nbsp;&nbsp; 5022 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class D Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2290 | &nbsp;&nbsp; 2296 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9401 | &nbsp;&nbsp; 9420 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A2 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 14370 | &nbsp;&nbsp; 14365 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3848 | &nbsp;&nbsp; 3866 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9594 | &nbsp;&nbsp; 9636 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 10980 | &nbsp;&nbsp; 11003 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5220 | &nbsp;&nbsp; 5207 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.038% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1272 | &nbsp;&nbsp; 1280 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.925% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8207 | &nbsp;&nbsp; 8255 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class B Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.284% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 13015 | &nbsp;&nbsp; 12963 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.185% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 509 | &nbsp;&nbsp; 513 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.121% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1083 | &nbsp;&nbsp; 1091 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.431% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2462 | &nbsp;&nbsp; 2455 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class D Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 811 | &nbsp;&nbsp; 816 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8958 | &nbsp;&nbsp; 9000 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 13994 | &nbsp;&nbsp; 14041 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 18200 | &nbsp;&nbsp; 18303 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 23050 | &nbsp;&nbsp; 23108 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 12080 | &nbsp;&nbsp; 12046 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.960% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 17230 | &nbsp;&nbsp; 17080 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program LLC Class A Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 18645 | &nbsp;&nbsp; 18651 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust Class A Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 9062 | &nbsp;&nbsp; 9090 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust Class A Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 5527 | &nbsp;&nbsp; 5535 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust Class A Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.060% | &nbsp;&nbsp;&nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 27493 | &nbsp;&nbsp; 27459 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust Class B Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 4270 | &nbsp;&nbsp; 4236 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A3 Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20490 | &nbsp;&nbsp; 20557 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A3 Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36730 | &nbsp;&nbsp; 36747 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A3 Series 2025-CA | &nbsp;&nbsp;&nbsp;&nbsp; 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 34100 | &nbsp;&nbsp; 33963 |
| <sup>4,5,8</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A3 Series 2026-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 21660 | &nbsp;&nbsp; 21653 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A4 Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5690 | &nbsp;&nbsp; 5708 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A4 Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7651 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class B Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4280 | &nbsp;&nbsp; 4294 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class B Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp; 3145 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class C Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4950 | &nbsp;&nbsp; 4939 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Structured Agency Credit Risk Class A1 Series 2026-DNA1, SOFR30A + 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4.512% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 17649 | &nbsp;&nbsp; 17644 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 31480 | &nbsp;&nbsp; 31719 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 25556 | &nbsp;&nbsp; 25660 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2257 | &nbsp;&nbsp; 2260 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7508 | &nbsp;&nbsp; 7559 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1740 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17910 | &nbsp;&nbsp; 17903 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 | &nbsp;&nbsp; 4481 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4580 | &nbsp;&nbsp; 4586 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6350 | &nbsp;&nbsp; 6363 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 21310 | &nbsp;&nbsp; 21319 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22480 | &nbsp;&nbsp; 22627 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25740 | &nbsp;&nbsp; 25778 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4190 | &nbsp;&nbsp; 4201 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3116 | &nbsp;&nbsp; 3129 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12976 | &nbsp;&nbsp; 13034 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11950 | &nbsp;&nbsp; 11985 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 32280 | &nbsp;&nbsp; 32445 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 3.960% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 28140 | &nbsp;&nbsp; 28037 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2796 | &nbsp;&nbsp; 2799 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12370 | &nbsp;&nbsp; 12387 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9800 | &nbsp;&nbsp; 9871 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Trafigura Securitisation Finance plc Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.980% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7770 | &nbsp;&nbsp; 7692 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Truist Bank Auto Credit-Linked Notes Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.728% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 13248 | &nbsp;&nbsp; 13244 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;US Bank C&I Credit-Linked Notes Class B1 Series 2025-SUP2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.818% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 9828 | &nbsp;&nbsp; 9815 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;US Bank NA Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.789% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 498 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;US Bank NA Class B Series 2025-SUP1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 12321 | &nbsp;&nbsp; 12336 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;USAA Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6078 | &nbsp;&nbsp; 6107 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;USB Auto Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15880 | &nbsp;&nbsp; 15930 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5560 | &nbsp;&nbsp; 5573 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-6 | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 19770 | &nbsp;&nbsp; 19788 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15860 | &nbsp;&nbsp; 15922 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8550 | &nbsp;&nbsp; 8520 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2023-7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4330 | &nbsp;&nbsp; 4334 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7824 | &nbsp;&nbsp; 7842 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1540 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5940 | &nbsp;&nbsp; 5960 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16290 | &nbsp;&nbsp; 16342 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25510 | &nbsp;&nbsp; 25624 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 34890 | &nbsp;&nbsp; 34835 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8860 | &nbsp;&nbsp; 8909 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2026-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15510 | &nbsp;&nbsp; 15456 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 4420 | &nbsp;&nbsp; 4457 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11050 | &nbsp;&nbsp; 11065 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10520 | &nbsp;&nbsp; 10556 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 3.990% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22370 | &nbsp;&nbsp; 22255 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Voya CLO 2022-3 Ltd. Class A1R2 Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;&nbsp;&nbsp; 4.805% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2910 | &nbsp;&nbsp; 2907 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class ASB Series 2019-C54 | &nbsp;&nbsp;&nbsp;&nbsp; 3.063% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1129 | &nbsp;&nbsp; 1106 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Wendy's Funding LLC Class A2II Series 2018-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.884% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 13116 | &nbsp;&nbsp; 12837 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8030 | &nbsp;&nbsp; 8055 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class A3 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 23760 | &nbsp;&nbsp; 23783 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class A3 Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 23180 | &nbsp;&nbsp; 23128 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class A3 Series 2026-P1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.920% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 17220 | &nbsp;&nbsp; 17099 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5640 | &nbsp;&nbsp; 5662 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class B Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 10210 | &nbsp;&nbsp; 10191 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class B Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8070 | &nbsp;&nbsp; 8036 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class C Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 16280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16144 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class D Series 2026-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 9160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9078 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Flooring Master Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.230% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40917 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Flooring Master Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4079 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding LLC Class A2A Series 2026-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 12990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12982 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2248 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10131 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13222 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6932 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8309 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A2A Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 13127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13133 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9540 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,697,032)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,697,032)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,697,032)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,697,032)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,697,032)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4705993** |
| **Corporate Bonds (57.5%)** | **Corporate Bonds (57.5%)** | **Corporate Bonds (57.5%)** | **Corporate Bonds (57.5%)** | **Corporate Bonds (57.5%)** | **Corporate Bonds (57.5%)** |
| **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4999 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4266 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45820 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6650 |
| <sup>6,9</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd., 3M Australian Bank Bill Rate + 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 4.856% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4749 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.567% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 82228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82409 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.591% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 47431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47592 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12302 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Telstra Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16673 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 57757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57520 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3864 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3403 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **309844** |
| **Consumer Discretionary (4.6%)** | **Consumer Discretionary (4.6%)** | **Consumer Discretionary (4.6%)** | **Consumer Discretionary (4.6%)** | **Consumer Discretionary (4.6%)** | **Consumer Discretionary (4.6%)** |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18655 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc., SOFR + 0.590% | &nbsp;&nbsp;&nbsp;&nbsp; 4.247% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33087 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25600 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2001 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp., SOFR + 0.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4.278% | &nbsp;&nbsp;&nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69956 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp., SOFR + 0.710% | &nbsp;&nbsp;&nbsp;&nbsp; 4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 37260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37226 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp., SOFR + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48027 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14739 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14990 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC, SOFR + 0.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4.435% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24059 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9761 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2662 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4903 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16341 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11442 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12078 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1852 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc., SOFR + 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 4.826% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 47140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47254 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6782 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3658 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17948 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5101 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 37010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37113 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 27955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28122 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Services US Corp., SOFR + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp; 5.346% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 36120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36207 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4347 |
| <sup>6,9</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd., 3M Australian Bank Bill Rate + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5.083% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3313 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9080 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7811 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., SOFR + 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4.307% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32999 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., SOFR + 0.720% | &nbsp;&nbsp;&nbsp;&nbsp; 4.378% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 66665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 688 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC, SOFR + 1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 4.725% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 40610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40676 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **732212** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.148% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8857 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11668 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 28570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28273 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 23153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23160 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc., SOFR + 0.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4.275% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27044 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7871 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5006 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15898 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14825 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13751 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 42040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42294 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11363 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Mitsubishi Corp., SOFR + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4.358% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25423 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7153 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2686 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7856 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14063 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1398 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Philip Morris International Inc., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4.498% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14578 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 57794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57299 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **340466** |
| **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15188 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11952 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 80585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80949 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10017 |
|  | &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2858 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9214 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7058 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2529 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11008 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7304 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16348 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2529 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3361 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3844 |
|  | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10527 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6643 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9192 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6596 |
|  | &nbsp;&nbsp;&nbsp;Qatar Energy | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3288 |
|  | &nbsp;&nbsp;&nbsp;SA Global Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.602% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 27012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26889 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 30050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30162 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2890 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **293894** |
| **Financials (30.9%)** | **Financials (30.9%)** | **Financials (30.9%)** | **Financials (30.9%)** | **Financials (30.9%)** | **Financials (30.9%)** |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 59732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59220 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15847 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2423 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5365 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4354 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2002 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10320 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.280% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2874 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.009% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9794 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.351% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.282% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2759 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Express Co., SOFR + 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 4.467% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36409 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Express Co., SOFR + 0.930% | &nbsp;&nbsp;&nbsp;&nbsp; 4.599% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41069 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7586 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Apollo Management Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30095 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 18848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18747 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14770 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 90170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15468 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding, SOFR + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.656% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 24600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24413 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding, SOFR + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22176 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11031 | &nbsp;&nbsp; 10848 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Banco Santander SA, SOFR + 1.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4.776% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 29800 | &nbsp;&nbsp; 29925 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.376% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14997 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7574 | &nbsp;&nbsp; 7622 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9430 | &nbsp;&nbsp; 9276 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.979% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11565 | &nbsp;&nbsp; 11656 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 23750 | &nbsp;&nbsp; 24066 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4.486% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 29000 | &nbsp;&nbsp; 29033 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 4.062% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 42000 | &nbsp;&nbsp; 41816 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 84000 | &nbsp;&nbsp; 84037 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 4.529% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36666 | &nbsp;&nbsp; 36721 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.441% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 24670 | &nbsp;&nbsp; 24722 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.992% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 23783 | &nbsp;&nbsp; 23718 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4.487% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60500 | &nbsp;&nbsp; 60622 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 4.404% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8390 | &nbsp;&nbsp; 8385 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia, SOFR + 0.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4.398% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 35710 | &nbsp;&nbsp; 35607 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia, SOFR + 0.760% | &nbsp;&nbsp;&nbsp;&nbsp; 4.416% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 53716 | &nbsp;&nbsp; 53735 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia, SOFR + 0.890% | &nbsp;&nbsp;&nbsp;&nbsp; 4.555% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75034 | &nbsp;&nbsp; 75138 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.753% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 39600 | &nbsp;&nbsp; 39745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3580 | &nbsp;&nbsp; 3530 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA, SOFR + 1.430% | &nbsp;&nbsp;&nbsp;&nbsp; 5.095% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 14550 | &nbsp;&nbsp; 14680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14250 | &nbsp;&nbsp; 14323 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8901 | &nbsp;&nbsp; 8800 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 43818 | &nbsp;&nbsp; 43884 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 22267 | &nbsp;&nbsp; 22329 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 81400 | &nbsp;&nbsp; 81659 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce, SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4.457% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 39651 | &nbsp;&nbsp; 39701 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce, SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4.468% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 48750 | &nbsp;&nbsp; 48616 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8068 | &nbsp;&nbsp; 8014 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp; 3700 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1373 | &nbsp;&nbsp; 1364 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.196% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6570 | &nbsp;&nbsp; 6849 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.576% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14500 | &nbsp;&nbsp; 14575 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.876% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 24000 | &nbsp;&nbsp; 24081 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16581 | &nbsp;&nbsp; 16613 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 47353 | &nbsp;&nbsp; 46699 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.786% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 41163 | &nbsp;&nbsp; 41357 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc., SOFR + 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 4.528% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 37600 | &nbsp;&nbsp; 37597 |
|  | &nbsp;&nbsp;&nbsp;Citizens Bank NA/Providence RI | &nbsp;&nbsp;&nbsp;&nbsp; 4.192% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 44540 | &nbsp;&nbsp; 44222 |
| <sup>6,9</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.320% | &nbsp;&nbsp;&nbsp;&nbsp; 5.307% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 23900 | &nbsp;&nbsp; 17235 |
| <sup>6,9</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6.237% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 5670 | &nbsp;&nbsp; 4124 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, SOFR + 0.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4.291% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 22371 | &nbsp;&nbsp; 22447 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 4.655% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9665 | &nbsp;&nbsp; 9682 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 52604 | &nbsp;&nbsp; 52278 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 37130 | &nbsp;&nbsp; 37184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7938 | &nbsp;&nbsp; 8181 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15988 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14956 | &nbsp;&nbsp; 14961 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA, SOFR + 1.130% | &nbsp;&nbsp;&nbsp;&nbsp; 4.785% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22610 | &nbsp;&nbsp; 22710 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 4.662% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 26940 | &nbsp;&nbsp; 26972 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4843 | &nbsp;&nbsp; 4886 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8190 | &nbsp;&nbsp; 8279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12278 | &nbsp;&nbsp; 12170 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding, SOFR + 0.710% | &nbsp;&nbsp;&nbsp;&nbsp; 4.366% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25278 | &nbsp;&nbsp; 25267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1192 | &nbsp;&nbsp; 1144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11257 | &nbsp;&nbsp; 10689 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9470 | &nbsp;&nbsp; 9427 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11820 | &nbsp;&nbsp; 11787 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17200 | &nbsp;&nbsp; 17247 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA, SOFR + 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 4.478% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 30040 | &nbsp;&nbsp; 30029 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 4612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19704 | &nbsp;&nbsp; 19602 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 19045 | &nbsp;&nbsp; 18955 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2111 | &nbsp;&nbsp; 2101 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1221 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp; 4930 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 5.414% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 25017 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 51027 | &nbsp;&nbsp; 50501 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.148% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 71430 | &nbsp;&nbsp; 70909 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8500 | &nbsp;&nbsp; 8446 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc., SOFR + 0.920% | &nbsp;&nbsp;&nbsp;&nbsp; 4.577% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 25055 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 36381 | &nbsp;&nbsp; 36246 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 37243 | &nbsp;&nbsp; 37094 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 65365 | &nbsp;&nbsp; 66100 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.755% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7891 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8985 | &nbsp;&nbsp; 8681 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.390% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7282 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 13105 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc, SOFR + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4.691% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25560 | &nbsp;&nbsp; 25634 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc, SOFR + 1.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4.705% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21600 | &nbsp;&nbsp; 21684 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.871% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45848 | &nbsp;&nbsp; 46004 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Huntington National Bank, SOFR + 0.720% | &nbsp;&nbsp;&nbsp;&nbsp; 4.376% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp; 74924 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25518 | &nbsp;&nbsp; 25476 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.017% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25360 | &nbsp;&nbsp; 25256 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6585 | &nbsp;&nbsp; 6487 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50600 | &nbsp;&nbsp; 50490 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3249 | &nbsp;&nbsp; 3320 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14833 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7570 | &nbsp;&nbsp; 7484 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 29520 | &nbsp;&nbsp; 29545 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 4.516% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 28564 | &nbsp;&nbsp; 28644 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.930% | &nbsp;&nbsp;&nbsp;&nbsp; 4.586% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 56000 | &nbsp;&nbsp; 56170 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.462% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26794 | &nbsp;&nbsp; 26969 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6582 | &nbsp;&nbsp; 6575 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7280 | &nbsp;&nbsp; 7188 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.241% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 37800 | &nbsp;&nbsp; 37438 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc, SOFR + 0.770% | &nbsp;&nbsp;&nbsp;&nbsp; 4.435% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 40000 | &nbsp;&nbsp; 39833 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc, SOFR + 1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 4.722% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 68743 | &nbsp;&nbsp; 68965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25810 | &nbsp;&nbsp; 24632 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 44619 | &nbsp;&nbsp; 44733 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc., SOFR + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 18520 | &nbsp;&nbsp; 18535 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Met Tower Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9720 | &nbsp;&nbsp; 9789 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13200 | &nbsp;&nbsp; 13183 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40000 | &nbsp;&nbsp; 39885 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7665 | &nbsp;&nbsp; 7714 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.164% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp; 12131 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14060 | &nbsp;&nbsp; 14216 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4694 | &nbsp;&nbsp; 4738 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, SOFR + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4.556% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 38130 | &nbsp;&nbsp; 38237 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.466% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 44450 | &nbsp;&nbsp; 44435 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5978 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA, SOFR + 0.770% | &nbsp;&nbsp;&nbsp;&nbsp; 4.437% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 40000 | &nbsp;&nbsp; 39731 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley, SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 35000 | &nbsp;&nbsp; 34814 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 55450 | &nbsp;&nbsp; 55711 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.166% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 42500 | &nbsp;&nbsp; 42290 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;NatWest Markets plc, SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4.465% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17750 | &nbsp;&nbsp; 17761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3976 | &nbsp;&nbsp; 3984 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.653% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 | &nbsp;&nbsp; 2198 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.329% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23443 | &nbsp;&nbsp; 23103 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8986 | &nbsp;&nbsp; 9086 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.386% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4700 | &nbsp;&nbsp; 4743 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.070% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5440 | &nbsp;&nbsp; 5602 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.172% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7110 | &nbsp;&nbsp; 6752 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc., SOFR + 0.670% | &nbsp;&nbsp;&nbsp;&nbsp; 4.328% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21000 | &nbsp;&nbsp; 21009 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co Lp / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 | &nbsp;&nbsp; 3332 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10365 | &nbsp;&nbsp; 10332 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 | &nbsp;&nbsp; 2261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp; 5034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5519 | &nbsp;&nbsp; 5617 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3384 | &nbsp;&nbsp; 3439 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.429% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31380 | &nbsp;&nbsp; 31388 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.615% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1010 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.075% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50060 | &nbsp;&nbsp; 49789 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4310 | &nbsp;&nbsp; 4336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1664 | &nbsp;&nbsp; 1694 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4554 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.715% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7023 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.995% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19500 | &nbsp;&nbsp; 19373 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.790% | &nbsp;&nbsp;&nbsp;&nbsp; 4.446% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7550 | &nbsp;&nbsp; 7557 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4.486% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 41228 | &nbsp;&nbsp; 41277 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 4.517% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55063 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4529 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB, SOFR + 0.680% | &nbsp;&nbsp;&nbsp;&nbsp; 4.337% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 22200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22340 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Societe Generale SA, SOFR + 1.096% | &nbsp;&nbsp;&nbsp;&nbsp; 4.752% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32024 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc, SOFR + 1.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4.897% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15112 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9155 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;State Street Corp., SOFR + 0.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4.296% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19533 |
|  | &nbsp;&nbsp;&nbsp;Suci Second Investment Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 35713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35653 |
|  | &nbsp;&nbsp;&nbsp;Sumisho Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26017 |
|  | &nbsp;&nbsp;&nbsp;Sumisho Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 30684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30188 |
|  | &nbsp;&nbsp;&nbsp;Sumisho Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4773 |
|  | &nbsp;&nbsp;&nbsp;Sumisho Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2045 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc., SOFR + 0.760% | &nbsp;&nbsp;&nbsp;&nbsp; 4.409% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20950 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd., SOFR + 0.710% | &nbsp;&nbsp;&nbsp;&nbsp; 4.364% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 33400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33419 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd., SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.403% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25424 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd., SOFR + 0.980% | &nbsp;&nbsp;&nbsp;&nbsp; 4.634% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 36860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37078 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Takeoff Merger Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 33550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33387 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.568% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 28087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28165 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.406% | &nbsp;&nbsp;&nbsp;&nbsp;10/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26026 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, SOFR + 0.820% | &nbsp;&nbsp;&nbsp;&nbsp; 4.488% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 33636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33753 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 72140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72088 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.144% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 45430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45216 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.136% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16833 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.047% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 28162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28204 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 55770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55975 |
|  | &nbsp;&nbsp;&nbsp;UBS AG / Stamford CT | &nbsp;&nbsp;&nbsp;&nbsp; 4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 17960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.869% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 18971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18760 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG, SOFR + 0.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4.495% | &nbsp;&nbsp;&nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 72139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72029 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG, SOFR + 0.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4.505% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22947 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.787% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 49923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50502 |
|  | &nbsp;&nbsp;&nbsp;US Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 37537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37663 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;US Bank NA, SOFR + 0.690% | &nbsp;&nbsp;&nbsp;&nbsp; 4.346% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36032 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9393 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18468 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46012 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6512 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co., SOFR + 0.740% | &nbsp;&nbsp;&nbsp;&nbsp; 4.396% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 55260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54939 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co., SOFR + 0.880% | &nbsp;&nbsp;&nbsp;&nbsp; 4.536% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 48409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48471 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4857644** |
| **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 55095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54349 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 17356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17251 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;AbbVie Inc., SOFR + 0.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4.139% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26684 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6317 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4967 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8009 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5520 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7679 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 41620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41563 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17714 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13569 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.101% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12131 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 38485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38158 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17306 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10007 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23908 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13240 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HCA Inc., SOFR + 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13239 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Highmark Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7290 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10118 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4805 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37641 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **391465** |
| **Industrials (3.1%)** | **Industrials (3.1%)** | **Industrials (3.1%)** | **Industrials (3.1%)** | **Industrials (3.1%)** | **Industrials (3.1%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14929 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19234 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 34806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35005 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3957 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29423 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15781 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2986 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17343 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21829 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14990 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9749 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6470 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honeywell Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21835 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Honeywell Aerospace Inc., SOFR + 0.630% | &nbsp;&nbsp;&nbsp;&nbsp; 4.287% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26303 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 26139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25727 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.043% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14709 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 28270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28502 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp., SOFR + 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4.208% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19769 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16108 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4506 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15296 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9465 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16546 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 51539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51006 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19382 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15311 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;WSO Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7848 |
| <sup>6,9</sup> | &nbsp;&nbsp;&nbsp;WSO Finance Pty Ltd., 3M Australian Bank Bill Rate + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.337% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1643 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **492492** |
| **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2570 |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 20914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20726 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10697 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 32343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24867 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.407% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25013 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10615 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23642 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6734 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc, SOFR + 0.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4.496% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26145 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7679 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16488 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8142 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **215589** |
| **Real Estate (2.9%)** | **Real Estate (2.9%)** | **Real Estate (2.9%)** | **Real Estate (2.9%)** | **Real Estate (2.9%)** | **Real Estate (2.9%)** |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 22631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22547 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10789 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7225 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8449 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2234 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10650 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33703 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5089 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2292 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20616 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5712 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1888 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7982 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5381 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16280 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9541 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18947 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 36570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37201 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 41298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41233 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4093 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11099 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3325 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12661 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 23369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23335 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17829 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3956 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7688 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5022 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11045 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5819 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3736 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3750 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7608 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25225 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4646 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5847 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9920 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3313 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9741 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 14567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14553 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **461970** |
| **Technology (3.0%)** | **Technology (3.0%)** | **Technology (3.0%)** | **Technology (3.0%)** | **Technology (3.0%)** | **Technology (3.0%)** |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20772 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.459% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3982 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26491 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 58002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58070 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6251 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6259 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7111 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co., SOFR + 0.960% | &nbsp;&nbsp;&nbsp;&nbsp; 4.617% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12016 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7322 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9233 |
|  | &nbsp;&nbsp;&nbsp;IBM International Capital Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2321 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25641 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10736 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1888 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21816 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21050 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10788 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25344 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 873 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 27772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27350 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14185 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 22331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21324 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6747 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2828 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Oracle Corp., SOFR + 0.760% | &nbsp;&nbsp;&nbsp;&nbsp; 4.428% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18446 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Oracle Corp., SOFR + 1.110% | &nbsp;&nbsp;&nbsp;&nbsp; 4.776% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 16562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16429 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33036 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 39808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39959 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17143 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **475411** |
| **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;AGI Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.119% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6553 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4184 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Ausgrid Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.814% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16709 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2802 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc., SOFR + 0.520% | &nbsp;&nbsp;&nbsp;&nbsp; 4.185% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 22240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22175 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44856 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7252 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15259 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9156 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4908 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4001 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2604 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Eskom Holdings | &nbsp;&nbsp;&nbsp;&nbsp; 4.314% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 33855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33419 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3422 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Evergy Missouri West Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11137 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17109 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25772 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9062 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 51071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50275 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11887 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3635 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1061 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7080 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4896 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11627 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.685% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14778 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2043 |
|  | &nbsp;&nbsp;&nbsp;OmGrid Funding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.196% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4196 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19480 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20543 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4396 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 24149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24139 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9054 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;United Energy Distribution Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4169 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4852 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2246 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3222 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10049 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9545 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **467648** |
| **Total Corporate Bonds (Cost $9,028,078)** | **Total Corporate Bonds (Cost $9,028,078)** | **Total Corporate Bonds (Cost $9,028,078)** | **Total Corporate Bonds (Cost $9,028,078)** | **Total Corporate Bonds (Cost $9,028,078)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9038635** |
| **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** |
|  | &nbsp;&nbsp;&nbsp;Arab Republic of Egypt | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8430 |
|  | &nbsp;&nbsp;&nbsp;Arab Republic of Egypt | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8977 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 35437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35559 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 21801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21832 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12775 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14771 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17716 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1543 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Morocco | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5167 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12190 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers' Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30277 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30553 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp; 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 60875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60482 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12800 |
|  | &nbsp;&nbsp;&nbsp;Republic of Guatemala | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1651 |
|  | &nbsp;&nbsp;&nbsp;Republic of Guatemala | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8376 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18581 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 21470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21508 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 21754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25726 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3362 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30129 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23666 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16066 |
| **Total Sovereign Bonds (Cost $420,415)** | **Total Sovereign Bonds (Cost $420,415)** | **Total Sovereign Bonds (Cost $420,415)** | **Total Sovereign Bonds (Cost $420,415)** | **Total Sovereign Bonds (Cost $420,415)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**422137** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (8.4%)** | **Temporary Cash Investments (8.4%)** | **Temporary Cash Investments (8.4%)** | **Temporary Cash Investments (8.4%)** | **Temporary Cash Investments (8.4%)** | **Temporary Cash Investments (8.4%)** |
| **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 3.685% |  | &nbsp;&nbsp;&nbsp;&nbsp; 686981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68691 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (8.0%)** | **U.S. Government and Agency Obligations (8.0%)** | **U.S. Government and Agency Obligations (8.0%)** | **U.S. Government and Agency Obligations (8.0%)** | **U.S. Government and Agency Obligations (8.0%)** |
| &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;3.667%–3.718% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1304164 | &nbsp;&nbsp; 1259028 |
| **Total Temporary Cash Investments (Cost $1,328,174)** | **Total Temporary Cash Investments (Cost $1,328,174)** | **Total Temporary Cash Investments (Cost $1,328,174)** | **Total Temporary Cash Investments (Cost $1,328,174)** | &nbsp;&nbsp;**1327719** |
| **Total Investments (99.7%) (Cost $15,654,712)** | **Total Investments (99.7%) (Cost $15,654,712)** | **Total Investments (99.7%) (Cost $15,654,712)** | **Total Investments (99.7%) (Cost $15,654,712)** | **15675066** |
| **Other Assets and Liabilities—Net (0.3%)** | **Other Assets and Liabilities—Net (0.3%)** | **Other Assets and Liabilities—Net (0.3%)** | **Other Assets and Liabilities—Net (0.3%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**40218** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **15715284** |
| Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| 1 | Securities with a value of $5,585 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $3,586 have been segregated as initial margin for open futures contracts. |
| 3 | Securities with a value of $470 have been segregated as collateral for open forward currency contracts. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2026, the aggregate value was $4,853,153, representing 30.9% of net assets. |
| 5 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 7 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 8 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of April 30, 2026. |
| 9 | Face amount denominated in Australian dollars. |
| 10 | Guaranteed by the Republic of South Africa. |
| 11 | Face amount denominated in euro. |
| 12 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 3M—3-month. |
|  | CLO—Collateralized Loan Obligation. |
|  | DAC—Designated Activity Company. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR—Secured Overnight Financing Rate. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | June 2026 | 3641 | 754142 | &nbsp;&nbsp;(231) |
| Short Futures Contracts |  |  |  |  |
| 5-Year U.S. Treasury Note | June 2026 | (2618) | (282314) | &nbsp;&nbsp;5054 |
| AUD 3-Year Treasury Bond | June 2026 | (199) | (14810) | &nbsp;&nbsp;73 |
| Euro-Schatz | June 2026 | (173) | (21472) | &nbsp;&nbsp;220 |
|  |  |  |  | &nbsp;&nbsp;5347 |
|  |  |  |  | &nbsp;&nbsp;5116 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Canadian Imperial Bank of Commerce | 6/17/2026 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;64794 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;44866 | &nbsp;&nbsp;&nbsp;1741 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;13870 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;11607 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8339 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;166778 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;232665 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(578) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;22568 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(449) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;11207 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;15930 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(251) |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6721 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;9385 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(30) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2097 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;2944 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(21) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;16454 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;14212 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(263) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;14189 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;12182 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(140) |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8251 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;7106 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(107) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8227 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;7106 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(132) |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;1937 | &nbsp;&nbsp;&nbsp;(1983) |

---

---

| |
|:---|
| AUD—Australian dollar. |
| EUR—euro. |
| GBP—British pound. |
| USD—U.S. dollar. |

---

At April 30, 2026, the counterparties had deposited in segregated accounts securities with a value of $2,329 in connection with open forward currency contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination<br> Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 4/12/2027 | N/A | &nbsp;&nbsp;&nbsp;2235000 | &nbsp;&nbsp;&nbsp;3.688<sup>1</sup> | &nbsp;&nbsp;&nbsp;(3.650)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(717) | &nbsp;&nbsp;&nbsp;(597) |
| 4/10/2028 | N/A | &nbsp;&nbsp;&nbsp;617500 | &nbsp;&nbsp;&nbsp;3.650<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.587)<sup>4</sup> | &nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;1477 |
| 3/23/2029 | N/A | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;3.649<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.694)<sup>4</sup> | &nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;(23) |
| 3/24/2031 | N/A | &nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;3.653<sup>4</sup> | &nbsp;&nbsp;&nbsp;(3.649)<sup>3</sup> | &nbsp;&nbsp;&nbsp;(254) | &nbsp;&nbsp;&nbsp;(255) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;602 |

---

---

| | |
|:---|:---|
| 1 | Interest payment received/(paid) at maturity. |
| 2 | Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) at maturity. |
| 3 | Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 4 | Interest payment received/(paid) annually. |

---

**A.** Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using
the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt
securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or
option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued
at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the
securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

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

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

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

**D.** Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated
with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the
contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their

------

financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

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

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

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

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

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

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

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

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

------

The following table summarizes the market value of the fund's investments and derivatives as of April 30, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations |  | &nbsp;&nbsp;&nbsp;180582 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;180582 |
| Asset-Backed/Commercial Mortgage-Backed Securities |  | &nbsp;&nbsp;&nbsp;4705993 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4705993 |
| Corporate Bonds |  | &nbsp;&nbsp;&nbsp;9038635 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9038635 |
| Sovereign Bonds |  | &nbsp;&nbsp;&nbsp;422137 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;422137 |
| Temporary Cash Investments | 68691 | &nbsp;&nbsp;&nbsp;1259028 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1327719 |
| Total | 68691 | &nbsp;&nbsp;&nbsp;15606375 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15675066 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 5347 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5347 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;1937 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1937 |
| Swap Contracts<sup>1</sup> |  | &nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1477 |
| Total | 5347 | &nbsp;&nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8761 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (231) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(231) |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;(1983) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1983) |
| Swap Contracts<sup>1</sup> |  | &nbsp;&nbsp;&nbsp;(875) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(875) |
| Total | (231) | &nbsp;&nbsp;&nbsp;(2858) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3089) |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD FIXED INCOME SECURITIES FUNDS

- **b. Investment Company Act file number:** 811-02368

- **c. CIK number of Registrant:** 0000106444

- **d. LEI of Registrant:** 549300F3N7VQKU6I4K64

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD ULTRA-SHORT-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000048081

- **c. LEI of Series:** 549300W8Q3A1OLMSCN32

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

- **a. Date of fiscal year-end:** 2027-01-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $15849695195.36

**Total Liabilities:** $126770885.17

**Net Assets:** $15722924310.19

**Cash Not Reported:** $1899172.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -92136.78782311 | **1-Year:** -1195651.45648666 | **5-Year:** -433696.08542028 | **10-Year:** -2114.81702023 | **30-Year:** -17.95691748

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

- **3-Month:** -1784.96427854 | **1-Year:** -15974.39410016 | **5-Year:** -1319.80363315 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151975 | 0.36%                | -0.10%               | 0.38%                |
| Class ID C000151976 | 0.35%                | -0.16%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3776250.93              | $3635672.69                                |
| Month 2  | $-2709857.53             | $-75333920.30                              |
| Month 3  | $3826230.37              | $8071073.69                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                           | GBP/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5594.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-139726.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-577802.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-129500.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-131902.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-107024.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-133280.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-251404.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | GBP/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13856.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $921789.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | GBP/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19614.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $818671.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-449158.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $151924.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20510.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16909.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10105.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13415.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | GBP/USD FWD 20260617              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5539.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                            | QANTAS AIRWAYS                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |   13180000 | PA      | $9465311.15    | 0.06%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                              | AUSNET SERVICES                   | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    3940000 | PA      | $2801599.17    | 0.02%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                           | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |   10970000 | PA      | $7848258.90    | 0.05%             | 2027-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                             | TELSTRA GROUP                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |   23410000 | PA      | $16673599.47   | 0.11%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                            | ANHEUSER-BUSCH                    | CUSIP: N/A<br>LEI: 549300CRGMZK3K53BF92       | Long             | DBT              | CORP              | US        |   16460000 | PA      | $11668199.33   | 0.07%             | 2027-09-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                            | VODAFONE GROUP                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    4810000 | PA      | $3402860.34    | 0.02%             | 2027-12-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                            | UNITED ENERGY D                   | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |    5870000 | PA      | $4168643.48    | 0.03%             | 2026-10-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                    | NETWORK FINANCE                   | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |    9980000 | PA      | $7080374.89    | 0.05%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                      | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   22710000 | PA      | $16108172.58   | 0.10%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                 | BRISBANE AIRPORT                  | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |    4160000 | PA      | $2986418.08    | 0.02%             | 2026-06-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                       | AUSGRID FINANCE                   | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |   23820000 | PA      | $16709514.31   | 0.11%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                      | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |    6570000 | PA      | $4505734.32    | 0.03%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                           | AGI FINANCE                       | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    9430000 | PA      | $6553455.04    | 0.04%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |    6040000 | PA      | $4347204.10    | 0.03%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                           | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |    2280000 | PA      | $1642888.07    | 0.01%             | 2026-07-14      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   23900000 | PA      | $17235064.59   | 0.11%             | 2031-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    5670000 | PA      | $4123684.50    | 0.03%             | 2032-04-14      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                    | NBN CO LTD                        | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |    6570000 | PA      | $4748890.80    | 0.03%             | 2027-08-28      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |    4590000 | PA      | $3313239.88    | 0.02%             | 2027-09-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-3A A1                  | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39617000 | PA      | $39743057.33   | 0.25%             | 2028-11-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund             | Vanguard Market Liquidity Fund    | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  158344975 | NS      | $158329140.40  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | EURO-SCHATZ FUT   Jun26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -173 | NC      | $219428.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | US 5YR NOTE (CBT) Jun26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2534 | NC      | $5056713.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | US 2YR NOTE (CBT) Jun26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        694 | NC      | $-224956.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                     | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    7938000 | PA      | $8181377.17    | 0.05%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                     | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   37130000 | PA      | $37184155.22   | 0.24%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                     | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15987763.84   | 0.10%             | 2028-01-07      | Floating      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                         | ARIFL 2025-B A2                   | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10671340 | PA      | $10703663.08   | 0.07%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   46000000 | PA      | $45820013.04   | 0.29%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4998870.89    | 0.03%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4468000 | PA      | $4265907.04    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-A                                  | ARIFL 2024-A A2                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2337536 | PA      | $2346584.46    | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                           | ABBOTT LABS                       | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   55095000 | PA      | $54348508.48   | 0.35%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                    | ABBVIE INC                        | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17356000 | PA      | $17251223.56   | 0.11%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                    | ABBVIE INC                        | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26665000 | PA      | $26684104.41   | 0.17%             | 2028-03-03      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2448000 | PA      | $2423397.99    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4400000 | PA      | $4353643.62    | 0.03%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5357000 | PA      | $5364963.39    | 0.03%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   59732000 | PA      | $59219869.18   | 0.38%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10085000 | PA      | $10320214.98   | 0.07%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15560000 | PA      | $15847217.68   | 0.10%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1991000 | PA      | $2002498.28    | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A A                   | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26310000 | PA      | $26181236.23   | 0.17%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A B                   | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2380000 | PA      | $2370500.94    | 0.02%             | 2034-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A C                   | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6320000 | PA      | $6291964.48    | 0.04%             | 2034-02-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A D                   | CUSIP: 00833BAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2530000 | PA      | $2517280.17    | 0.02%             | 2034-02-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                     | AFFRM 2025-X2 A                   | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5681895 | PA      | $5685735.92    | 0.04%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                     | AFFRM 2025-X2 B                   | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2450000 | PA      | $2453123.02    | 0.02%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                     | AFFRM 2025-X2 C                   | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1960000 | PA      | $1962009.78    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                        | SUMISHO AIR LEAS                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4847000 | PA      | $4773371.50    | 0.03%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                        | SUMISHO AIR LEAS                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2044561.56    | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                        | SUMISHO AIR LEAS                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   30684000 | PA      | $30187632.60   | 0.19%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                        | SUMISHO AIR LEAS                  | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26017204.46   | 0.17%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                           | ALEXANDRIA REAL                   | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   22631000 | PA      | $22547421.00   | 0.14%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                  | ALIMEN COUCHE                     | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    8920000 | PA      | $8856717.51    | 0.06%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                          | ALLCU 2025-1A A3                  | CUSIP: 01986QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5830000 | PA      | $5838275.10    | 0.04%             | 2028-12-26      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                          | ALLCU 2025-1A A4                  | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2190000 | PA      | $2193555.25    | 0.01%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                             | ALLSTATE CORP                     | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2874434.86    | 0.02%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B A2                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2496593 | PA      | $2513878.96    | 0.02%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B B                    | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1787444 | PA      | $1797973.53    | 0.01%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B C                    | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3604031 | PA      | $3626532.98    | 0.02%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B D                    | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     932580 | PA      | $937783.48     | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A A2                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10782232 | PA      | $10797086.03   | 0.07%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A B                    | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3624695 | PA      | $3628740.96    | 0.02%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A C                    | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5165014 | PA      | $5176756.49    | 0.03%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A D                    | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2423529 | PA      | $2425365.13    | 0.02%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B A2                   | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12224916 | PA      | $12224404.67   | 0.08%             | 2033-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B B                    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6064704 | PA      | $6056039.01    | 0.04%             | 2033-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B C                    | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6192047 | PA      | $6187327.55    | 0.04%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B D                    | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2324007 | PA      | $2321582.77    | 0.01%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A A2                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1153834 | PA      | $1169488.59    | 0.01%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A B                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1516130 | PA      | $1536858.90    | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A C                    | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3351238 | PA      | $3399045.25    | 0.02%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A D                    | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     417428 | PA      | $422997.35     | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                            | ALLYA 2024-2 A3                   | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7226036 | PA      | $7229874.82    | 0.05%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                            | ALLYA 2023-1 A3                   | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4606741 | PA      | $4628414.34    | 0.03%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                            | ALLYA 2024-1 A3                   | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9246608 | PA      | $9286157.77    | 0.06%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                | AMAZON.COM INC                    | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   33000000 | PA      | $33086572.20   | 0.21%             | 2029-03-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                | AMAZON.COM INC                    | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   18730000 | PA      | $18655118.58   | 0.12%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1               | AMCAR 2024-1 A3                   | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16574267 | PA      | $16668188.73   | 0.11%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2759182.57    | 0.02%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   40920000 | PA      | $41068946.75   | 0.26%             | 2028-07-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2104000 | PA      | $2099858.49    | 0.01%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   36350000 | PA      | $36409022.22   | 0.23%             | 2029-07-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9861000 | PA      | $9793637.64    | 0.06%             | 2029-02-09      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1        | AHART 2025-1A A3                  | CUSIP: 02650VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16200000 | PA      | $16166751.12   | 0.10%             | 2030-11-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   37260000 | PA      | $37226202.57   | 0.24%             | 2027-07-09      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $69956131.00   | 0.44%             | 2026-12-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   25570000 | PA      | $25599864.74   | 0.16%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   48000000 | PA      | $48027315.84   | 0.31%             | 2028-09-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGV7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001428.38    | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                      | AMERICAN HOMES 4                  | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   10855000 | PA      | $10788526.26   | 0.07%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4340009 | PA      | $4345926.54    | 0.03%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6240000 | PA      | $6274296.91    | 0.04%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7254000 | PA      | $7224606.94    | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2234190.66    | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10802000 | PA      | $10650077.65   | 0.07%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8541000 | PA      | $8449325.09    | 0.05%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   35435000 | PA      | $33703256.47   | 0.21%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5089155.65    | 0.03%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2               | AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15186044 | PA      | $15256716.57   | 0.10%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2026-1               | AMCAR 2026-1 A3                   | CUSIP: 03066CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29930000 | PA      | $29821647.41   | 0.19%             | 2032-11-18      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2026-1               | AMCAR 2026-1 B                    | CUSIP: 03066CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10780000 | PA      | $10727884.09   | 0.07%             | 2032-11-18      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1               | AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     471847 | PA      | $472234.49     | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1               | AMCAR 2025-1 A3                   | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25850000 | PA      | $25777723.40   | 0.16%             | 2030-05-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1               | AMCAR 2025-1 B                    | CUSIP: 03067FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $5965986.00    | 0.04%             | 2030-10-18      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                   | CENCORA INC                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5605000 | PA      | $5519385.98    | 0.04%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13716000 | PA      | $13569336.18   | 0.09%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12196000 | PA      | $12130852.75   | 0.08%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $17713974.33   | 0.11%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   38485000 | PA      | $38158024.13   | 0.24%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                            | AON CORP/AON GLO                  | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7697000 | PA      | $7585854.55    | 0.05%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                 | APOLLO MNGMT HLD                  | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   30101000 | PA      | $30094776.32   | 0.19%             | 2026-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                             | ARES CAPITAL COR                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   18848000 | PA      | $18746928.54   | 0.12%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                             | ARES CAPITAL COR                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   14589000 | PA      | $14770455.65   | 0.09%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                  | ARIFL 2025-A A2                   | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5808935 | PA      | $5816887.33    | 0.04%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2026-A                                  | ARIFL 2026-A A2                   | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7070000 | PA      | $7045085.32    | 0.04%             | 2034-11-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                  | ARIFL 2023-B A2                   | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2225514 | PA      | $2236196.30    | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                  | ARIFL 2024-B A2                   | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2220523 | PA      | $2232132.42    | 0.01%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                     | ARIZONA PUB SERV                  | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4273000 | PA      | $4183681.44    | 0.03%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   90170000 | PA      | $90192800.39   | 0.57%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   22150000 | PA      | $22176438.68   | 0.14%             | 2026-08-27      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   15430000 | PA      | $15467808.75   | 0.10%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   24600000 | PA      | $24412503.72   | 0.16%             | 2028-09-18      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                               | DRVPNK 2025-1A A3                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12630000 | PA      | $12682607.74   | 0.08%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                               | DRVPNK 2026-1A A3                 | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15590000 | PA      | $15534373.32   | 0.10%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                    | AVIATION CAPITAL                  | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   11031000 | PA      | $10847917.50   | 0.07%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2022-4A A                   | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    8650000 | PA      | $8688979.50    | 0.06%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-2A C                   | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    1390000 | PA      | $1394059.91    | 0.01%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                        | AXA EQUITABLE HO                  | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    9470000 | PA      | $9427499.02    | 0.06%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                               | BAE SYSTEMS PLC                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   14828000 | PA      | $14928924.56   | 0.09%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                              | BAT CAPITAL CORP                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28570000 | PA      | $28273359.40   | 0.18%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                 | BAT INTL FINANCE                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   23153000 | PA      | $23159717.84   | 0.15%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24058554.96   | 0.15%             | 2027-03-19      | Floating      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   14770000 | PA      | $14738765.88   | 0.09%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14989902.60   | 0.10%             | 2028-03-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                       | BPCE                              | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   14250000 | PA      | $14323432.82   | 0.09%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                | BMWLT 2024-1 A3                   | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2915301 | PA      | $2917831.56    | 0.02%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                       | BMWLT 2024-2 A4                   | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14800000 | PA      | $14826040.60   | 0.09%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                            | BOBA 2023-2A A1R                  | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |    2900000 | PA      | $2896591.63    | 0.02%             | 2036-10-20      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                            | BANCO SANTANDER                   | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   29800000 | PA      | $29925480.35   | 0.19%             | 2028-07-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9430000 | PA      | $9275533.87    | 0.06%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14996568.60   | 0.10%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7574000 | PA      | $7621713.47    | 0.05%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23750000 | PA      | $24066427.19   | 0.15%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11565000 | PA      | $11656061.31   | 0.07%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $29032665.31   | 0.18%             | 2029-01-24      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                             | BAAT 2023-2A A3                   | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6066608 | PA      | $6106775.61    | 0.04%             | 2028-06-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   36666000 | PA      | $36720910.27   | 0.23%             | 2029-01-27      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   42000000 | PA      | $41815678.80   | 0.27%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   84000000 | PA      | $84037110.36   | 0.53%             | 2028-09-22      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   23783000 | PA      | $23718433.20   | 0.15%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   60500000 | PA      | $60622107.15   | 0.39%             | 2028-07-21      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   24670000 | PA      | $24722354.18   | 0.16%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    8390000 | PA      | $8385145.80    | 0.05%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   75034000 | PA      | $75137595.69   | 0.48%             | 2029-02-14      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   53716000 | PA      | $53734830.68   | 0.34%             | 2028-09-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAX5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   35710000 | PA      | $35606681.69   | 0.23%             | 2030-02-02      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                             | BAAT 2023-1A A3                   | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5003087 | PA      | $5029551.55    | 0.03%             | 2028-02-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                         | BANQ FED CRD MUT                  | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   39600000 | PA      | $39744597.42   | 0.25%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                      | BABSN 2025-7A A1                  | CUSIP: 06765FAC2<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |    3960000 | PA      | $3957731.71    | 0.03%             | 2038-01-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                         | BARK 2021-1A AR                   | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    2480000 | PA      | $2480690.43    | 0.02%             | 2034-04-20      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                         | BARK 2021-1A BR                   | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    3320000 | PA      | $3321687.22    | 0.02%             | 2034-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                      | BAXTER INTL                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6443000 | PA      | $6317194.88    | 0.04%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1            | BVABS 2024-SN1 B                  | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3740000 | PA      | $3754987.68    | 0.02%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                         | BECTON DICKINSON                  | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4966979.80    | 0.03%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                         | BECTON DICKINSON                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    7980000 | PA      | $8009170.89    | 0.05%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                             | BMARK 2019-B15 AAB                | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4139572 | PA      | $4038599.89    | 0.03%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                       | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3580000 | PA      | $3530251.85    | 0.02%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                       | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   14550000 | PA      | $14679949.40   | 0.09%             | 2029-05-09      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                | BMWLT 2025-1 A3                   | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16900000 | PA      | $16959075.64   | 0.11%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                | BMWLT 2025-1 A4                   | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15040000 | PA      | $15097585.15   | 0.10%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16111000 | PA      | $15780554.53   | 0.10%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   19462000 | PA      | $19233899.33   | 0.12%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   34806000 | PA      | $35004779.50   | 0.22%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29422718.40   | 0.19%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO/THE                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3957314.74    | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                        | BAAT 2024-1A A3                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6121601 | PA      | $6163493.31    | 0.04%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                          | BOSTON PROP LP                    | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2291693.95    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                | BP CAP MKTS AMER                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15188045.85   | 0.10%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3          | BLAST 2025-3 A3                   | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15640000 | PA      | $15682847.34   | 0.10%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3          | BLAST 2025-3 C                    | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5760000 | PA      | $5776433.28    | 0.04%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1          | BLAST 2026-1 A3                   | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12910000 | PA      | $12884257.46   | 0.08%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1          | BLAST 2026-1 B                    | CUSIP: 107927AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3640000 | PA      | $3622802.82    | 0.02%             | 2031-11-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1          | BLAST 2026-1 C                    | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7820000 | PA      | $7751427.98    | 0.05%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 A3                   | CUSIP: 10807UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38300000 | PA      | $38307817.03   | 0.24%             | 2029-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 B                    | CUSIP: 10807UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5270000 | PA      | $5259017.32    | 0.03%             | 2031-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 C                    | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3740000 | PA      | $3745529.22    | 0.02%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-2          | BLAST 2026-2 A3                   | CUSIP: 10807VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16200000 | PA      | $16195548.24   | 0.10%             | 2030-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-2          | BLAST 2026-2 B                    | CUSIP: 10807VAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4780000 | PA      | $4775700.39    | 0.03%             | 2032-02-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-2          | BLAST 2026-2 C                    | CUSIP: 10807VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4220000 | PA      | $4213453.94    | 0.03%             | 2032-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                           | BRIT COLUMBIA                     | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   60875000 | PA      | $60482457.91   | 0.38%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                              | BRIXMOR OPERATIN                  | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   20632000 | PA      | $20615734.97   | 0.13%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                              | BRIXMOR OPERATIN                  | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5949000 | PA      | $5711616.64    | 0.04%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                   | BRDCOM CRP / FIN                  | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   21005000 | PA      | $20772312.70   | 0.13%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                      | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3993000 | PA      | $3981740.54    | 0.03%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                        | BROOKFIELD FIN                    | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    8901000 | PA      | $8800130.04    | 0.06%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                             | BROWN & BROWN                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   43818000 | PA      | $43884177.45   | 0.28%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                             | BROWN & BROWN                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   22267000 | PA      | $22329311.75   | 0.14%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                             | CDP FINANCIAL                     | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   14800000 | PA      | $14771029.30   | 0.09%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust                                         | CCG 2023-2 A2                     | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1095089 | PA      | $1104890.43    | 0.01%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                  | CCG 2024-1 A2                     | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8552387 | PA      | $8608533.81    | 0.05%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                  | CCG 2025-1 A2                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4817259 | PA      | $4831839.74    | 0.03%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-2                                  | CCG 2025-2 A2                     | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   37960000 | PA      | $37949048.54   | 0.24%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                      | CIFC 2023-2A AR                   | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3440000 | PA      | $3435735.78    | 0.02%             | 2037-01-21      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                               | CIGNA GROUP/THE                   | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7682000 | PA      | $7679337.50    | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                    | CNH INDUSTRIAL                    | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   17331000 | PA      | $17342822.17   | 0.11%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                    | CNH INDUSTRIAL                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   21724000 | PA      | $21828596.06   | 0.14%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                               | CVS HEALTH CORP                   | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   41620000 | PA      | $41563296.91   | 0.26%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                    | CAISSE AMORT DET                  | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   35437000 | PA      | $35558521.27   | 0.23%             | 2026-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                         | CAMDEN PROP TRST                  | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1887878.46    | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   81400000 | PA      | $81659054.69   | 0.52%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   39651000 | PA      | $39700673.98   | 0.25%             | 2028-09-08      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607QWA6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   48750000 | PA      | $48616409.40   | 0.31%             | 2030-01-29      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                | CANADIAN NATL RE                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   12016000 | PA      | $11951878.06   | 0.08%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1               | COPAR 2024-1 A4                   | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3300000 | PA      | $3322295.13    | 0.02%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                   | CAPST 2025-1 A                    | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16520000 | PA      | $16492816.34   | 0.10%             | 2029-08-16      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                   | CAPST 2026-1 A                    | CUSIP: 14051LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24250000 | PA      | $24250727.50   | 0.15%             | 2030-05-16      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                        | CRVNA 2024-P4 A3                  | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9060826 | PA      | $9092289.27    | 0.06%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                   | CARGILL INC                       | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $27043585.02   | 0.17%             | 2028-02-11      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 A2A                  | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1919992 | PA      | $1921132.30    | 0.01%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                | CARMX 2025-3 A3                   | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17590000 | PA      | $17638842.15   | 0.11%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                | CARMX 2023-2 A3                   | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5695577 | PA      | $5712178.15    | 0.04%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                | CARMX 2023-1 B                    | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2450000 | PA      | $2464992.29    | 0.02%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                             | CELULOSA ARAUCO                   | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    2605000 | PA      | $2569789.99    | 0.02%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                 | CHAOT 2024-1A A3                  | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6180598 | PA      | $6210055.84    | 0.04%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                 | CHAOT 2025-1A A3                  | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18360000 | PA      | $18381187.44   | 0.12%             | 2030-06-25      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                          | CHENIERE CORP CH                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   80585000 | PA      | $80949468.23   | 0.51%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2023-1A A1                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    1694790 | PA      | $1695817.23    | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2023-2A A1                   | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    3548939 | PA      | $3573823.75    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2024-1A A1                   | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    4259340 | PA      | $4306803.87    | 0.03%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                           | CHILE                             | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   12945000 | PA      | $12799757.75   | 0.08%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-2                        | CITZN 2023-2 A3                   | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5435947 | PA      | $5458884.29    | 0.03%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   47353000 | PA      | $46698926.27   | 0.30%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16581000 | PA      | $16613077.11   | 0.11%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                   | CITIBANK NA                       | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24080710.56   | 0.15%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                   | CITIBANK NA                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14574589.31   | 0.09%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   41163000 | PA      | $41356957.59   | 0.26%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37600000 | PA      | $37596708.12   | 0.24%             | 2029-03-04      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                 | CGCMT 2019-GC41 AAB               | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575202 | PA      | $1529721.87    | 0.01%             | 2056-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                        | CITZN 2023-1 A3                   | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2955635 | PA      | $2965295.00    | 0.02%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                        | CITZN 2024-1 A3                   | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10605690 | PA      | $10645576.65   | 0.07%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                        | CITZN 2024-2 A3                   | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13771687 | PA      | $13827177.05   | 0.09%             | 2028-08-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                  | COMCAST CORP                      | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6749000 | PA      | $6649742.73    | 0.04%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA                  | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   22371000 | PA      | $22447349.76   | 0.14%             | 2028-03-14      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands Inc                                            | CONAGRA BRANDS                    | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7847000 | PA      | $7871298.39    | 0.05%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                  | CAS 2023-R07 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2447415 | PA      | $2451931.20    | 0.02%             | 2043-09-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                  | CAS 2025-R05 2A1                  | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7888737 | PA      | $7904529.95    | 0.05%             | 2045-07-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R02                  | CAS 2026-R02 1A1                  | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7551013 | PA      | $7558367.22    | 0.05%             | 2046-02-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                  | CAS 2024-R04 1A1                  | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4438097 | PA      | $4442269.30    | 0.03%             | 2044-05-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                  | CAS 2024-R01 1M1                  | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5027682 | PA      | $5027683.42    | 0.03%             | 2044-01-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                  | CAS 2023-R06 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1145384 | PA      | $1147876.36    | 0.01%             | 2043-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                  | CAS 2024-R02 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     839101 | PA      | $839100.60     | 0.01%             | 2044-02-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                  | CAS 2025-R02 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7676541 | PA      | $7689007.91    | 0.05%             | 2045-02-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R03                  | CAS 2026-R03 2A1                  | CUSIP: 20754UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10450000 | PA      | $10472859.38   | 0.07%             | 2046-04-25      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                  | CAS 2025-R03 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4599107 | PA      | $4624400.99    | 0.03%             | 2045-03-25      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                  | CAS 2024-R05 2A1                  | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2372632 | PA      | $2375590.83    | 0.02%             | 2044-07-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                  | CAS 2025-R06 1A1                  | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6752516 | PA      | $6756511.06    | 0.04%             | 2045-09-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R01                  | CAS 2026-R01 2A1                  | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12319012 | PA      | $12315626.41   | 0.08%             | 2046-01-25      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                 | CAS 2025-R01 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5889605 | PA      | $5893303.64    | 0.04%             | 2045-01-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                  | CAS 2025-R04 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3891849 | PA      | $3896808.39    | 0.02%             | 2045-05-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                             | CONOCOPHIL CO                     | CUSIP: 20826FBV7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10017384.10   | 0.06%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                        | CON EDISON CO                     | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   22240000 | PA      | $22174654.43   | 0.14%             | 2027-11-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                      | CONSTELLATION BR                  | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5004000 | PA      | $5006349.68    | 0.03%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                           | CONSTL ENRGY GEN                  | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   45192000 | PA      | $44856018.27   | 0.29%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                      | COREBRIDGE FIN                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   52604000 | PA      | $52277959.36   | 0.33%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA                  | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   14956000 | PA      | $14960961.05   | 0.10%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA                  | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   22610000 | PA      | $22709938.01   | 0.14%             | 2029-01-09      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18971000 | PA      | $18759934.72   | 0.12%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   72139000 | PA      | $72029456.93   | 0.46%             | 2029-12-23      | Floating      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   23000000 | PA      | $22947243.06   | 0.15%             | 2030-04-10      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Crossroads Asset Trust 2025-A                                 | XROAD 2025-A A2                   | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9010515 | PA      | $9051476.11    | 0.06%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                              | CROWN CASTLE INT                  | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8071000 | PA      | $7981594.22    | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                              | CROWN CASTLE INC                  | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5341000 | PA      | $5380616.33    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                              | CROWN CASTLE INC                  | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   16201000 | PA      | $16280454.24   | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                  | CUBESMART LP                      | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    9592000 | PA      | $9541005.57    | 0.06%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A2                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4807755 | PA      | $4818756.42    | 0.03%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A3                  | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7930000 | PA      | $8006068.53    | 0.05%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                     | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    9084000 | PA      | $9156502.22    | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   15163000 | PA      | $15258569.51   | 0.10%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                               | DTE ELECTRIC CO                   | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7230000 | PA      | $7251566.51    | 0.05%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                              | DLLST 2024-1A A3                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3434036 | PA      | $3443797.19    | 0.02%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                              | DLLAD 2024-1A A2                  | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     702182 | PA      | $703803.47     | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1A A2                  | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9612758 | PA      | $9640627.19    | 0.06%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A2                  | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6710000 | PA      | $6702239.89    | 0.04%             | 2028-07-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A3                  | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3470000 | PA      | $3461122.01    | 0.02%             | 2029-12-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                     | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   14925000 | PA      | $14990202.40   | 0.10%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                     | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    9677000 | PA      | $9749363.35    | 0.06%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                               | DANSKE BANK A/S                   | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   26940000 | PA      | $26972302.14   | 0.17%             | 2029-03-27      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                       | JOHN DEERE CAP                    | CUSIP: 24422EYJ2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $19768866.68   | 0.13%             | 2029-03-09      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2026-1                           | DEFT 2026-1A A3                   | CUSIP: 246921AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7890000 | PA      | $7882014.53    | 0.05%             | 2031-12-22      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2026-1                           | DEFT 2026-1A C                    | CUSIP: 246921AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     610000 | PA      | $608897.00     | 0.00%             | 2031-12-22      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2026-1                           | DEFT 2026-1A D                    | CUSIP: 246921AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1410000 | PA      | $1412168.86    | 0.01%             | 2032-11-22      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                           | DEFT 2023-3 A3                    | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4623108 | PA      | $4628092.17    | 0.03%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                           | DEFT 2024-1 A3                    | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2440406 | PA      | $2452094.23    | 0.02%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                    | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26334000 | PA      | $26490783.95   | 0.17%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 A3                    | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5810000 | PA      | $5837907.75    | 0.04%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 B                     | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $554991.47     | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 A3                    | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9310000 | PA      | $9290928.47    | 0.06%             | 2031-03-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 C                     | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2480000 | PA      | $2472705.33    | 0.02%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 D                     | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3083869.77    | 0.02%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                            | DEFT 2024-2 A3                    | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3120000 | PA      | $3130207.70    | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                       | DIGITAL REALTY                    | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   19129000 | PA      | $18946896.89   | 0.12%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                       | DIGITAL REALTY                    | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   41298000 | PA      | $41233361.20   | 0.26%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                       | DIGITAL REALTY                    | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   36570000 | PA      | $37200694.63   | 0.24%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                            | WALT DISNEY CO                    | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     847000 | PA      | $844816.16     | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                      | WALT DISNEY CO                    | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $3864057.06    | 0.02%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                           | DOLLAR GENERAL                    | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   15999000 | PA      | $15898378.77   | 0.10%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                           | DRIVE 2024-2 A3                   | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8939381 | PA      | $8943612.93    | 0.06%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                           | DRIVE 2024-2 B                    | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12860000 | PA      | $12884764.50   | 0.08%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                           | DRIVE 2024-1 B                    | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6207318 | PA      | $6225947.20    | 0.04%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 A3                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   58140000 | PA      | $58316007.22   | 0.37%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 B                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21100000 | PA      | $21215284.07   | 0.13%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 A3                   | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17740000 | PA      | $17739455.38   | 0.11%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 B                    | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4800000 | PA      | $4781397.12    | 0.03%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 C                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17080000 | PA      | $16991344.55   | 0.11%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                            | DRSLF 2022-113A AR3               | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |    1150000 | PA      | $1149814.05    | 0.01%             | 2037-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                              | DUKE ENERGY COR                   | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4916000 | PA      | $4908427.10    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                              | ERP OPERATING LP                  | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3346000 | PA      | $3324705.29    | 0.02%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                      | EQT CORP                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3843540.33    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                      | EQT CORP                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3366000 | PA      | $3360962.65    | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                    | EATON CORP                        | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    6910000 | PA      | $6839520.63    | 0.04%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                      | EBAY INC                          | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    9770000 | PA      | $9760747.32    | 0.06%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                    | ECOLAB INC                        | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   10770000 | PA      | $10696768.52   | 0.07%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANS                      | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2508000 | PA      | $2529201.08    | 0.02%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $2529490.50    | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9311000 | PA      | $9213817.93    | 0.06%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6998000 | PA      | $7058421.71    | 0.04%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   11078000 | PA      | $11007880.03   | 0.07%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7238000 | PA      | $7303697.66    | 0.05%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                  | ENTERGY CORP                      | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $4001436.09    | 0.03%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                       | ENTERGY MISSISSI                  | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2603972.27    | 0.02%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                            | EFF 2023-3 A2                     | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4245517 | PA      | $4282549.90    | 0.03%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                         | EFF 2024-4 A2                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3744945 | PA      | $3752636.38    | 0.02%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                         | EFF 2023-2 A2                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1419874 | PA      | $1424737.23    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                         | EFF 2024-1 A2                     | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2642672 | PA      | $2656631.68    | 0.02%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                         | EFF 2024-3 A2                     | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1216872 | PA      | $1219223.62    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71618367                            | EFF 2024-2 A2                     | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     636144 | PA      | $636734.81     | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-2 A2                     | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15957909 | PA      | $15999737.47   | 0.10%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A2                     | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13461079 | PA      | $13497529.82   | 0.09%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A3                     | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13720000 | PA      | $13757661.40   | 0.09%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-1 A2                     | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4288522 | PA      | $4300391.97    | 0.03%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Equifax Inc                                                   | EQUIFAX INC                       | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4886187.55    | 0.03%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                   | EQUIFAX INC                       | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    8190000 | PA      | $8278633.08    | 0.05%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                              | EQUITABLE AMERIC                  | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   12278000 | PA      | $12169984.91   | 0.08%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                              | EQUITABLE AMERIC                  | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   25278000 | PA      | $25267058.67   | 0.16%             | 2027-09-15      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                       | EQUITABLE FINANC                  | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1143759.12    | 0.01%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                       | EQUITABLE FINANC                  | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   11257000 | PA      | $10689013.32   | 0.07%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                            | ESSEX PORTFOLIO                   | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   13320000 | PA      | $12660535.99   | 0.08%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                   | EVGRN 2025-CRT5 B                 | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    3540000 | PA      | $3568458.77    | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                   | EVGRN 2025-CRT5 C                 | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    3110000 | PA      | $3124936.71    | 0.02%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Evergy Inc                                                    | EVERGY INC                        | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3422486.77    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                      | EVERGY MISSOURI                   | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   11051000 | PA      | $11136749.46   | 0.07%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                    | EART 2025-5A A3                   | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12830000 | PA      | $12830538.86   | 0.08%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                    | EART 2025-5A B                    | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6660000 | PA      | $6634793.23    | 0.04%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                    | EART 2025-5A C                    | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4830000 | PA      | $4818957.17    | 0.03%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-2                    | EART 2026-2A B                    | CUSIP: 30166WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3440000 | PA      | $3445905.79    | 0.02%             | 2031-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                    | EART 2025-4A A3                   | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8120000 | PA      | $8135015.50    | 0.05%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A A3                   | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15780000 | PA      | $15733231.24   | 0.10%             | 2030-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A B                    | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3430000 | PA      | $3405415.48    | 0.02%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A C                    | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8660000 | PA      | $8555975.21    | 0.05%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2             | ESART 2025-2 A3                   | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7280000 | PA      | $7281310.40    | 0.05%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-3             | ESART 2025-3 A3                   | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11840000 | PA      | $11819480.10   | 0.08%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR                  | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3876000 | PA      | $3956050.41    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR                  | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   23369000 | PA      | $23334990.63   | 0.15%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR                  | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   17991000 | PA      | $17828739.89   | 0.11%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2026-1                            | FCCU 2026-1A A3                   | CUSIP: 30343XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1880000 | PA      | $1861689.74    | 0.01%             | 2031-04-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                            | FCCU 2025-1A A3                   | CUSIP: 31424YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10900000 | PA      | $10961722.34   | 0.07%             | 2030-06-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                  | FEDEX FREIGHT HO                  | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6469569.86    | 0.04%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                    | FIDELITY NATL IN                  | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   11820000 | PA      | $11786778.83   | 0.07%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                           | FIFTH THIRD BANK                  | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $17247024.80   | 0.11%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                           | FIFTH THIRD BANK                  | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   30040000 | PA      | $30029124.92   | 0.19%             | 2028-01-28      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                 | FITAT 2023-1 A3                   | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16145723 | PA      | $16249000.32   | 0.10%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2026-1                       | FIAOT 2026-1A A3                  | CUSIP: 32059JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19660000 | PA      | $19648917.66   | 0.12%             | 2031-05-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                       | FIAOT 2025-1A A3                  | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18600000 | PA      | $18593478.84   | 0.12%             | 2030-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                       | FIAOT 2025-1A B                   | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4210000 | PA      | $4191888.58    | 0.03%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                          | FIRSTENERGY PENN                  | CUSIP: 33767QAC0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   17180000 | PA      | $17108753.68   | 0.11%             | 2028-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                    | FISERV INC                        | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4612155.66    | 0.03%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                           | FORDO 2023-A A3                   | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2083273 | PA      | $2086962.81    | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                           | FORDO 2023-B A3                   | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4925064 | PA      | $4948709.12    | 0.03%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                           | FORDL 2026-A A4                   | CUSIP: 345276AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11070000 | PA      | $11005606.92   | 0.07%             | 2030-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                           | FORDL 2026-A B                    | CUSIP: 345276AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4080000 | PA      | $4053867.19    | 0.03%             | 2030-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                           | FORDL 2024-B B                    | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6470000 | PA      | $6516163.45    | 0.04%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A A3                   | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15020000 | PA      | $15082725.02   | 0.10%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A A4                   | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6820000 | PA      | $6862607.95    | 0.04%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A B                    | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2890000 | PA      | $2911022.73    | 0.02%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                        | FORDR 2022-1 A                    | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22720000 | PA      | $22669154.91   | 0.14%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                        | FORDR 2022-1 C                    | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17157000 | PA      | $17154688.95   | 0.11%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2023-1 A1                   | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   45918000 | PA      | $45935127.41   | 0.29%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2024-1 A1                   | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   22925000 | PA      | $23180829.25   | 0.15%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                           | FORDL 2024-A A4                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1230557 | PA      | $1231381.95    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                           | FORDL 2024-A B                    | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8430000 | PA      | $8444009.82    | 0.05%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                           | FORDL 2025-B A4                   | CUSIP: 34533MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15950000 | PA      | $15965406.11   | 0.10%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                           | FORDL 2025-B B                    | CUSIP: 34533MAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $3261922.30    | 0.02%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                           | FORDO 2024-D A4                   | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5800000 | PA      | $5848083.74    | 0.04%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                      | FORD MOTOR CRED                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $2661525.62    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                       | STACR 2023-HQA3 A1                | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    2572262 | PA      | $2587482.91    | 0.02%             | 2043-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                       | STACR 2024-DNA1 A1                | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    7292068 | PA      | $7324007.08    | 0.05%             | 2044-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                       | STACR 2024-DNA1 M1                | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    5207460 | PA      | $5210720.47    | 0.03%             | 2044-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                       | STACR 2024-HQA1 A1                | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    4217556 | PA      | $4232064.69    | 0.03%             | 2044-03-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                       | STACR 2024-HQA1 M1                | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    1491923 | PA      | $1492614.94    | 0.01%             | 2044-03-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                       | STACR 2024-DNA2 M1                | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |    7884043 | PA      | $7886466.30    | 0.05%             | 2044-05-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                       | STACR 2024-HQA2 M1                | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    2674175 | PA      | $2676137.97    | 0.02%             | 2044-08-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                       | STACR 2024-DNA3 A1                | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    2732300 | PA      | $2737436.72    | 0.02%             | 2044-10-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                       | STACR 2025-DNA1 A1                | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    1891400 | PA      | $1892588.37    | 0.01%             | 2045-01-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                           | STACR 2025-HQA1 A1                | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4299075 | PA      | $4304021.09    | 0.03%             | 2045-02-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                       | STACR 2025-DNA2 A1                | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    5816250 | PA      | $5835059.17    | 0.04%             | 2045-05-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                       | STACR 2025-DNA3 A1                | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   10103750 | PA      | $10113565.79   | 0.06%             | 2045-09-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                       | STACR 2025-DNA4 A1                | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |    8509500 | PA      | $8512408.55    | 0.05%             | 2045-10-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Structured Agency Credit Risk 2026-DNA1                       | STACR 2026-DNA1 A1                | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17649000 | PA      | $17644118.29   | 0.11%             | 2046-02-25      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                       | GA GLOBAL FNDING                  | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   19704000 | PA      | $19601537.23   | 0.12%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                     | GATX CORP                         | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   19045000 | PA      | $18955352.33   | 0.12%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                     | GATX CORP                         | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2101400.29    | 0.01%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                     | GATX CORP                         | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1221120.42    | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2023-1 B                    | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4007493.60    | 0.03%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-3A B                   | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6204000 | PA      | $6225702.83    | 0.04%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A A1                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   52310000 | PA      | $52706133.17   | 0.34%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A B                   | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4550000 | PA      | $4581925.99    | 0.03%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A A1                  | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   35050000 | PA      | $35195562.65   | 0.22%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A B                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3110000 | PA      | $3122733.27    | 0.02%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A C                   | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3160000 | PA      | $3171377.90    | 0.02%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1               | GMREV 2021-1 A                    | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51130000 | PA      | $50605314.17   | 0.32%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1               | GMREV 2021-1 C                    | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7080000 | PA      | $7010899.91    | 0.04%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3     | GMCAR 2023-3 A3                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1776463 | PA      | $1785877.10    | 0.01%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                | GE HEALTHCARE                     | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17306256.53   | 0.11%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1     | GMCAR 2024-1 A3                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5256361 | PA      | $5277227.33    | 0.03%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                  | GMALT 2024-1 B                    | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14370000 | PA      | $14401032.02   | 0.09%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                            | GMALT 2024-2 A4                   | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9730000 | PA      | $9774653.89    | 0.06%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                            | GMALT 2024-2 B                    | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9560000 | PA      | $9625797.66    | 0.06%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31560000 | PA      | $31701130.01   | 0.20%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 A4                   | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4340000 | PA      | $4366030.89    | 0.03%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 B                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7200000 | PA      | $7245467.28    | 0.05%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-3                      | GSAR 2025-3A A2                   | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12907144 | PA      | $12913059.70   | 0.08%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2025-4               | GSAR 2025-4A A2                   | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21122999 | PA      | $21079067.21   | 0.13%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                      | GCAR 2025-4A A3                   | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14560000 | PA      | $14559411.78   | 0.09%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                      | GCAR 2025-4A B                    | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12560000 | PA      | $12564495.22   | 0.08%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2026-1                  | GMALT 2026-1 B                    | CUSIP: 36273VAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2090000 | PA      | $2076475.82    | 0.01%             | 2030-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2026-1                      | GCAR 2026-1A A3                   | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12450000 | PA      | $12400392.98   | 0.08%             | 2029-11-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2026-1                      | GCAR 2026-1A B                    | CUSIP: 36274AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10920000 | PA      | $10844845.28   | 0.07%             | 2030-08-17      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                  | GMALT 2025-2 A3                   | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26220000 | PA      | $26334772.81   | 0.17%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                  | GMALT 2025-2 A4                   | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5720000 | PA      | $5752799.05    | 0.04%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                  | GMALT 2025-2 B                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9120000 | PA      | $9185952.19    | 0.06%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                  | GMALT 2025-2 C                    | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5610000 | PA      | $5647387.85    | 0.04%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                             | GENERAL MOTORS C                  | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4771000 | PA      | $4902732.61    | 0.03%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16391000 | PA      | $16341295.11   | 0.10%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11441982.83   | 0.07%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11954000 | PA      | $12078276.53   | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   47140000 | PA      | $47253800.67   | 0.30%             | 2028-04-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1851499.89    | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   32343000 | PA      | $32270709.84   | 0.21%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25063000 | PA      | $24866788.54   | 0.16%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25013299.25   | 0.16%             | 2026-10-01      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                           | GLOBAL PAY INC                    | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4929637.55    | 0.03%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2026-1               | GSAR 2026-1A A2                   | CUSIP: 37989DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12800000 | PA      | $12755246.08   | 0.08%             | 2032-02-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                      | GCAR 2025-3A A3                   | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6360000 | PA      | $6374440.38    | 0.04%             | 2029-03-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                      | GCAR 2025-3A B                    | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7620000 | PA      | $7639876.77    | 0.05%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2026-2               | GSAR 2026-2A A2                   | CUSIP: 379958AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15141000 | PA      | $15151582.04   | 0.10%             | 2032-06-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 A4                   | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11110000 | PA      | $11102228.56   | 0.07%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 B                    | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3180000 | PA      | $3182396.13    | 0.02%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 C                    | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4110000 | PA      | $4105827.94    | 0.03%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                  | GMALT 2024-3 A4                   | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5820000 | PA      | $5826268.14    | 0.04%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                  | GMALT 2024-3 B                    | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7860000 | PA      | $7880701.67    | 0.05%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                      | GCCT 2021-1A A                    | CUSIP: 380881FB3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-CBDO         | CORP              | US        |   47940000 | PA      | $47543200.62   | 0.30%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 9 Ltd                       | GLM 2021-9A AR2                   | CUSIP: 38138JBC6<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-MBS          | CORP              | KY        |    7850000 | PA      | $7843491.41    | 0.05%             | 2037-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25054765.50   | 0.16%             | 2029-10-21      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8445976.89    | 0.05%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   51027000 | PA      | $50501272.39   | 0.32%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   71430000 | PA      | $70909278.16   | 0.45%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                            | GOLDMAN SACHS BK                  | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25016927.50   | 0.16%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-2    | GALC 2024-2 A2                    | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3151662 | PA      | $3159156.63    | 0.02%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-1 A2                    | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5866527 | PA      | $5879055.68    | 0.04%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-2 A2                    | CUSIP: 39154TCP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18600000 | PA      | $18627959.52   | 0.12%             | 2028-05-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A A3                  | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     225772 | PA      | $225908.04     | 0.00%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A B                   | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3955000 | PA      | $3959336.26    | 0.03%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A C                   | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5560000 | PA      | $5576426.46    | 0.04%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10006792.50   | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   23907000 | PA      | $23907422.91   | 0.15%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13062000 | PA      | $13240132.37   | 0.08%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13239038.47   | 0.08%             | 2028-03-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37243000 | PA      | $37094156.49   | 0.24%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8985000 | PA      | $8680652.44    | 0.06%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7875000 | PA      | $7891272.19    | 0.05%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7282028.04    | 0.05%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   65365000 | PA      | $66099875.82   | 0.42%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21600000 | PA      | $21684074.98   | 0.14%             | 2028-11-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $13105173.12   | 0.08%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25560000 | PA      | $25634464.71   | 0.16%             | 2029-03-03      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                        | HP INC                            | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7322487.04    | 0.05%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                        | HP INC                            | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9193000 | PA      | $9232992.03    | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                    | HPS CORPORATE LE                  | CUSIP: 40440VAX3<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   36381000 | PA      | $36246013.39   | 0.23%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A A3                  | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3631371 | PA      | $3643846.19    | 0.02%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A B                   | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3371299.97    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A C                   | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2460000 | PA      | $2481632.26    | 0.02%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A A3                  | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19580000 | PA      | $19643942.41   | 0.12%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A B                   | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1780000 | PA      | $1778406.90    | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A C                   | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4570000 | PA      | $4581378.84    | 0.03%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                | HDMOT 2025-A A3                   | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23250000 | PA      | $23375768.55   | 0.15%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                       | HDMOT 2024-A A3                   | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13686313 | PA      | $13811243.26   | 0.09%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                             | HEALTHPEAK OP                     | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7857000 | PA      | $7687628.77    | 0.05%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   58002000 | PA      | $58069550.29   | 0.37%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6264000 | PA      | $6258580.64    | 0.04%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12015600.72   | 0.08%             | 2028-09-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6276000 | PA      | $6250673.08    | 0.04%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7107000 | PA      | $7111186.95    | 0.05%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                  | HIGHMARK INC                      | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7289855.41    | 0.05%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                     | HAROT 2024-1 A3                   | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10519983 | PA      | $10582291.42   | 0.07%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                     | HAROT 2023-2 A3                   | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3053629 | PA      | $3062355.21    | 0.02%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                            | HAROT 2024-2 A3                   | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17920777 | PA      | $18061510.69   | 0.11%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                     | HAROT 2023-4 A3                   | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4545729 | PA      | $4584283.33    | 0.03%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                     | HAROT 2023-1 A3                   | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     668350 | PA      | $668974.30     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                     | HAROT 2023-3 A3                   | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5709652 | PA      | $5737702.59    | 0.04%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                     | HAROT 2024-4 A3                   | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5614840 | PA      | $5626753.69    | 0.04%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                       | HONEYWELL AEROSP                  | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21835284.68   | 0.14%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                       | HONEYWELL AEROSP                  | CUSIP: 43849RAD7<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   26400000 | PA      | $26303343.79   | 0.17%             | 2029-03-16      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A A3                  | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19500000 | PA      | $19446640.20   | 0.12%             | 2032-11-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A B                   | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1970000 | PA      | $1953771.93    | 0.01%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A C                   | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2450000 | PA      | $2424765.98    | 0.02%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Huntington Auto Trust 2024-1                                  | HUNT 2024-1A A3                   | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10464206 | PA      | $10535610.85   | 0.07%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                             | HUNT INGALLS IND                  | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   26139000 | PA      | $25726963.10   | 0.16%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                             | HUNT INGALLS IND                  | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   15507000 | PA      | $14708698.86   | 0.09%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                  | HACLN 2025-1 B                    | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11305903 | PA      | $11339499.89   | 0.07%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   45848000 | PA      | $46003529.71   | 0.29%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                   | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $74924041.50   | 0.48%             | 2028-04-12      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1        | HACLN 2024-1 B1                   | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3308226 | PA      | $3352162.53    | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2        | HACLN 2024-2 B1                   | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4573635 | PA      | $4606141.33    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2        | HACLN 2025-2 B1                   | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18429674 | PA      | $18441504.50   | 0.12%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2026-1        | HACLN 2026-1 B1                   | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14067628 | PA      | $13987775.87   | 0.09%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                             | HYATT HOTELS                      | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    6719000 | PA      | $6782396.79    | 0.04%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2026-A                | HALST 2026-A A4                   | CUSIP: 448970AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7444239.00    | 0.05%             | 2029-12-17      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2026-A                | HALST 2026-A B                    | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5720000 | PA      | $5669431.20    | 0.04%             | 2030-05-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2026-B B                    | CUSIP: 448972AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10400000 | PA      | $10379983.12   | 0.07%             | 2030-08-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                         | HART 2024-A A3                    | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9589361 | PA      | $9647208.62    | 0.06%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                | HALST 2024-C B                    | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16550000 | PA      | $16676480.07   | 0.11%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                | HALST 2024-A A3                   | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     906579 | PA      | $907013.96     | 0.01%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                             | IBM INT CAPITAL                   | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    2316000 | PA      | $2321248.33    | 0.01%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                         | HART 2023-B A3                    | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3001977 | PA      | $3016177.54    | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                | HALST 2024-B A3                   | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6456674 | PA      | $6471731.23    | 0.04%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                | HALST 2024-B A4                   | CUSIP: 44934FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2712984.84    | 0.02%             | 2028-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                | HALST 2024-B B                    | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10325000 | PA      | $10388388.27   | 0.07%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B A4                   | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6760000 | PA      | $6793096.96    | 0.04%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B B                    | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7850000 | PA      | $7900773.02    | 0.05%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38580000 | PA      | $38679879.76   | 0.25%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C A4                   | CUSIP: 44935GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25500000 | PA      | $25549225.20   | 0.16%             | 2029-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C B                    | CUSIP: 44935GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7100000 | PA      | $7119986.50    | 0.05%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A A3                   | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12220000 | PA      | $12283750.52   | 0.08%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A A4                   | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6030000 | PA      | $6074724.51    | 0.04%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A B                    | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3800000 | PA      | $3835868.20    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                  | ING GROEP NV                      | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   25518000 | PA      | $25475590.10   | 0.16%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                  | ING GROEP NV                      | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   25360000 | PA      | $25255799.82   | 0.16%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                            | INGERSOLL RAND                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   28270000 | PA      | $28502293.74   | 0.18%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   25659000 | PA      | $25640918.87   | 0.16%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1888496.17    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10777000 | PA      | $10735657.16   | 0.07%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21816065.48   | 0.14%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20912000 | PA      | $21050046.18   | 0.13%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                 | INTERCONTINENT                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6486571.24    | 0.04%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                          | IBM CORP                          | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10939000 | PA      | $10787884.50   | 0.07%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                          | IBM CORP                          | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   25191000 | PA      | $25343824.73   | 0.16%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25821000 | PA      | $25771911.96   | 0.16%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   51071000 | PA      | $50275477.76   | 0.32%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    9022000 | PA      | $9061971.61    | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 B                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24795281 | PA      | $24862780.98   | 0.16%             | 2033-02-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 C                    | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2203217 | PA      | $2208634.08    | 0.01%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 D                    | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     828933 | PA      | $829089.64     | 0.01%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14832531.90   | 0.09%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7483916.76    | 0.05%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   56000000 | PA      | $56170238.88   | 0.36%             | 2028-07-22      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28564000 | PA      | $28643515.89   | 0.18%             | 2028-10-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29520000 | PA      | $29544973.62   | 0.19%             | 2029-01-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                 | JEFFERIES GROUP                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3249000 | PA      | $3319523.87    | 0.02%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                 | JEFFERIES GROUP                   | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   50600000 | PA      | $50490098.82   | 0.32%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                               | JERSEY CENT P&L                   | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   11990000 | PA      | $11887284.91   | 0.08%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                   | JDOT 2023-A A3                    | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2896983 | PA      | $2903722.80    | 0.02%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                     | KELLOGG CO                        | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   14814000 | PA      | $14824440.31   | 0.09%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                          | KITE REALTY GRP                   | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $5022438.96    | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                          | KRAFT HEINZ FOOD                  | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   13816000 | PA      | $13751093.40   | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                              | KCOT 2025-2A A2                   | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9928701 | PA      | $9951673.57    | 0.06%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                          | KYNDRYL HOLDINGS                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     884000 | PA      | $872673.92     | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LSEG Finance PLC                                              | LSEG FINANCE                      | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   25810000 | PA      | $24631680.58   | 0.16%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                             | LADAR 2024-3A A3                  | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7723669 | PA      | $7739533.01    | 0.05%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                    | LADAR 2025-1A A3                  | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17370000 | PA      | $17424814.51   | 0.11%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A A3                  | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32780000 | PA      | $32775463.25   | 0.21%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A A4                  | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5930000 | PA      | $5921071.20    | 0.04%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                             | LADAR 2024-2A A3                  | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3069469 | PA      | $3079327.27    | 0.02%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp                                                   | LENNAR CORP                       | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1168886.35    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                       | LITPK 2025-1A A                   | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3980000 | PA      | $3976092.44    | 0.03%             | 2037-10-24      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7280000 | PA      | $7188023.10    | 0.05%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6582000 | PA      | $6575050.53    | 0.04%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   68743000 | PA      | $68965101.76   | 0.44%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   26794000 | PA      | $26969324.93   | 0.17%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   37800000 | PA      | $37437529.75   | 0.24%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 53944YBH5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   40000000 | PA      | $39832595.20   | 0.25%             | 2030-02-10      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                | MTBAT 2025-1A A3                  | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10150000 | PA      | $10215976.02   | 0.06%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                             | MMAF 2024-A A2                    | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2738286 | PA      | $2742326.99    | 0.02%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                           | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6642496.52    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                           | MTLRF 2025-1A A2                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7874937 | PA      | $7899858.22    | 0.05%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd                                            | MAGNE 2021-31A A1R                | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-MBS          | CORP              | KY        |    6470000 | PA      | $6466156.82    | 0.04%             | 2034-07-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd                                            | MAGNE 2021-31A BR                 | CUSIP: 55952FAN8<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-MBS          | CORP              | KY        |   10480000 | PA      | $10477057.22   | 0.07%             | 2034-07-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                              | MANUF & TRADERS                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   44619000 | PA      | $44732989.05   | 0.28%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                      | MARS INC                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   42040000 | PA      | $42294344.94   | 0.27%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                      | MARSH & MCLENNAN                  | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18520000 | PA      | $18535379.38   | 0.12%             | 2027-11-08      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3664000 | PA      | $3657586.64    | 0.02%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5101016.37    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   17980000 | PA      | $17948483.40   | 0.11%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                         | MCCORMICK                         | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   11465000 | PA      | $11362726.93   | 0.07%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                | MBALT 2025-A A3                   | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590000 | PA      | $11663492.19   | 0.07%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN                  | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   37010000 | PA      | $37112838.95   | 0.24%             | 2026-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN                  | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   27955000 | PA      | $28121692.87   | 0.18%             | 2028-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN                  | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   35820000 | PA      | $35655371.64   | 0.23%             | 2028-03-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                         | MBALT 2024-A A3                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12721168 | PA      | $12789283.34   | 0.08%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                      | MET TOWER                         | CUSIP: 58989V2K9<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    9720000 | PA      | $9789170.92    | 0.06%             | 2028-01-14      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                            | MET LIFE GLOB                     | CUSIP: 592179KU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13182934.12   | 0.08%             | 2028-04-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mid-America Apartments LP                                     | MID-AMER APT LP                   | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   11119000 | PA      | $11045477.95   | 0.07%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                               | MITSUBISHI CORP                   | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   25361000 | PA      | $25423323.64   | 0.16%             | 2028-09-09      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   40000000 | PA      | $39884796.40   | 0.25%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                    | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7665000 | PA      | $7714410.58    | 0.05%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   38130000 | PA      | $38237456.82   | 0.24%             | 2029-01-12      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    4694000 | PA      | $4737873.60    | 0.03%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   14060000 | PA      | $14216139.53   | 0.09%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12131142.36   | 0.08%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                    | CUSIP: 61748UAQ5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34814227.35   | 0.22%             | 2030-01-09      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                    | CUSIP: 61776NU35<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39730730.40   | 0.25%             | 2030-02-08      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   44450000 | PA      | $44434927.89   | 0.28%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                    | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5978272.20    | 0.04%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                       | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   19776000 | PA      | $18752586.26   | 0.12%             | 2028-04-03      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   82228000 | PA      | $82409231.33   | 0.52%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                       | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   47431000 | PA      | $47591871.25   | 0.30%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   55450000 | PA      | $55711138.45   | 0.35%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   42500000 | PA      | $42290181.33   | 0.27%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                          | NATIONAL FUEL GA                  | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1061388.46    | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                           | NATWEST MARKETS                   | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   17750000 | PA      | $17761443.96   | 0.11%             | 2028-11-06      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II 2025-1   | NAVMT 2025-1 A                    | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   46910000 | PA      | $46859055.74   | 0.30%             | 2030-09-25      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                              | NSLT 2026-A A1B                   | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17192126 | PA      | $17159103.55   | 0.11%             | 2061-02-21      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                              | NSLT 2026-A B                     | CUSIP: 64032UAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29560000 | PA      | $29320496.01   | 0.19%             | 2061-02-21      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                  | NEW YORK LIFE GL                  | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    3976000 | PA      | $3983640.84    | 0.03%             | 2028-04-25      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4931000 | PA      | $4896479.65    | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11581000 | PA      | $11626541.70   | 0.07%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14710000 | PA      | $14778297.94   | 0.09%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                  | NISOURCE INC                      | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2043265.26    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables                         | NMOTR 2024-B A                    | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13630000 | PA      | $13722694.90   | 0.09%             | 2029-02-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                    | NAROT 2024-B A3                   | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23420000 | PA      | $23464088.15   | 0.15%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A A3                    | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29930000 | PA      | $30135301.84   | 0.19%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A A4                    | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8360000 | PA      | $8420166.08    | 0.05%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A B                     | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3160000 | PA      | $3182489.09    | 0.02%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A C                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6335000 | PA      | $6369751.28    | 0.04%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                    | NAROT 2023-B A3                   | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5768917 | PA      | $5801209.01    | 0.04%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                | NALT 2024-A A4                    | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3094681.35    | 0.02%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2026-A                                | NALT 2026-A A4                    | CUSIP: 65481HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11130000 | PA      | $11035268.12   | 0.07%             | 2030-02-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2026-A                                | NALT 2026-A B                     | CUSIP: 65481HAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11630000 | PA      | $11503614.46   | 0.07%             | 2030-02-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2026-A                                | NALT 2026-A C                     | CUSIP: 65481HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16200000 | PA      | $16018240.86   | 0.10%             | 2030-06-17      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B A3                    | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33070000 | PA      | $33159027.75   | 0.21%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B A4                    | CUSIP: 65481RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19290000 | PA      | $19292608.01   | 0.12%             | 2029-07-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B B                     | CUSIP: 65481RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5470000 | PA      | $5457787.68    | 0.03%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B C                     | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2870000 | PA      | $2868955.03    | 0.02%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2210000 | PA      | $2198186.33    | 0.01%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7110000 | PA      | $6751557.03    | 0.04%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   23443000 | PA      | $23103249.51   | 0.15%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4700000 | PA      | $4742878.15    | 0.03%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5440000 | PA      | $5601763.95    | 0.04%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    8986000 | PA      | $9086164.07    | 0.06%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                         | NORTHROP GRUMMAN                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15296247.43   | 0.10%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                       | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   10636000 | PA      | $10615104.73   | 0.07%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                       | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   23580000 | PA      | $23642163.48   | 0.15%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                     | OCPA 2024-39A AR                  | CUSIP: 67570HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    3140000 | PA      | $3134454.13    | 0.02%             | 2038-04-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | OCT57 2021-1A AR                  | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4000000 | PA      | $4000994.40    | 0.03%             | 2034-10-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | OCT57 2021-1A B1R                 | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5320000 | PA      | $5316324.41    | 0.03%             | 2034-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                | OMEGA HEALTHCARE                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    5816000 | PA      | $5818686.58    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                     | ONEOK INC                         | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9190000 | PA      | $9191566.90    | 0.06%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14185529.37   | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   27772000 | PA      | $27350322.17   | 0.17%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   22331000 | PA      | $21323557.70   | 0.14%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6779000 | PA      | $6746749.38    | 0.04%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18760000 | PA      | $18445752.93   | 0.12%             | 2028-08-03      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2827965.67    | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   16562000 | PA      | $16429382.77   | 0.10%             | 2029-02-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                 | OWENS CORNING                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    6655000 | PA      | $6733993.52    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2023-C A                    | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8384000 | PA      | $8438104.47    | 0.05%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-B A                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5114000 | PA      | $5146638.57    | 0.03%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-D A                    | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17743000 | PA      | $17940460.07   | 0.11%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-F A                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2380000 | PA      | $2396812.08    | 0.02%             | 2029-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-E A                    | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36420000 | PA      | $36459147.86   | 0.23%             | 2029-07-15      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                     | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1010248.38    | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                     | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   50060000 | PA      | $49789321.07   | 0.32%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                       | PPL CAPITAL FDG                   | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   20555000 | PA      | $20542600.61   | 0.13%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                   | PNC BANK NA                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   31380000 | PA      | $31388284.01   | 0.20%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                           | PAYPAL HOLDING                    | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21008650.32   | 0.13%             | 2028-03-06      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A2                   | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12686156 | PA      | $12686992.08   | 0.08%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A3                   | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6650000 | PA      | $6627934.64    | 0.04%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2260982.61    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10365000 | PA      | $10331916.47   | 0.07%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5519000 | PA      | $5616529.45    | 0.04%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3384000 | PA      | $3439118.76    | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3332431.82    | 0.02%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5010000 | PA      | $5034207.37    | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2685708.01    | 0.02%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $7152995.81    | 0.05%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7838000 | PA      | $7856219.67    | 0.05%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14095000 | PA      | $14063346.44   | 0.09%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14520000 | PA      | $14578358.35   | 0.09%             | 2028-04-28      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1397590.86    | 0.01%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                   | PHILLIPS 66                       | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6596413.98    | 0.04%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                    | PHYSICIANS REALT                  | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4096000 | PA      | $4093130.06    | 0.03%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                    | DOC DR LLC                        | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11209000 | PA      | $11099428.89   | 0.07%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                    | PINNACLE WST CAP                  | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   19316000 | PA      | $19479611.93   | 0.12%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2            | PFAST 2023-2A A3                  | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2616891 | PA      | $2633130.70    | 0.02%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1            | PFAST 2024-1A A4                  | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5655665.66    | 0.04%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-2                   | PILOT 2024-2A A4                  | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11470000 | PA      | $11477767.48   | 0.07%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-1            | PFAST 2023-1A A3                  | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1999404 | PA      | $2003225.96    | 0.01%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                | PILOT 2025-1A A3                  | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590000 | PA      | $11656868.51   | 0.07%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                              | PRINCIPAL LFE II                  | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    1664000 | PA      | $1693927.32    | 0.01%             | 2028-06-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                              | PRINCIPAL LFE II                  | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4336377.03    | 0.03%             | 2028-01-09      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                       | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3736424.74    | 0.02%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                 | PUBLIC SERV COLO                  | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4396256.69    | 0.03%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A A                   | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10700849 | PA      | $10713815.13   | 0.07%             | 2034-11-27      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A B                   | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1690000 | PA      | $1685958.03    | 0.01%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                           | RCKTL 2025-1A A                   | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3539767 | PA      | $3546970.64    | 0.02%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                           | RCKTL 2025-1A B                   | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     990000 | PA      | $991982.28     | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                      | COOPERATIEVE RAB                  | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9665000 | PA      | $9681742.78    | 0.06%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| RKTL 2026-1                                                   | RKTL 2026-1A A                    | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21992825 | PA      | $21977179.59   | 0.14%             | 2035-02-26      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| RKTL 2026-1                                                   | RKTL 2026-1A B                    | CUSIP: 74990JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3010000 | PA      | $2987809.98    | 0.02%             | 2035-02-26      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                      | RTX CORP                          | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   16633000 | PA      | $16545630.51   | 0.11%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                | CITIZENS BANK NA                  | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   44540000 | PA      | $44222421.78   | 0.28%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                            | REALTY INCOME                     | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7609000 | PA      | $7607553.76    | 0.05%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                            | REALTY INCOME                     | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4614000 | PA      | $4646114.69    | 0.03%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                            | REALTY INCOME                     | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3750418.39    | 0.02%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                            | REALTY INCOME                     | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   19721000 | PA      | $18921779.06   | 0.12%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                                  | ROAK 2025-1A A                    | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4750000 | PA      | $4762792.23    | 0.03%             | 2030-12-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                     | RENAISSANCERE FI                  | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4553706.20    | 0.03%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                     | RIO TINTO FIN PL                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   26030000 | PA      | $26145061.71   | 0.17%             | 2028-03-14      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                     | ROGERS COMMUNIC                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   12430000 | PA      | $12302017.49   | 0.08%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7550000 | PA      | $7556925.39    | 0.05%             | 2027-07-23      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   41228000 | PA      | $41276605.75   | 0.26%             | 2029-01-24      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7022646.96    | 0.04%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   19500000 | PA      | $19372703.42   | 0.12%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   55000000 | PA      | $55062863.35   | 0.35%             | 2028-10-18      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                  | SBALT 2024-C A3                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3497065 | PA      | $3502273.15    | 0.02%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                  | SBALT 2024-C A4                   | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6580000 | PA      | $6597554.12    | 0.04%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2              | SFAST 2025-2A A3                  | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23050000 | PA      | $23107929.26   | 0.15%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3              | SFAST 2025-3A A3                  | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12080000 | PA      | $12045909.03   | 0.08%             | 2031-04-21      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                  | SBALT 2024-A A4                   | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4769827 | PA      | $4775163.13    | 0.03%             | 2029-01-22      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1              | SFAST 2024-1A A3                  | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8958490 | PA      | $8999547.89    | 0.06%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                            | SCCU 2024-1A A3                   | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9593703 | PA      | $9636262.26    | 0.06%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3              | SFAST 2024-3A A3                  | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13994093 | PA      | $14040828.62   | 0.09%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                         | SBALT 2025-A A3                   | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10419605 | PA      | $10452965.63   | 0.07%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                         | SBALT 2025-A A4                   | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4970000 | PA      | $5000040.17    | 0.03%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                            | SBAT 2024-A A3                    | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1739435 | PA      | $1743007.48    | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                  | SBALT 2024-B A3                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7249050 | PA      | $7264218.02    | 0.05%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                  | SBALT 2024-B A4                   | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5810000 | PA      | $5843315.70    | 0.04%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                          | SBAT 2025-SF1 C                   | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5011079 | PA      | $5021679.11    | 0.03%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                          | SBAT 2025-SF1 D                   | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2290000 | PA      | $2296372.61    | 0.01%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                  | SABINE PASS LIQU                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   13609000 | PA      | $13547781.95   | 0.09%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                | SALESFORCE INC                    | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   33000000 | PA      | $33036389.43   | 0.21%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                   | SAN DIEGO G & E                   | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   24149000 | PA      | $24138802.36   | 0.15%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B A2                   | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     608201 | PA      | $611218.91     | 0.00%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B B                    | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     828917 | PA      | $833339.53     | 0.01%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B C                    | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1321786 | PA      | $1328510.79    | 0.01%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B D                    | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1702640 | PA      | $1713805.76    | 0.01%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                 | SDART 2024-2 A3                   | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3551323 | PA      | $3555773.96    | 0.02%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                 | SDART 2023-6 A3                   | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      89164 | PA      | $89234.32      | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                 | SDART 2024-3 A3                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2862639 | PA      | $2869083.97    | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                 | SDART 2024-3 B                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8740000 | PA      | $8810606.96    | 0.06%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                | SDART 2025-2 A3                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22760000 | PA      | $22835631.48   | 0.15%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                 | SDART 2024-1 B                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4134777 | PA      | $4145750.27    | 0.03%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 A3                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22783089 | PA      | $22821635.56   | 0.15%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 B                    | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18920000 | PA      | $19016461.73   | 0.12%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 C                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26400000 | PA      | $26584008.00   | 0.17%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2026-1                 | SDART 2026-1 A3                   | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16250000 | PA      | $16162716.38   | 0.10%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2026-1                 | SDART 2026-1 B                    | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14560000 | PA      | $14399848.74   | 0.09%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                 | SDART 2025-3 A3                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19680000 | PA      | $19717915.49   | 0.13%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                 | SDART 2025-3 B                    | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11890000 | PA      | $11911457.88   | 0.08%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B B                    | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1112961 | PA      | $1124916.15    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B C                    | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     834721 | PA      | $843514.16     | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B D                    | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1713166 | PA      | $1736249.62    | 0.01%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A A2                   | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     469906 | PA      | $476599.04     | 0.00%             | 2032-06-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A B                    | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2054713 | PA      | $2077250.10    | 0.01%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A C                    | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1450071 | PA      | $1464740.09    | 0.01%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A D                    | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1760418 | PA      | $1777263.06    | 0.01%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A         | SBCLN 2025-A B                    | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4600000 | PA      | $4592168.96    | 0.03%             | 2034-01-16      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A         | SBCLN 2025-A C                    | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4510000 | PA      | $4504489.23    | 0.03%             | 2034-01-16      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A         | SBCLN 2025-A D                    | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2980000 | PA      | $2969452.29    | 0.02%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                 | SDART 2024-5 B                    | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10940000 | PA      | $10966199.11   | 0.07%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                 | SDART 2025-4 A3                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12050000 | PA      | $12049956.62   | 0.08%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                 | SDART 2025-4 B                    | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6750000 | PA      | $6725171.48    | 0.04%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                            | SCCU 2023-1A A3                   | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3848207 | PA      | $3865952.06    | 0.02%             | 2028-10-16      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A2                   | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9401286 | PA      | $9420005.02    | 0.06%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A3                   | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10980000 | PA      | $11003317.13   | 0.07%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2026-1                            | SCCU 2026-1A A2                   | CUSIP: 80620DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14370000 | PA      | $14365157.31   | 0.09%             | 2029-08-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2026-1                            | SCCU 2026-1A A3                   | CUSIP: 80620DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5220000 | PA      | $5207042.39    | 0.03%             | 2031-08-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                    | SCHLUMBERGER HLD                  | CUSIP: 806851AQ4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   30050000 | PA      | $30162278.22   | 0.19%             | 2028-05-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8068000 | PA      | $8014152.39    | 0.05%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1364081.60    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3700364.96    | 0.02%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6570000 | PA      | $6849208.25    | 0.04%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2025-A B                    | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1272378 | PA      | $1280427.46    | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2025-A C                    | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     508951 | PA      | $512705.18     | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B B                    | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    8206584 | PA      | $8255303.66    | 0.05%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B C                    | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1083399 | PA      | $1091231.77    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B D                    | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     810927 | PA      | $815608.80     | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2026-A B                    | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   13014674 | PA      | $12963388.81   | 0.08%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2026-A C                    | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    2462476 | PA      | $2455363.11    | 0.02%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A A3                  | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18200000 | PA      | $18303259.52   | 0.12%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1              | SFAST 2026-1A A3                  | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17230000 | PA      | $17079742.34   | 0.11%             | 2031-07-21      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                       | SHERWIN-WILLIAMS                  | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    7657000 | PA      | $7679094.96    | 0.05%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                       | SIMON PROP GP LP                  | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5874000 | PA      | $5846998.69    | 0.04%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                            | SIXTH STREET                      | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4529123.89    | 0.03%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                              | SKANDINAV ENSKIL                  | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   26400000 | PA      | $26414409.91   | 0.17%             | 2029-03-12      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                           | SOCIETE GENERALE                  | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22200000 | PA      | $22340488.93   | 0.14%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                           | SOCIETE GENERALE                  | CUSIP: 83368RCM2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   32000000 | PA      | $32024061.44   | 0.20%             | 2030-04-12      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-3 Trust                       | SCLP 2025-3 A                     | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5526893 | PA      | $5534901.29    | 0.04%             | 2034-08-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                       | SCLP 2025-4 A                     | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18644773 | PA      | $18651453.07   | 0.12%             | 2035-08-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-2 Trust                       | SCLP 2025-2 A                     | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9061715 | PA      | $9090273.22    | 0.06%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                       | SCLP 2026-1 A                     | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27492639 | PA      | $27458751.23   | 0.17%             | 2035-12-26      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                       | SCLP 2026-1 B                     | CUSIP: 83408AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4270000 | PA      | $4236212.34    | 0.03%             | 2035-12-26      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co                                            | SONOCO PRODUCTS                   | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    8269000 | PA      | $8142474.38    | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                            | SONOCO PRODUCTS                   | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   16485000 | PA      | $16487937.46   | 0.10%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond        | SOUTH AFRICA                      | CUSIP: 836205AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   21470000 | PA      | $21507996.10   | 0.14%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                 | SOUTHERN CAL ED                   | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $9053796.48    | 0.06%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                         | SOUTHWEST AIR                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   19296000 | PA      | $19382180.57   | 0.12%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                         | SOUTHWEST AIR                     | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   15429000 | PA      | $15310945.01   | 0.10%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                        | STANDARD CHART                    | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15020000 | PA      | $15112276.72   | 0.10%             | 2029-01-21      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $19533376.59   | 0.12%             | 2027-10-22      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9154927.37    | 0.06%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-C | SFUEL 2025-CA A3                  | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34100000 | PA      | $33962600.87   | 0.22%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                         | STELLANTIS FINAN                  | CUSIP: 85855FAC7<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   36120000 | PA      | $36206988.52   | 0.23%             | 2028-09-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2026-AA A3                  | CUSIP: 85856FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21660000 | PA      | $21652560.87   | 0.14%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A3                  | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20490000 | PA      | $20557438.74   | 0.13%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A4                  | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5690000 | PA      | $5708152.24    | 0.04%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA B                   | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4280000 | PA      | $4294160.38    | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA A3                  | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36730000 | PA      | $36747277.79   | 0.23%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA A4                  | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7650000 | PA      | $7651058.00    | 0.05%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA B                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3150000 | PA      | $3145399.74    | 0.02%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA C                   | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4950000 | PA      | $4939503.03    | 0.03%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSU                    | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   21000000 | PA      | $20949670.56   | 0.13%             | 2029-01-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                | SUMITOMO TR&BK                    | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   36860000 | PA      | $37077762.25   | 0.24%             | 2027-09-10      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                | SUMITOMO TR&BK                    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   25360000 | PA      | $25423500.17   | 0.16%             | 2028-09-11      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                | SUMITOMO TR&BK                    | CUSIP: 86563VCH0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   33400000 | PA      | $33418592.78   | 0.21%             | 2029-03-05      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16442000 | PA      | $16347850.31   | 0.10%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                  | SYNOPSYS INC                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   39808000 | PA      | $39959151.37   | 0.25%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2023-A2 A                   | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31480000 | PA      | $31719417.99   | 0.20%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2025-A2 A                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25556000 | PA      | $25660010.36   | 0.16%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   57757000 | PA      | $57519629.70   | 0.37%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-2                                      | TMUST 2024-2A A                   | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21310000 | PA      | $21319399.84   | 0.14%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                      | TMUST 2025-2A A                   | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25740000 | PA      | $25777508.33   | 0.16%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                             | TMUST 2025-1A A                   | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22480000 | PA      | $22626628.05   | 0.14%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                        | SUMISHO AIR LEAS                  | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   33550000 | PA      | $33387122.80   | 0.21%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                  | TAKEDA PHARMACEU                  | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    9990000 | PA      | $10117840.53   | 0.06%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                          | TANGER PROP LP                    | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9919812.10    | 0.06%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A A3                   | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17910000 | PA      | $17902732.12   | 0.11%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A A4                   | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4480000 | PA      | $4480607.04    | 0.03%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A B                    | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4580000 | PA      | $4585783.62    | 0.03%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A C                    | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6350000 | PA      | $6363351.51    | 0.04%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                 | TESLA 2024-A A3                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2256832 | PA      | $2260461.93    | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                           | TEVT 2023-1 A3                    | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7508421 | PA      | $7558523.60    | 0.05%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                           | TEVT 2023-1 A4                    | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1720000 | PA      | $1740421.56    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   28087000 | PA      | $28165191.68   | 0.18%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   33636000 | PA      | $33753249.38   | 0.21%             | 2028-01-31      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   26000000 | PA      | $26026481.00   | 0.17%             | 2028-10-13      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                    | TAOT 2023-B A3                    | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4190416 | PA      | $4200556.80    | 0.03%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                               | TLOT 2024-B A4                    | CUSIP: 891943AE2<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-CBDO         | CORP              | US        |   12370000 | PA      | $12386643.84   | 0.08%             | 2029-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                    | TAOT 2023-C A3                    | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3116087 | PA      | $3129457.98    | 0.02%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $7811273.05    | 0.05%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $9079539.06    | 0.06%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   66665000 | PA      | $66910078.54   | 0.43%             | 2028-09-05      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TPR0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   33000000 | PA      | $32998817.61   | 0.21%             | 2029-03-13      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                    | TAOT 2024-A A3                    | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12975549 | PA      | $13034286.47   | 0.08%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                            | TLOT 2024-A A4                    | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2796278 | PA      | $2799443.25    | 0.02%             | 2028-06-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                      | TLOT 2025-A A3                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32280000 | PA      | $32445028.27   | 0.21%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                      | TLOT 2025-A A4                    | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9800000 | PA      | $9871122.52    | 0.06%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                    | TAOT 2024-D A3                    | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11950000 | PA      | $11985213.07   | 0.08%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                               | TLOT 2025-B A3                    | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-CBDO         | CORP              | US        |   28140000 | PA      | $28036689.62   | 0.18%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                          | TRFIG 2024-1A A2                  | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |    7770000 | PA      | $7691703.96    | 0.05%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   72140000 | PA      | $72087623.47   | 0.46%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16833398.64   | 0.11%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   45430000 | PA      | $45215655.81   | 0.29%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                         | TRUIST FINANCIAL                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   28162000 | PA      | $28203607.67   | 0.18%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1            | TACLN 2025-1 B                    | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13248426 | PA      | $13244084.01   | 0.08%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                   | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   57794000 | PA      | $57298564.98   | 0.36%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                            | UBS AG STAMFORD                   | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   55770000 | PA      | $55975348.49   | 0.36%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                            | UBS AG STAMFORD                   | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   17960000 | PA      | $17946153.92   | 0.11%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2023-A                                  | USAOT 2023-A A3                   | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6077525 | PA      | $6106534.48    | 0.04%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                      | US BANK NA OHIO                   | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   36000000 | PA      | $36031623.84   | 0.23%             | 2027-10-22      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                      | US BANK NA OHIO                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   37537000 | PA      | $37662857.81   | 0.24%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                 | USCLN 2025-SUP2 B1                | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9828522 | PA      | $9815270.30    | 0.06%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                    | USCLN 2023-1 B                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     494563 | PA      | $498409.12     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                    | USCLN 2025-SUP1 B                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12320741 | PA      | $12336425.52   | 0.08%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                   | USCAR 2025-1A A3                  | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15880000 | PA      | $15930010.88   | 0.10%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                        | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   49923000 | PA      | $50502082.84   | 0.32%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                   | TREASURY BILL                     | CUSIP: 912797UE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1304163600 | PA      | $1259027580.26 | 8.01%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70907000 | PA      | $70815596.62   | 0.45%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75000000 | PA      | $74970702.75   | 0.48%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35000000 | PA      | $34796289.15   | 0.22%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | UNITED TECH CORP                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   51539000 | PA      | $51006332.58   | 0.32%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP                  | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4822000 | PA      | $4804952.40    | 0.03%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                            | VALERO ENERGY                     | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2889527.20    | 0.02%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                              | VENTAS REALTY LP                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3313156.66    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2023-7 C                     | CUSIP: 92348KCG6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    4330000 | PA      | $4333728.13    | 0.03%             | 2029-11-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                            | VZMT 2024-4 B                     | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5560000 | PA      | $5572522.79    | 0.04%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                            | VZMT 2024-4 C                     | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7824000 | PA      | $7842186.11    | 0.05%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-6 B                     | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   19770000 | PA      | $19787834.52   | 0.13%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-1 C                     | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    1530000 | PA      | $1540010.33    | 0.01%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 B                     | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   15860000 | PA      | $15921730.29   | 0.10%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 C                     | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    5940000 | PA      | $5959669.12    | 0.04%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-5 B                     | CUSIP: 92348KEH2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    8550000 | PA      | $8519588.51    | 0.05%             | 2031-06-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                        | VIRGINIA POWER                    | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    4838644 | PA      | $4851839.32    | 0.03%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                      | VISTRA OPERATION                  | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2245740.12    | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                      | VISTRA OPERATION                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4094946.67    | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                      | VISTRA OPERATION                  | CUSIP: 92840VBD3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3227000 | PA      | $3221529.98    | 0.02%             | 2028-10-30      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   40610000 | PA      | $40676076.53   | 0.26%             | 2026-08-14      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     690000 | PA      | $688305.90     | 0.00%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                            | VWALT 2024-A A3                   | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16290292 | PA      | $16342419.33   | 0.10%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                            | VWALT 2025-B A3                   | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34890000 | PA      | $34835421.57   | 0.22%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2026-A                            | VWALT 2026-A A4                   | CUSIP: 92868CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15510000 | PA      | $15456107.40   | 0.10%             | 2030-11-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                    | VALET 2024-1 A4                   | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4420000 | PA      | $4456883.57    | 0.03%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                            | VWALT 2025-A A3                   | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25510000 | PA      | $25623914.91   | 0.16%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                            | VWALT 2025-A A4                   | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8860000 | PA      | $8908758.35    | 0.06%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                   | VFET 2025-2A A3                   | CUSIP: 92886CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22370000 | PA      | $22255414.15   | 0.14%             | 2029-12-17      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1                   | VFET 2024-1A A3                   | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11050000 | PA      | $11065446.80   | 0.07%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                 | VFET 2025-1A A3                   | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10520000 | PA      | $10555574.43   | 0.07%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                           | VOYA 2022-3A A1R2                 | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    2910000 | PA      | $2906682.31    | 0.02%             | 2036-10-20      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Voya Financial Inc                                            | VOYA FINANCIAL                    | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    9402000 | PA      | $9393440.42    | 0.06%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                  | WP CAREY INC                      | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   14567000 | PA      | $14552879.04   | 0.09%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                          | WEC ENERGY GROUP                  | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    9990000 | PA      | $10049195.35   | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18468451.58   | 0.12%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6562000 | PA      | $6511727.80    | 0.04%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   45850000 | PA      | $46011726.25   | 0.29%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   48409000 | PA      | $48470525.90   | 0.31%             | 2029-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U4C4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   55260000 | PA      | $54938789.65   | 0.35%             | 2030-01-23      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                | WFCM 2019-C54 ASB                 | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1129474 | PA      | $1105847.30    | 0.01%             | 2052-12-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                           | WEN 2018-1A A2II                  | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |   13115885 | PA      | $12837104.01   | 0.08%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                  | WLAKE 2025-2A A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8030000 | PA      | $8055105.80    | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                  | WLAKE 2025-2A B                   | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5661532.39    | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-P1                 | WLAKE 2026-P1 A3                  | CUSIP: 96043AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17220000 | PA      | $17099191.37   | 0.11%             | 2030-03-15      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A A3                  | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23180000 | PA      | $23128287.74   | 0.15%             | 2029-07-16      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A B                   | CUSIP: 96043BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8070000 | PA      | $8035775.13    | 0.05%             | 2031-05-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A C                   | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16280000 | PA      | $16143677.79   | 0.10%             | 2031-06-16      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A D                   | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9160000 | PA      | $9078227.76    | 0.06%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                | WFLOOR 2025-1A A                  | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   41000000 | PA      | $40916634.70   | 0.26%             | 2029-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                | WFLOOR 2025-1A B                  | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4090000 | PA      | $4079431.44    | 0.03%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                  | WLAKE 2025-3A A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23760000 | PA      | $23782759.70   | 0.15%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                  | WLAKE 2025-3A B                   | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10210000 | PA      | $10190782.74   | 0.06%             | 2031-07-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                               | WEYERHAEUSER CO                   | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    9740000 | PA      | $9741181.85    | 0.06%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 2026-1 LLC                         | WHEELS 2026-1A A2A                | CUSIP: 96329JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12990000 | PA      | $12981537.02   | 0.08%             | 2039-04-18      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                  | WISCONSIN P&L                     | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    9719000 | PA      | $9545170.15    | 0.06%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                   | WORKDAY INC                       | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   17264000 | PA      | $17143515.41   | 0.11%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2024-A                           | WOSAT 2024-A A3                   | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9508915 | PA      | $9539706.95    | 0.06%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                | WOLS 2025-A A3                    | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13180000 | PA      | $13221842.55   | 0.08%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                | WOLS 2025-A A4                    | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6900000 | PA      | $6931525.41    | 0.04%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                      | WOART 2023-B A3                   | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2244821 | PA      | $2248433.62    | 0.01%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                           | WOSAT 2025-A A2A                  | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13126573 | PA      | $13132898.93   | 0.08%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A       | WOLS 2024-A A3                    | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10096297 | PA      | $10131227.34   | 0.06%             | 2027-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A       | WOLS 2024-A B                     | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8240000 | PA      | $8308523.02    | 0.05%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                    | ZIMMER BIOMET                     | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   37500000 | PA      | $37641019.13   | 0.24%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                             | CDP FINANCIAL                     | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |   12800000 | PA      | $12774944.26   | 0.08%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                               | ONTARIO TEACHERS                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |   30633000 | PA      | $30276876.06   | 0.19%             | 2026-09-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                              | CODELCO INC                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   20914000 | PA      | $20725801.40   | 0.13%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                         | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    1496667 | PA      | $1542600.55    | 0.01%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                         | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   17601000 | PA      | $17715929.95   | 0.11%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                 | EMPRESA NACIONAL                  | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    2874000 | PA      | $2858287.30    | 0.02%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                     | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    1651000 | PA      | $1651000.00    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                     | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    8421000 | PA      | $8376367.77    | 0.05%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | SWP: OIS 3.653000 23-MAR-2031 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   93000000 | NC      | $-254868.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | SWP: OIS 3.693500 23-MAR-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  150000000 | NC      | $-15929.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | SWP: OIS 3.587000 10-APR-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  617500000 | NC      | $1549640.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | SWP: OIS 3.688000 10-APR-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 2235000000 | NC      | $-766021.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   30136000 | PA      | $30128713.12   | 0.19%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                    | ALBERTA PROVINCE                  | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |   30720000 | PA      | $30552625.15   | 0.19%             | 2026-08-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                           | SAUDI INT BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |   12247000 | PA      | $12190518.06   | 0.08%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    2905000 | PA      | $3361646.02    | 0.02%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                           | ARAB REP EGYPT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    8340000 | PA      | $8430508.18    | 0.05%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   23491000 | PA      | $23666214.67   | 0.15%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OmGrid Funding Ltd                                            | OMGRID FUNDING L                  | CUSIP: AN4253836<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |    4180000 | PA      | $4195737.70    | 0.03%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                | ESKOM HOLDINGS                    | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |   33855000 | PA      | $33419523.14   | 0.21%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                     | SERBIA REPUBLIC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |   15880000 | PA      | $18581083.36   | 0.12%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   15575000 | PA      | $16065540.86   | 0.10%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                              | GALAXY PIPELINE                   | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   10798622 | PA      | $10526634.50   | 0.07%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                         | MOROCCO KINGDOM                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    5350000 | PA      | $5167244.00    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                           | SA GLOBAL SUKU                    | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   27012000 | PA      | $26888717.23   | 0.17%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                   | QATAR ENERGY                      | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | QA        |    3320000 | PA      | $3288496.52    | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                           | ARAB REP EGYPT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    9005000 | PA      | $8977478.92    | 0.06%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |   21754000 | PA      | $25725579.51   | 0.16%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                    | CAISSE AMORT DET                  | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |   21801000 | PA      | $21832027.18   | 0.14%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                     | SUCI SECOND INVE                  | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   35713000 | PA      | $35652523.61   | 0.23%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUST 3YR BOND FUT Jun26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -199 | NC      | $73295.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** VANGUARD FIXED INCOME SECURITIES FUNDS

**Signature:** My Trieu-Gatt

**Name of Signer:** My Trieu-Gatt

**Title:** Treasurer