# EDGAR Filing Document

**Accession Number:** 0000832808
**File Stem:** 0001410368-26-018319
**Filing Date:** 2026-2
**Character Count:** 415248
**Document Hash:** d25906f24506918758fc3c4abc58c200
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018319.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018319

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05555
- **FILM NUMBER:** 26682793

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

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

## Series and Classes Contracts Data

### AB Core Bond Portfolio (Series ID: S000011057)

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

## Nport-Ex

**AB Core Bond Portfolio** 

**Portfolio of Investments** 

**December 31, 2025 (unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 30.0%** |  |  |  |  |
|  **Japan – 1.0%** |  |  |  |  |
|  Japan Government Thirty Year Bond<br>Series 86<br>2.40%, 03/20/2055 | JPY | 8224100 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43110896 |
|  **United States – 29.0%** | **United States – 29.0%** | **United States – 29.0%** | **United States – 29.0%** | **United States – 29.0%** |
|  U.S. Treasury Bonds<br>1.75%, 08/15/2041 | U.S.$| 46935 |  | 31800296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/15/2051 |  | 125178 |  | 70280713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/15/2041 |  | 9057 |  | 6346195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/2046 |  | 12530 |  | 8278121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 02/15/2042 |  | 11433 |  | 8448436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 11/15/2049 |  | 2885 |  | 1861614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/2045 |  | 1916 |  | 1362231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/2046 |  | 23956 |  | 16686851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/2045 |  | 23139 |  | 17879397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/2048 |  | 20827 |  | 15482759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/2049 |  | 26971 |  | 19951387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/2042 |  | 11593 |  | 9705347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/15/2042 |  | 19569 |  | 16595855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 05/15/2044 |  | 5710 |  | 4729741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/2039 |  | 4254 |  | 3887259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 05/15/2053 |  | 27235 |  | 22130403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/2043 |  | 10205 |  | 8976812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/15/2043 |  | 12073 |  | 10903157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 05/15/2043 |  | 19718 |  | 17754222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/2042 |  | 33530 |  | 30848910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/15/2053 |  | 30804 |  | 27385834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/2054 |  | 4634 |  | 4208160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 02/15/2038 |  | 14232 |  | 14390644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/15/2039 |  | 47210 |  | 46695485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/15/2043 |  | 19182 |  | 18391030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/2044 |  | 20030 |  | 19452870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/15/2054 |  | 16704 |  | 16154788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/2037 |  | 4156 |  | 4361365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/2043 |  | 17479 |  | 17541132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/2053 |  | 24746 |  | 24391637 |
|  U.S. Treasury Notes<br>3.50%, 04/30/2028 |  | 16210 |  | 16210833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/31/2028 |  | 28384 |  | 28466148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/31/2028 |  | 80830 |  | 81322658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/31/2027 |  | 32671 |  | 32918585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/29/2028 |  | 13956 |  | 14104041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/2029 |  | 73672 |  | 74639046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/2034 |  | 48407 |  | 48348382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/31/2029 |  | 8646 |  | 8794705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/31/2030 |  | 35268 |  | 35917948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/2032 |  | 37312 |  | 37791619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/28/2029 |  | 15011 |  | 15321775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/31/2028 |  | 29238 |  | 29864609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/30/2028 |  | 47131 |  | 48218961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/15/2034 |  | 37250 |  | 38143008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/31/2029 |  | 36587 |  | 37661743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2033 |  | 17484 |  | 18087227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/30/2029 |  | 59634 |  | 61595812 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/31/2028 | U.S.$| 95833 | $99261610 |
|  |  |  | 1243551361 |
|  Total Governments - Treasuries<br>(cost $1,360,206,228) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286662257 |
|  **CORPORATES - INVESTMENT GRADE – 26.3%** |  |  |  |
|  **Industrial – 13.9%** |  |  |  |
|  **Basic – 0.5%** |  |  |  |
|  Freeport Indonesia PT<br>4.763%, 04/14/2027<sup>(a)</sup> |  | 904 | 906260 |
|  Glencore Funding LLC<br>4.907%, 04/01/2028<sup>(a)</sup> |  | 4150 | 4220757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.186%, 04/01/2030<sup>(a)</sup> |  | 1756 | 1801393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.338%, 04/04/2027<sup>(a)</sup> |  | 2571 | 2611082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/06/2033<sup>(a)</sup> |  | 2016 | 2225180 |
|  LYB International Finance III LLC<br>6.15%, 05/15/2035 |  | 1642 | 1685513 |
|  Nexa Resources SA<br>6.75%, 04/09/2034<sup>(a)</sup> |  | 2053 | 2189011 |
|  Smurfit Westrock Financing DAC<br>5.418%, 01/15/2035 |  | 3723 | 3839679 |
|  |  |  | 19478875 |
|  **Capital Goods – 1.6%** |  |  |  |
|  Boeing Co. (The)<br>3.25%, 02/01/2028 |  | 4850 | 4768132 |
|  Caterpillar Financial Services Corp.<br>4.45%, 10/16/2026 |  | 10001 | 10052305 |
|  CNH Industrial Capital LLC<br>5.10%, 04/20/2029 |  | 5776 | 5903072 |
|  Flowserve Corp.<br>2.80%, 01/15/2032 |  | 4669 | 4176701 |
|  General Electric Co.<br>4.90%, 01/29/2036 |  | 4323 | 4387715 |
|  Regal Rexnord Corp.<br>6.05%, 02/15/2026 |  | 6295 | 6305576 |
|  Republic Services, Inc.<br>4.75%, 07/15/2030 |  | 10365 | 10609821 |
|  Waste Management, Inc.<br>4.50%, 03/15/2028 |  | 10132 | 10266350 |
|  Westinghouse Air Brake Technologies Corp.<br>4.90%, 05/29/2030 |  | 10353 | 10589670 |
|  |  |  | 67059342 |
|  **Communications - Media – 0.3%** |  |  |  |
|  Charter Communications Operating LLC/Charter Communications Operating Capital<br>2.25%, 01/15/2029 |  | 3490 | 3265663 |
|  Meta Platforms, Inc.<br>5.50%, 11/15/2045 |  | 3999 | 3886748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 |  | 4126 | 3941485 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Prosus NV<br>3.257%, 01/19/2027<sup>(a)</sup> | U.S.$| 1724 | $1699226 |
|  Time Warner Cable LLC<br>4.50%, 09/15/2042 |  | 2370 | 1824094 |
|  |  |  | 14617216 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  AT&T, Inc.<br>4.50%, 05/15/2035 |  | 2034 | 1953718 |
|  T-Mobile USA, Inc.<br>3.875%, 04/15/2030 |  | 1696 | 1666981 |
|  TELUS Corp.<br>7.00%, 10/15/2055 |  | 4120 | 4285130 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7905829 |
|  **Consumer Cyclical - Automotive – 1.6%** |  |  |  |
|  BMW US Capital LLC<br>4.60%, 08/13/2027<sup>(a)</sup> |  | 10014 | 10115842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/19/2027<sup>(a)</sup> |  | 317 | 319609 |
|  Ford Motor Co.<br>3.25%, 02/12/2032 |  | 6003 | 5294766 |
|  Ford Motor Credit Co. LLC<br>2.70%, 08/10/2026 |  | 902 | 892123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.918%, 03/20/2028 |  | 695 | 711041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/08/2034 |  | 3932 | 3992632 |
|  General Motors Financial Co., Inc.<br>2.40%, 04/10/2028 |  | 783 | 753825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/06/2029 |  | 1822 | 1850970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/2027 |  | 2061 | 2087608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/15/2029 |  | 3336 | 3458231 |
|  Honda Motor Co., Ltd.<br>4.436%, 07/08/2028 |  | 10522 | 10613857 |
|  Hyundai Capital America<br>4.30%, 09/24/2027<sup>(a)</sup> |  | 625 | 626519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/18/2030<sup>(a)</sup> |  | 375 | 374396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(a)</sup> |  | 2195 | 2218377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.275%, 06/24/2027<sup>(a)</sup> |  | 293 | 297846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/19/2027<sup>(a)</sup> |  | 2599 | 2635542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/21/2028<sup>(a)</sup> |  | 4320 | 4519325 |
|  Mercedes-Benz Finance North America LLC<br>4.80%, 03/30/2026<sup>(a)</sup> |  | 5380 | 5387962 |
|  Toyota Motor Credit Corp.<br>4.80%, 05/15/2030 |  | 10363 | 10627360 |
|  |  |  | 66777831 |
|  **Consumer Cyclical - Entertainment – 0.1%** |  |  |  |
|  Hasbro, Inc.<br>6.05%, 05/14/2034 |  | 2322 | 2464524 |
|  **Consumer Cyclical - Other – 0.6%** |  |  |  |
|  Flutter Treasury DAC<br>5.875%, 06/04/2031<sup>(a)</sup> |  | 2755 | 2794645 |
|  Las Vegas Sands Corp.<br>3.90%, 08/08/2029<br>|  | 7323 | 7133920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2028 |  | 2803 | 2874280 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Marriott International, Inc./MD<br>4.20%, 07/15/2027 | U.S.$| 10684 | $10723745 |
|  Sekisui House US, Inc.<br>6.00%, 01/15/2043 |  | 3776 | 3530975 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27057565 |
|  **Consumer Cyclical - Restaurants – 0.2%** |  |  |  |
|  Starbucks Corp.<br>4.85%, 02/08/2027 |  | 9151 | 9231437 |
|  **Consumer Cyclical - Retailers – 0.2%** |  |  |  |
|  AutoNation, Inc.<br>4.45%, 01/15/2029 |  | 2318 | 2324560 |
|  Ross Stores, Inc.<br>4.70%, 04/15/2027 |  | 7988 | 8014041 |
|  |  |  | 10338601 |
|  **Consumer Non-Cyclical – 2.5%** |  |  |  |
|  Altria Group, Inc.<br>3.40%, 05/06/2030 |  | 7300 | 7028805 |
|  BAT Capital Corp.<br>4.625%, 03/22/2033 |  | 2906 | 2885978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 08/15/2032 |  | 6424 | 6674664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/19/2032 |  | 704 | 822540 |
|  Baxter International, Inc.<br>5.65%, 12/15/2035 |  | 6489 | 6581987 |
|  Cargill, Inc.<br>4.125%, 10/23/2030<sup>(a)</sup> |  | 7256 | 7225597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 10/11/2032<sup>(a)</sup> |  | 3643 | 3782600 |
|  Cencosud SA<br>5.95%, 05/28/2031<sup>(a)</sup> |  | 1110 | 1161415 |
|  General Mills, Inc.<br>4.70%, 01/30/2027 |  | 2460 | 2477909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 01/30/2030 |  | 7545 | 7719667 |
|  Imperial Brands Finance PLC<br>3.875%, 07/26/2029<sup>(a)</sup> |  | 244 | 239203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/30/2028<sup>(a)</sup> |  | 848 | 854843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/01/2034<sup>(a)</sup> |  | 7441 | 7778226 |
|  Mars, Inc.<br>4.60%, 03/01/2028<sup>(a)</sup> |  | 5997 | 6077780 |
|  Mondelez International, Inc.<br>4.50%, 05/06/2030<br>|  | 6469 | 6530973 |
|  Novartis Capital Corp.<br>3.90%, 11/05/2028 |  | 11050 | 11084808 |
|  Ochsner LSU Health System of North Louisiana<br>Series 2021<br>2.51%, 05/15/2031 |  | 5660 | 4846601 |
|  Philip Morris International, Inc.<br>5.375%, 02/15/2033 |  | 8162 | 8542431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/17/2029 |  | 829 | 871644 |
|  Roche Holdings, Inc.<br>4.075%, 12/02/2030<sup>(a)</sup> |  | 742 | 740004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.203%, 09/09/2029<sup>(a)</sup> |  | 10206 | 10266011 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Viatris, Inc.<br>2.70%, 06/22/2030 | U.S.$| 5162 | $4716158 |
|  |  |  | 108909844 |
|  **Energy – 2.4%** |  |  |  |
|  Cenovus Energy, Inc.<br>4.65%, 03/20/2031 |  | 2633 | 2625680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/20/2036 |  | 2841 | 2837619 |
|  ConocoPhillips Co.<br>5.65%, 01/15/2065 |  | 10063 | 9693688 |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup> |  | 6461 | 5635543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/2028 |  | 1885 | 1880551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(a)</sup> |  | 2866 | 2940602 |
|  Devon Energy Corp.<br>5.60%, 07/15/2041 |  | 4914 | 4759160 |
|  Eni SpA<br>5.75%, 05/19/2035<sup>(a)</sup> |  | 10363 | 10854517 |
|  Occidental Petroleum Corp.<br>5.20%, 08/01/2029 |  | 2949 | 3020159 |
|  ONEOK, Inc.<br>5.40%, 10/15/2035 |  | 6434 | 6504517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 09/01/2033 |  | 1323 | 1408016 |
|  Plains All American Pipeline LP/PAA Finance Corp.<br>5.60%, 01/15/2036 |  | 628 | 636020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/2034 |  | 9697 | 10015256 |
|  Raizen Fuels Finance SA<br>6.70%, 02/25/2037<sup>(a)</sup> |  | 5945 | 4815450 |
|  Suncor Energy, Inc.<br>6.80%, 05/15/2038 |  | 3011 | 3323632 |
|  Targa Resources Corp.<br>4.35%, 01/15/2029 |  | 4095 | 4105237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/2030 |  | 1903 | 1940185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/2036 |  | 2106 | 2165558 |
|  Var Energi ASA<br>7.50%, 01/15/2028<sup>(a)</sup> |  | 5044 | 5340234 |
|  Williams Cos., Inc. (The)<br>4.625%, 06/30/2030 |  | 5930 | 5994222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/2029 |  | 4524 | 4608961 |
|  Woodside Finance Ltd.<br>5.40%, 05/19/2030 |  | 1523 | 1564136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/2035 |  | 3979 | 4146635 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100815578 |
|  **Services – 0.6%** |  |  |  |
|  Amazon.com, Inc.<br>3.90%, 11/20/2028 |  | 5533 | 5549654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/20/2035 |  | 5533 | 5509872 |
|  Global Payments, Inc.<br>3.20%, 08/15/2029 |  | 3208 | 3059373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2028 |  | 1500 | 1503060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/2030 |  | 2130 | 2131981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/15/2032 |  | 2185 | 2184585 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Mastercard, Inc.<br>4.55%, 01/15/2035 | U.S.$| 7332 | $7336546 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27275071 |
|  **Technology – 2.3%** |  |  |  |
|  Alphabet, Inc.<br>4.70%, 11/15/2035 |  | 1657 | 1658060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2055 |  | 2947 | 2893394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2075 |  | 2947 | 2904033 |
|  Apple, Inc.<br>4.10%, 08/08/2062 |  | 5020 | 3943260 |
|  Broadcom, Inc.<br>4.15%, 02/15/2028 |  | 1661 | 1667362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/15/2032 |  | 873 | 891010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.926%, 05/15/2037<sup>(a)</sup> |  | 3190 | 3148275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/12/2027 |  | 3689 | 3753078 |
|  Cisco Systems, Inc.<br>4.75%, 02/24/2030 |  | 10247 | 10534941 |
|  Dell International LLC/EMC Corp.<br>4.35%, 02/01/2030 |  | 10401 | 10407865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/2032 |  | 736 | 756858 |
|  Fiserv, Inc.<br>3.50%, 07/01/2029 |  | 9632 | 9341884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/15/2031 |  | 875 | 867676 |
|  Foundry JV Holdco LLC<br>5.90%, 01/25/2030 <sup>(a)</sup> |  | 1759 | 1840776 |
|  International Business Machines Corp.<br>5.00%, 02/10/2032 |  | 10207 | 10476159 |
|  Kyndryl Holdings, Inc.<br>2.05%, 10/15/2026 |  | 9627 | 9467673 |
|  NXP BV/NXP Funding LLC<br>5.55%, 12/01/2028 |  | 4119 | 4265760 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc.<br>3.40%, 05/01/2030 |  | 3313 | 3194494 |
|  Oracle Corp.<br>5.20%, 09/26/2035 |  | 4929 | 4731593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/03/2035 |  | 8428 | 8265255 |
|  TSMC Arizona Corp.<br>3.875%, 04/22/2027 |  | 2710 | 2710434 |
|  |  |  | 97719840 |
|  **Transportation - Airlines – 0.3%** |  |  |  |
|  AS Mileage Plan IP Ltd.<br>5.021%, 10/20/2029<sup>(a)</sup> |  | 3671 | 3701286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.308%, 10/20/2031<sup>(a)</sup> |  | 4045 | 4083023 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.<br>4.75%, 10/20/2028 <sup>(a)</sup> |  | 3940 | 3963837 |
|  Southwest Airlines Co.<br>4.375%, 11/15/2028 |  | 3158 | 3164316 |
|  |  |  | 14912462 |
|  **Transportation - Railroads – 0.0%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> |  | 360 | 348950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup> |  | 851 | 881041 |
|  |  |  | 1229991 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Transportation - Services – 0.5%** | **Transportation - Services – 0.5%** | **Transportation - Services – 0.5%** | **Transportation - Services – 0.5%** |
|  ENA Master Trust<br>4.00%, 05/19/2048 <sup>(a)</sup> | U.S.$| 1235 | $950295 |
|  ERAC USA Finance LLC<br>4.60%, 05/01/2028 <sup>(a)</sup> |  | 2517 | 2549646 |
|  Ryder System, Inc.<br>5.375%, 03/15/2029 |  | 7365 | 7623143 |
|  TTX Co.<br>5.50%, 09/25/2026 <sup>(a)</sup> |  | 8329 | 8396798 |
|  |  |  | 19519882 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595313888 |
|  **Financial Institutions – 9.8%** | **Financial Institutions – 9.8%** | **Financial Institutions – 9.8%** | **Financial Institutions – 9.8%** |
|  **Banking – 8.0%** | **Banking – 8.0%** | **Banking – 8.0%** | **Banking – 8.0%** |
|  AIB Group PLC<br>5.32%, 05/15/2031<sup>(a)</sup> |  | 5091 | 5254625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.608%, 09/13/2029<sup>(a)</sup> |  | 1569 | 1666043 |
|  Ally Financial, Inc.<br>5.543%, 01/17/2031 |  | 1695 | 1734358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.737%, 05/15/2029 |  | 2267 | 2323403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.992%, 06/13/2029 |  | 4741 | 5002466 |
|  American Express Co.<br>5.098%, 02/16/2028 |  | 9109 | 9215940 |
|  Banco Bilbao Vizcaya Argentaria SA<br>5.381%, 03/13/2029 |  | 3200 | 3317408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.883%, 11/15/2034 |  | 800 | 930792 |
|  Banco Santander SA<br>4.175%, 03/24/2028 |  | 3200 | 3201760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/14/2034 |  | 3000 | 3233460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.921%, 08/08/2033 |  | 3200 | 3547424 |
|  Bank of America Corp.<br>5.744%, 02/12/2036 |  | 10267 | 10706017 |
|  Bank of Ireland Group PLC<br>5.601%, 03/20/2030 <sup>(a)</sup> |  | 1428 | 1482221 |
|  Banque Federative du Credit Mutuel SA<br>5.538%, 01/22/2030 <sup>(a)</sup> |  | 9994 | 10387864 |
|  Barclays PLC<br>5.088%, 06/20/2030 |  | 1648 | 1675637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.335%, 09/10/2035 |  | 2534 | 2575025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.674%, 03/12/2028 |  | 736 | 749204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.224%, 05/09/2034 |  | 3451 | 3713794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.119%, 06/27/2034 |  | 1360 | 1522724 |
|  BNP Paribas SA<br>2.591%, 01/20/2028<sup>(a)</sup> |  | 2660 | 2616456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/25/2031<sup>(a) (b)</sup> |  | 943 | 870540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.792%, 05/09/2029<sup>(a)</sup> |  | 904 | 914107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.497%, 05/20/2030<sup>(a)</sup> |  | 6651 | 6881989 |
|  BPCE SA<br>5.389%, 05/28/2031<sup>(a)</sup> |  | 414 | 425546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.876%, 01/14/2031<sup>(a)</sup> |  | 475 | 496190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.293%, 01/14/2036<sup>(a)</sup> |  | 469 | 500747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.508%, 01/18/2035<sup>(a)</sup> |  | 8900 | 9452156 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  CaixaBank SA<br>4.885%, 07/03/2031<sup>(a)</sup> | U.S.$| 1593 | $1615382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.037%, 06/15/2035<sup>(a)</sup> |  | 2782 | 2964360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.684%, 09/13/2027<sup>(a)</sup> |  | 5127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5216056 |
|  Capital One Financial Corp.<br>5.468%, 02/01/2029 |  | 1883 | 1933784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.377%, 06/08/2034 |  | 5768 | 6236189 |
|  Capital One NA<br>5.974%, 08/09/2028 |  | 2264 | 2349194 |
|  Citigroup, Inc.<br>4.075%, 04/23/2029 |  | 5373 | 5368003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.503%, 09/11/2031 |  | 431 | 432164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.643%, 05/07/2028 |  | 5011 | 5051489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 02/15/2031<sup>(b)</sup> |  | 3779 | 3830961 |
|  Cooperatieve Rabobank UA<br>5.564%, 02/28/2029 <sup>(a)</sup> |  | 7918 | 8144613 |
|  Credit Agricole SA<br>5.222%, 05/27/2031<sup>(a)</sup> |  | 2885 | 2962116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.251%, 01/10/2035<sup>(a)</sup> |  | 7161 | 7615867 |
|  Danske Bank A/S<br>4.613%, 10/02/2030 <sup>(a)</sup> |  | 4420 | 4452973 |
|  Deutsche Bank AG/New York NY<br>2.552%, 01/07/2028 |  | 604 | 594125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.469%, 12/10/2031 |  | 4421 | 4405084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/04/2031 |  | 4403 | 4450200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.146%, 07/13/2027 |  | 1492 | 1515096 |
|  Goldman Sachs Group, Inc. (The)<br>4.937%, 04/23/2028 |  | 5495 | 5557698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series V<br> 4.125%, 11/10/2026<sup>(b)</sup> |  | 3016 | 2981678 |
|  HSBC Holdings PLC<br>2.804%, 05/24/2032 |  | 2559 | 2338619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.848%, 06/04/2031 |  | 7601 | 7104275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.399%, 11/13/2034 |  | 5415 | 6180735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.113%, 11/03/2033 |  | 4435 | 5200791 |
|  ING Groep NV<br>6.083%, 09/11/2027 |  | 6267 | 6350476 |
|  Intesa Sanpaolo SpA<br>7.20%, 11/28/2033 <sup>(a)</sup> |  | 4756 | 5437487 |
|  JPMorgan Chase & Co.<br>2.963%, 01/25/2033 |  | 12789 | 11729559 |
|  KBC Group NV<br>4.932%, 10/16/2030<sup>(a)</sup> |  | 5859 | 5967040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.796%, 01/19/2029<sup>(a)</sup> |  | 1666 | 1719162 |
|  Lloyds Banking Group PLC<br>4.425%, 11/04/2031 |  | 1244 | 1240280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.976%, 08/11/2033 |  | 366 | 371947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.087%, 11/26/2028 |  | 791 | 805902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.462%, 01/05/2028 |  | 656 | 664902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.953%, 11/15/2033 |  | 2446 | 2852819 |
|  Mizuho Financial Group, Inc.<br>5.376%, 05/26/2030 |  | 2363 | 2442846 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Morgan Stanley<br>Series I<br>4.133%, 10/18/2029 | U.S.$| 2300 | $2298022 |
|  Morgan Stanley Bank NA<br>5.016%, 01/12/2029 |  | 351 | 357567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.504%, 05/26/2028 |  | 6454 | 6581208 |
|  Nationwide Building Society<br>2.972%, 02/16/2028 <sup>(a)</sup> |  | 5154 | 5090503 |
|  NatWest Group PLC<br>3.032%, 11/28/2035 |  | 669 | 615888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.115%, 05/23/2031 |  | 9177 | 9416520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.475%, 06/01/2034 |  | 537 | 564231 |
|  Santander Holdings USA, Inc.<br>5.473%, 03/20/2029 |  | 452 | 461967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.741%, 03/20/2031 |  | 4861 | 5027586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.565%, 06/12/2029 |  | 13 | 13590 |
|  Santander UK Group Holdings PLC<br>4.32%, 09/22/2029 |  | 1279 | 1279793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.858%, 09/11/2030 |  | 1481 | 1497469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.694%, 04/15/2031 |  | 430 | 447944 |
|  Skandinaviska Enskilda Banken AB<br>4.50%, 09/03/2030 <sup>(a)</sup> |  | 10732 | 10771816 |
|  Societe Generale SA<br>2.797%, 01/19/2028<sup>(a)</sup> |  | 4567 | 4496486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.889%, 06/09/2032<sup>(a)</sup> |  | 200 | 181046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.249%, 05/22/2029<sup>(a)</sup> |  | 2991 | 3049594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.519%, 01/19/2028<sup>(a)</sup> |  | 4676 | 4733141 |
|  Standard Chartered PLC<br>5.545%, 01/21/2029<sup>(a)</sup> |  | 676 | 693515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61% (CME Term SOFR 3 Month + 1.77%), 01/30/2027<sup>(a) (b) (c)</sup> |  | 300 | 290175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.187%, 07/06/2027<sup>(a)</sup> |  | 3042 | 3072420 |
|  Sumitomo Mitsui Financial Group, Inc.<br>5.316%, 07/09/2029 |  | 8152 | 8435527 |
|  Sumitomo Mitsui Trust Bank Ltd.<br>4.45%, 09/10/2027 <sup>(a)</sup> |  | 886 | 893690 |
|  Synchrony Financial<br>5.45%, 03/06/2031 |  | 3272 | 3352655 |
|  Toronto-Dominion Bank (The)<br>5.146%, 09/10/2034 |  | 3542 | 3594244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.298%, 01/30/2032 |  | 4709 | 4916808 |
|  UBS Group AG<br>3.091%, 05/14/2032<sup>(a)</sup> |  | 9944 | 9223955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/02/2026<sup>(a) (b)</sup> |  | 204 | 202341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.194%, 04/01/2031<sup>(a)</sup> |  | 2852 | 2824393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 08/10/2034<sup>(a) (b)</sup> |  | 1240 | 1270764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 11/13/2028<sup>(a) (b)</sup> |  | 723 | 793398 |
|  UniCredit SpA<br>1.982%, 06/03/2027 <sup>(a)</sup> |  | 271 | 268545 |
|  Wells Fargo & Co.<br>3.35%, 03/02/2033 |  | 12130 | 11313166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.584%, 05/22/2028 |  | 2117 | 2102880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series BB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/2026<sup>(b)</sup> |  | 2664 | 2654942 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345269557 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Brokerage – 0.3%** |  |  |  |
|  Charles Schwab Corp. (The)<br>4.914%, 11/14/2036 | U.S.$| 3535 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I<br>4.00%, 06/01/2026<sup>(b)</sup> |  | 7570 | 7516102 |
|  |  |  | 11035654 |
|  **Finance – 0.1%** |  |  |  |
|  Aircastle Ltd.<br>4.25%, 06/15/2026 |  | 530 | 530005 |
|  Aviation Capital Group LLC<br>1.95%, 09/20/2026<sup>(a)</sup> |  | 1485 | 1460869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2027<sup>(a)</sup> |  | 893 | 879480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/14/2027<sup>(a)</sup> |  | 1112 | 1117838 |
|  |  |  | 3988192 |
|  **Insurance – 0.7%** |  |  |  |
|  Athene Global Funding<br>1.985%, 08/19/2028<sup>(a)</sup> |  | 3079 | 2889888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/19/2030<sup>(a)</sup> |  | 606 | 546800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.717%, 01/07/2029<sup>(a)</sup> |  | 1145 | 1082609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.033%, 07/17/2030<sup>(a)</sup> |  | 5950 | 6003074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.583%, 01/09/2029<sup>(a)</sup> |  | 541 | 555791 |
|  MetLife Capital Trust IV<br>7.875% (CME Term SOFR 3 Month + 3.96%), 12/15/2067 <sup>(a) (c)</sup> |  | 5200 | 5766228 |
|  Principal Life Global Funding II<br>5.10%, 01/25/2029 <sup>(a)</sup> |  | 6566 | 6725422 |
|  Swiss Re Finance Luxembourg SA<br>5.00%, 04/02/2049 <sup>(a)</sup> |  | 1600 | 1611920 |
|  UnitedHealth Group, Inc.<br>4.40%, 06/15/2028 |  | 2887 | 2919277 |
|  |  |  | 28101009 |
|  **REITs – 0.7%** |  |  |  |
|  American Tower Corp.<br>2.10%, 06/15/2030 |  | 1515 | 1375680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/2027 |  | 1936 | 1927036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/2029 |  | 3698 | 3805612 |
|  Crown Castle, Inc.<br>5.60%, 06/01/2029 |  | 1920 | 1992461 |
|  GLP Capital LP/GLP Financing II, Inc.<br>3.25%, 01/15/2032 |  | 4575 | 4134931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/2031 |  | 1790 | 1712171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/2033 |  | 3724 | 3731559 |
|  Omega Healthcare Investors, Inc.<br>5.20%, 07/01/2030 |  | 1797 | 1828879 |
|  Realty Income Corp.<br>5.125%, 04/15/2035 |  | 1136 | 1155471 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Simon Property Group LP<br>4.75%, 09/26/2034 | U.S.$| 5987 | $5956586 |
|  Trust 2401<br>4.869%, 01/15/2030 <sup>(a)</sup> |  | 2340 | 2304900 |
|  Trust Fibra Uno<br>4.869%, 01/15/2030 <sup>(a)</sup> |  | 1208 | 1180065 |
|  |  |  | 31105351 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419499763 |
|  **Utility – 2.6%** |  |  |  |
|  **Electric – 2.6%** |  |  |  |
|  AEP Transmission Co. LLC<br>5.15%, 04/01/2034 |  | 4040 | 4121648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 06/15/2035 |  | 2630 | 2716869 |
|  AES Andes SA<br>6.25%, 03/14/2032 <sup>(a)</sup> |  | 6158 | 6395945 |
|  AES Panama Generation Holdings SRL<br>4.375%, 05/31/2030 <sup>(a)</sup> |  | 1559 | 1456381 |
|  Alexander Funding Trust II<br>7.467%, 07/31/2028 <sup>(a)</sup> |  | 1615 | 1719749 |
|  American Electric Power Co., Inc.<br>6.95%, 12/15/2054 |  | 2958 | 3176744 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D<br>6.05%, 03/15/2056 |  | 1610 | 1583033 |
|  CenterPoint Energy Houston Electric LLC<br>4.95%, 04/01/2033 |  | 409 | 416894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035 |  | 9309 | 9413168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AQ<br>4.95%, 08/15/2035 |  | 621 | 625962 |
|  Duke Energy Carolinas NC Storm Funding LLC<br>Series A-2<br>2.617%, 07/01/2043 |  | 3641 | 2910251 |
|  Electricite de France SA<br>9.125%, 03/15/2033 <sup>(a) (b)</sup> |  | 1420 | 1648080 |
|  Enel Finance International NV<br>4.125%, 09/30/2028<sup>(a)</sup> |  | 2684 | 2679357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/26/2034<sup>(a)</sup> |  | 6934 | 7193678 |
|  FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple<br>7.25%, 01/31/2041 <sup>(a)</sup> |  | 2088 | 2193433 |
|  Florida Power & Light Co.<br>5.30%, 06/15/2034 |  | 3505 | 3673135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel Electric Corp., Ltd.<br>Series G<br>4.25%, 08/14/2028 <sup>(a)</sup> |  | 1580 | 1561324 |
|  National Rural Utilities Cooperative Finance Corp.<br>3.95%, 12/10/2027 |  | 11141 | 11182222 |
|  Niagara Mohawk Power Corp.<br>4.647%, 10/03/2030<sup>(a)</sup> |  | 7261 | 7304276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(a)</sup> |  | 3243 | 3300174 |
|  NRG Energy, Inc.<br>4.45%, 06/15/2029<sup>(a)</sup> |  | 542 | 539160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.734%, 10/15/2030<sup>(a)</sup> |  | 1934 | 1933400 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  Public Service Co. of Colorado<br>5.15%, 09/15/2035 | U.S.$| 10714 |  | $10859496 |
|  Public Service Co. of Oklahoma<br>5.45%, 01/15/2036 |  | 6 |  | 6156 |
|  Virginia Electric & Power Co.<br>Series C<br>4.90%, 09/15/2035 |  | 9261 |  | 9224789 |
|  Vistra Operations Co. LLC<br>4.30%, 10/15/2028<sup>(a)</sup> |  | 2901 |  | 2900159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 12/30/2026<sup>(a)</sup> |  | 373 |  | 375607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 10/15/2033<sup>(a)</sup> |  | 4313 |  | 4799291 |
|  Wisconsin Electric Power Co.<br>3.95%, 03/01/2029 |  | 4714 |  | 4715131 |
|  |  |  |  | 110625512 |
|  Total Corporates - Investment Grade<br>(cost $1,114,920,205) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125439163 |
|  **MORTGAGE PASS-THROUGHS – 20.6%** |  |  |  |  |
|  **Agency Fixed Rate 30-Year – 20.3%** |  |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 2019<br>3.50%, 09/01/2049 |  | 4578 |  | 4296816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/2049 |  | 4496 |  | 4220342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2049 |  | 1684 |  | 1580230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>3.50%, 01/01/2050 |  | 3561 |  | 3343725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/01/2052 |  | 21604 |  | 17669711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/2052 |  | 25885 |  | 22223182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/2052 |  | 13842 |  | 12398082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/01/2052 |  | 20036 |  | 17771135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024<br>5.50%, 11/01/2054 |  | 7087 |  | 7190091 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025<br>2.50%, 01/01/2053 |  | 16000 |  | 13591973 |
|  Federal Home Loan Mortgage Corp. Gold<br>Series 2003<br>5.00%, 08/01/2033 |  | 0 | \*\* | 348 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>5.50%, 07/01/2035 |  | 295 |  | 305912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>4.00%, 02/01/2046 |  | 3519 |  | 3447294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2044 |  | 2422 |  | 2370593 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>4.00%, 08/01/2048 |  | 1786 |  | 1728950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/2048 |  | 3109 |  | 3096647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/2048 |  | 3084 |  | 3070416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/2048 |  | 932 |  | 951117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/2048 |  | 1314 |  | 1340767 |
|  Federal National Mortgage Association<br>Series 2001<br>6.50%, 08/01/2031 |  | 1 |  | 550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2003 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2033 |  | 254 |  | 262406 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2033 | U.S.$| 571 |  | $589494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/01/2033 |  | 0 | \*\* | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2004<br>5.50%, 04/01/2034 |  | 139 |  | 143339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/2034 |  | 127 |  | 131268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/01/2034 |  | 502 |  | 520163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/01/2034 |  | 1 |  | 748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005<br>5.50%, 02/01/2035 |  | 683 |  | 707179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006<br>5.50%, 04/01/2036 |  | 129 |  | 134240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/2036 |  | 249 |  | 257767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008<br>6.00%, 03/01/2037 |  | 2 |  | 1908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010<br>4.00%, 12/01/2040 |  | 1491 |  | 1460119 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012<br>3.50%, 02/01/2042 |  | 933 |  | 894582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2042 |  | 10247 |  | 9816120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2043 |  | 1733 |  | 1657546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013<br>3.50%, 04/01/2043 |  | 6048 |  | 5782370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/2043 |  | 4563 |  | 4440344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015<br>3.00%, 05/01/2045 |  | 2012 |  | 1835319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/01/2045 |  | 3475 |  | 3162052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>3.50%, 02/01/2048 |  | 2458 |  | 2302130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/2048 |  | 920 |  | 865937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/2048 |  | 4229 |  | 4207286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019<br>3.50%, 08/01/2049 |  | 1226 |  | 1150833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/2049 |  | 1817 |  | 1705717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/2049 |  | 4744 |  | 4452733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2049 |  | 3943 |  | 3701384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>3.50%, 01/01/2050 |  | 3494 |  | 3279171 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 07/01/2051 |  | 23321 |  | 18965163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/2051 |  | 41315 |  | 33558919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2052 |  | 6881 |  | 5912126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>2.00%, 05/01/2052 |  | 11237 |  | 9127238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/01/2052 |  | 15219 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13076669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/2052 |  | 16014 |  | 13737386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/01/2052 |  | 20832 |  | 17875594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/2052 |  | 16374 |  | 14666382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/2052 |  | 20525 |  | 18384096 |
|  Government National Mortgage Association<br>Series 2016<br>3.00%, 04/20/2046 |  | 997 |  | 909525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/20/2046 |  | 926 |  | 845340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/20/2046 |  | 268 |  | 244505 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023<br>5.50%, 04/20/2053 |  | 13933 |  | 14147258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/20/2053 |  | 7493 |  | 7608268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2026<br>3.00%, 01/01/2056, TBA |  | 11411 |  | 10256291 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/01/2056, TBA | U.S.$| 4157 |  | $3922072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/01/2056, TBA |  | 58866 |  | 57341188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2056, TBA |  | 48025 |  | 47908549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/2056, TBA |  | 13531 |  | 13661605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/01/2056, TBA |  | 38472 |  | 39203050 |
|  Uniform Mortgage-Backed Security<br>Series 2026<br>2.00%, 01/01/2056, TBA |  | 54968 |  | 44408131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2056, TBA |  | 69193 |  | 58476194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/01/2056, TBA |  | 16763 |  | 14815761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/01/2056, TBA |  | 9401 |  | 8915079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/01/2056, TBA |  | 8559 |  | 8353384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2056, TBA |  | 33691 |  | 33606773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/2056, TBA |  | 89997 |  | 91252136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/01/2056, TBA |  | 67485 |  | 69280384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/01/2056, TBA |  | 25913 |  | 26923705 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871442868 |
|  **Agency Fixed Rate 15-Year – 0.3%** |  |  |  |  |
|  Federal National Mortgage Association<br>Series 2012<br>2.50%, 04/01/2027 |  | 2 |  | 1510 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>2.50%, 02/01/2031 |  | 6 |  | 6100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/2031 |  | 5 |  | 4507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/01/2031 |  | 19 |  | 18826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/2031 |  | 637 |  | 616983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/2031 |  | 223 |  | 216245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/2031 |  | 134 |  | 130084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/01/2031 |  | 703 |  | 681566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/01/2031 |  | 4907 |  | 4752240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/2031 |  | 1939 |  | 1876149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2032 |  | 295 |  | 285095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>2.50%, 01/01/2032 |  | 1265 |  | 1224350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/01/2032 |  | 75 |  | 72679 |
|  |  |  |  | 9886334 |
|  **Other Agency Fixed Rate Programs – 0.0%** |  |  |  |  |
|  Federal National Mortgage Association<br>Series 2009<br>4.50%, 07/01/2029 |  | 72 |  | 72578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/2029 |  | 19 |  | 19523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/2029 |  | 4 |  | 3934 |
|  |  |  |  | 96035 |
|  **Agency ARMs – 0.0%** |  |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 2006<br>6.875% (RFUCCT1Y + 2.50%), 12/01/2036<sup>(c)</sup><br>|  | 0 | \*\* | 90 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>6.975% (RFUCCT1Y + 2.10%), 03/01/2037<sup>(c)</sup> | U.S.$| 0 | \*\* | $174 |
|  |  |  |  | 264 |
|  Total Mortgage Pass-Throughs<br>(cost $901,705,263) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881425501 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 5.8%** |  |  |  |  |
|  **Risk Share Floating Rate – 4.4%** |  |  |  |  |
|  Connecticut Avenue Securities<br>Series 2025-R01, Class 1A1<br>4.824% (CME Term SOFR + 0.95%), 01/25/2045 <sup>(a) (c)</sup> |  | 8754 |  | 8753616 |
|  Connecticut Avenue Securities Trust<br>Series 2021-R03, Class 1M2<br>5.524% (CME Term SOFR + 1.65%), 12/25/2041<sup>(a) (c)</sup> |  | 3513 |  | 3532676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2M1<br>5.074% (CME Term SOFR + 1.20%), 01/25/2042<sup>(a) (c)</sup> |  | 123 |  | 122591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1M2<br>7.374% (CME Term SOFR + 3.50%), 03/25/2042<sup>(a) (c)</sup> |  | 6435 |  | 6608937 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1M2<br>6.974% (CME Term SOFR + 3.10%), 03/25/2042<sup>(a) (c)</sup> |  | 1747 |  | 1789299 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R05, Class 2M2<br>6.874% (CME Term SOFR + 3.00%), 04/25/2042<sup>(a) (c)</sup> |  | 5001 |  | 5111288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R01, Class 1M1<br>6.274% (CME Term SOFR + 2.40%), 12/25/2042<sup>(a) (c)</sup> |  | 3000 |  | 3059986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1M1<br>6.174% (CME Term SOFR + 2.30%), 01/25/2043<sup>(a) (c)</sup> |  | 2177 |  | 2219782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R03, Class 2M1<br>6.374% (CME Term SOFR + 2.50%), 04/25/2043<sup>(a) (c)</sup> |  | 3705 |  | 3740834 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R04, Class 1M1<br>6.174% (CME Term SOFR + 2.30%), 05/25/2043<sup>(a) (c)</sup> |  | 4388 |  | 4470796 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R05, Class 1M1<br>5.774% (CME Term SOFR + 1.90%), 06/25/2043<sup>(a) (c)</sup> |  | 3219 |  | 3244520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R06, Class 1M1<br>5.574% (CME Term SOFR + 1.70%), 07/25/2043<sup>(a) (c)</sup> |  | 2720 |  | 2730587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1M1<br>4.974% (CME Term SOFR + 1.10%), 02/25/2044<sup>(a) (c)</sup> |  | 1459 |  | 1457830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R03, Class 2M1<br>5.024% (CME Term SOFR + 1.15%), 03/25/2044<sup>(a) (c)</sup> |  | 2832 |  | 2833768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M1 |  |  |

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---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.974% (CME Term SOFR + 1.10%), 05/25/2044<sup>(a) (c)</sup> | U.S.$| 2053 | $2051409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R05, Class 2M1<br>4.874% (CME Term SOFR + 1.00%), 07/25/2044<sup>(a) (c)</sup> |  | 629 | 628606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R06, Class 1M1<br>4.924% (CME Term SOFR + 1.05%), 09/25/2044<sup>(a) (c)</sup> |  | 519 | 518490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1<br>4.874% (CME Term SOFR + 1.00%), 02/25/2045<sup>(a) (c)</sup> |  | 2468 | 2471737 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2M1<br>5.474% (CME Term SOFR + 1.60%), 03/25/2045<sup>(a) (c)</sup> |  | 5506 | 5512847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1A1<br>4.874% (CME Term SOFR + 1.00%), 05/25/2045<sup>(a) (c)</sup> |  | 2550 | 2552387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1M1<br>5.074% (CME Term SOFR + 1.20%), 05/25/2045<sup>(a) (c)</sup> |  | 3830 | 3839124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R05, Class 2M1<br>5.074% (CME Term SOFR + 1.20%), 07/25/2045<sup>(a) (c)</sup> |  | 8951 | 8962689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1A1<br>4.774% (CME Term SOFR + 0.90%), 09/25/2045<sup>(a) (c)</sup> |  | 3464 | 3466653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1M1<br>4.824% (CME Term SOFR + 0.95%), 09/25/2045<sup>(a) (c)</sup> |  | 4548 | 4550340 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2021-DNA5, Class M2<br>5.524% (CME Term SOFR + 1.65%), 01/25/2034<sup>(a) (c)</sup> |  | 673 | 674732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M2<br>5.374% (CME Term SOFR + 1.50%), 10/25/2041<sup>(a) (c)</sup> |  | 7823 | 7844917 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M2<br>5.674% (CME Term SOFR + 1.80%), 11/25/2041<sup>(a) (c)</sup> |  | 9563 | 9634759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2<br>6.224% (CME Term SOFR + 2.35%), 12/25/2041<sup>(a) (c)</sup> |  | 6126 | 6178700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M1B<br>6.774% (CME Term SOFR + 2.90%), 04/25/2042<sup>(a) (c)</sup> |  | 2957 | 3030967 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M1B<br>7.224% (CME Term SOFR + 3.35%), 05/25/2042<sup>(a) (c)</sup> |  | 5585 | 5762724 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA5, Class M1B<br>8.374% (CME Term SOFR + 4.50%), 06/25/2042<sup>(a) (c)</sup> |  | 9989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507190 |

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| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA7, Class M1A<br>6.374% (CME Term SOFR + 2.50%), 03/25/2052<sup>(a) (c)</sup> | U.S.$| 2212 | $2234075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1A<br>5.965% (CME Term SOFR + 2.10%), 03/25/2043<sup>(a) (c)</sup> |  | 2287 | 2315604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1A<br>5.965% (CME Term SOFR + 2.10%), 04/25/2043<sup>(a) (c)</sup> |  | 8748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8869561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA1, Class M1A<br>5.874% (CME Term SOFR + 2.00%), 05/25/2043<sup>(a) (c)</sup> |  | 2375 | 2393797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA2, Class M1A<br>5.874% (CME Term SOFR + 2.00%), 06/25/2043<sup>(a) (c)</sup> |  | 1088 | 1089591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class A1<br>4.924% (CME Term SOFR + 1.05%), 10/25/2044<sup>(a) (c)</sup> |  | 5181 | 5185752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA1, Class M1<br>5.124% (CME Term SOFR + 1.25%), 03/25/2044<sup>(a) (c)</sup> |  | 3033 | 3031691 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class M1<br>5.074% (CME Term SOFR + 1.20%), 08/25/2044<sup>(a) (c)</sup> |  | 5022 | 5025839 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA1<br>Series 2025-DNA1, Class A1<br>4.824% (CME Term SOFR + 0.95%), 01/25/2045 <sup>(a) (c)</sup> |  | 4043 | 4043333 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2<br>Series 2025-DNA2, Class A1<br>4.974% (CME Term SOFR + 1.10%), 05/25/2045<sup>(a) (c)</sup> |  | 2275 | 2280158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class M1<br>5.074% (CME Term SOFR + 1.20%), 05/25/2045<sup>(a) (c)</sup> |  | 2238 | 2236924 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-Dna3<br>Series 2025-DNA3, Class A1<br>4.824% (CME Term SOFR + 0.95%), 09/25/2045<sup>(a) (c)</sup> |  | 9730 | 9733060 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA4<br>Series 2025-DNA4, Class M1<br>4.974% (CME Term SOFR + 1.10%), 10/25/2045<sup>(a) (c)</sup> |  | 8210 | 8216247 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-Hqa1<br>Series 2025-HQA1, Class A1 4.824% (CME Term SOFR + 0.95%), 02/25/2045<sup>(a) (c)</sup> |  | 5187 | 5183443 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2016-C02, Class 1M2<br>9.989% (CME Term SOFR + 6.11%), 09/25/2028<sup>(c)</sup> | U.S.$| 22 | $22001 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189725857 |
|  **Non-Agency Fixed Rate – 1.0%** |  |  |  |
|  Alternative Loan Trust<br>Series 2005-20CB, Class 3A6<br>5.50%, 07/25/2035 |  | 220 | 144268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A16<br>5.75%, 08/25/2036 |  | 1830 | 877926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A13<br>5.50%, 02/25/2036 |  | 411 | 273909 |
|  CHL Mortgage Pass-Through Trust<br>Series 2006-13, Class 1A19<br>6.25%, 09/25/2036 |  | 593 | 257267 |
|  FIGRE Trust<br>Series 2025-HE7, Class A<br>5.15%, 11/25/2055<sup>(a)</sup> |  | 8393 | 8415416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE8, Class A<br>5.206%, 11/25/2055<sup>(a)</sup> |  | 9899 | 9897093 |
|  JP Morgan Mortgage Trust<br>Series 2025-CES7, Class A1A<br>5.055%, 04/25/2056<sup>(a)</sup> |  | 6016 | 6028136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A1<br>5.268% (CME Term SOFR + 1.35%), 03/20/2056<sup>(a) (c)</sup> |  | 8982 | 8984966 |
|  RCKT Mortgage Trust<br>Series 2025-CES12, Class A1A<br>5.027%, 11/25/2055<sup>(a)</sup> |  | 8950 | 8957520 |
|  |  |  | 43836501 |
|  **Agency Fixed Rate – 0.2%** |  |  |  |
|  Federal Home Loan Mortgage Corp. REMICS<br>Series 5008, Class AI<br>3.50%, 09/25/2050<sup>(d)</sup> |  | 7388 | 1334029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 5040, Class AI<br>3.50%, 11/25/2050<sup>(d)</sup> |  | 5297 | 861997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 5043, Class IO<br>5.00%, 11/25/2050<sup>(d)</sup> |  | 10503 | 2615364 |
|  Federal National Mortgage Association Grantor Trust<br>Series 2004-T5, Class AB4<br>4.014%, 05/28/2035 |  | 1043 | 1031410 |
|  Federal National Mortgage Association REMICS<br>Series 2015-30, Class EI<br>5.00%, 05/25/2045<sup>(d)</sup> |  | 3872 | 510760 |
|  |  |  | 6353560 |
|  **Agency Floating Rate – 0.1%** |  |  |  |
|  Federal Home Loan Mortgage Corp. REMICS<br>Series 4416, Class BS<br>2.002% (5.99% - CME Term SOFR), 12/15/2044<sup>(c) (e)</sup> |  | 5144 | 547061 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4585, Class DS<br>1.902% (5.89% - CME Term SOFR), 05/15/2046<sup>(c) (e)</sup> | U.S.$| 3294 | $| 354098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4693, Class SL<br>2.052% (6.04% - CME Term SOFR), 06/15/2047<sup>(c) (e)</sup> |  | 2135 |  | 236576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4954, Class SL<br>2.061% (5.94% - CME Term SOFR), 02/25/2050<sup>(c) (e)</sup> |  | 1433 |  | 166003 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4981, Class HS<br>2.111% (5.99% - CME Term SOFR), 06/25/2050<sup>(c) (e)</sup> |  | 12854 |  | 1362738 |
|  Federal National Mortgage Association REMICS<br>Series 2015-26, Class SH<br>2.461% (6.34% - CME Term SOFR), 05/25/2045<sup>(c) (e)</sup> |  | 3952 |  | 460087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-106, Class ES<br>2.011% (5.89% - CME Term SOFR), 01/25/2047<sup>(c) (e)</sup> |  | 2371 |  | 275939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-62, Class AS<br>2.161% (6.04% - CME Term SOFR), 08/25/2047<sup>(c) (e)</sup> |  | 2899 |  | 333533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class SW<br>2.211% (6.09% - CME Term SOFR), 12/25/2047<sup>(c) (e)</sup> |  | 4139 |  | 503314 |
|  Government National Mortgage Association<br>Series 2017-122, Class SA<br>2.352% (6.09% - CME Term SOFR 1 Month), 08/20/2047<sup>(c) (e)</sup> |  | 3572 |  | 451356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-134, Class MS<br>2.352% (6.09% - CME Term SOFR 1 Month), 09/20/2047<sup>(c) (e)</sup> |  | 4065 |  | 538817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-43, Class ST<br>2.252% (5.99% - CME Term SOFR 1 Month), 03/20/2047<sup>(c) (e)</sup> |  | 5134 |  | 610716 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840238 |
|  **Non-Agency Floating Rate – 0.1%** | **Non-Agency Floating Rate – 0.1%** | **Non-Agency Floating Rate – 0.1%** | **Non-Agency Floating Rate – 0.1%** | **Non-Agency Floating Rate – 0.1%** |
|  Deutsche Alt-A Securities Mortgage Loan Trust<br>Series 2006-AR4, Class A2<br>4.226% (CME Term SOFR 1 Month + 0.49%), 12/25/2036<sup>(c)</sup> | Deutsche Alt-A Securities Mortgage Loan Trust<br>Series 2006-AR4, Class A2<br>4.226% (CME Term SOFR 1 Month + 0.49%), 12/25/2036<sup>(c)</sup> | 3407 |  | 1071504 |
|  Federal Home Loan Mortgage Corp. Mscr Trust Mn1<br>Series 2021-MN1, Class M1<br>5.874% (CME Term SOFR + 2.00%), 01/25/2051<sup>(a) (c)</sup> | Federal Home Loan Mortgage Corp. Mscr Trust Mn1<br>Series 2021-MN1, Class M1<br>5.874% (CME Term SOFR + 2.00%), 01/25/2051<sup>(a) (c)</sup> | 236 |  | 235253 |
|  HomeBanc Mortgage Trust<br>Series 2005-1, Class A1<br>4.346% (CME Term SOFR 1 Month + 0.61%), 03/25/2035<sup>(c)</sup> | HomeBanc Mortgage Trust<br>Series 2005-1, Class A1<br>4.346% (CME Term SOFR 1 Month + 0.61%), 03/25/2035<sup>(c)</sup> | 408 |  | 335889 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  JPMorgan Chase Bank NA - CHASE<br>Series 2019-CL1, Class M3<br>5.946% (CME Term SOFR 1 Month + 2.21%), 04/25/2047<sup>(a) (c)</sup> | U.S.$| 568 | $| 577214 |
|  Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates<br>Series 2004-1, Class 1A<br>4.446% (CME Term SOFR 1 Month + 0.71%), 04/25/2034<sup>(c)</sup> |  | 2 |  | 1715 |
|  |  |  |  | 2221575 |
|  Total Collateralized Mortgage Obligations<br>(cost $248,523,451) | Total Collateralized Mortgage Obligations<br>(cost $248,523,451) | Total Collateralized Mortgage Obligations<br>(cost $248,523,451) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247977731 |
|  **ASSET-BACKED SECURITIES – 5.5%** | **ASSET-BACKED SECURITIES – 5.5%** | **ASSET-BACKED SECURITIES – 5.5%** | **ASSET-BACKED SECURITIES – 5.5%** | **ASSET-BACKED SECURITIES – 5.5%** |
|  **Autos - Fixed Rate – 2.9%** | **Autos - Fixed Rate – 2.9%** | **Autos - Fixed Rate – 2.9%** | **Autos - Fixed Rate – 2.9%** | **Autos - Fixed Rate – 2.9%** |
|  ACM Auto Trust<br>Series 2024-2A, Class A<br>6.06%, 02/20/2029<sup>(a)</sup> |  | 1321 |  | 1321741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A<br>5.38%, 06/20/2029<sup>(a)</sup> |  | 1497 |  | 1496227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A<br>5.55%, 06/20/2028<sup>(a)</sup> |  | 5959 |  | 5959483 |
|  American Credit Acceptance Receivables Trust<br>Series 2025-2, Class B<br>4.85%, 05/14/2029<sup>(a)</sup> |  | 9890 |  | 9949524 |
|  Arivo Acceptance Auto Loan Receivables Trust<br>Series 2024-1A, Class A<br>6.46%, 04/17/2028<sup>(a)</sup> |  | 286 |  | 287247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2<br>4.92%, 05/15/2029<sup>(a)</sup> |  | 5270 |  | 5266895 |
|  AutoNation Finance Trust<br>Series 2025-1A, Class A2<br>4.72%, 04/10/2028<sup>(a)</sup> |  | 7382 |  | 7397877 |
|  Avis Budget Rental Car Funding AESOP LLC<br>Series 2023-3A, Class A<br>5.44%, 02/22/2028<sup>(a)</sup> |  | 4800 |  | 4857478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-5A, Class B<br>6.12%, 04/20/2028<sup>(a)</sup> |  | 3817 |  | 3889035 |
|  Carvana Auto Receivables Trust<br>Series 2021-N3, Class C<br>1.02%, 06/12/2028 |  | 272 |  | 264229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N4, Class D<br>2.30%, 09/11/2028 |  | 474 |  | 463924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-P4, Class D<br>2.61%, 09/11/2028 |  | 4063 |  | 3928684 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-P4, Class A2<br>4.62%, 02/10/2028 |  | 1170 |  | 1171062 |
|  CPS Auto Receivables Trust<br>Series 2021-C, Class D<br>1.69%, 06/15/2027<sup>(a)</sup> |  | 182 |  | 181804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-C, Class A<br>5.88%, 02/15/2028<sup>(a)</sup> |  | 339 |  | 339523 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  FHF Trust<br>Series 2023-1A, Class A2<br>6.57%, 06/15/2028<sup>(a)</sup> | U.S.$| 562 | $565147 |
|  Flagship Credit Auto Trust<br>Series 2024-3, Class A<br>4.88%, 11/15/2028<sup>(a)</sup> |  | 1582 | 1580247 |
|  Ford Credit Auto Owner Trust<br>Series 2021-1, Class D<br>2.31%, 10/17/2033<sup>(a)</sup> |  | 5650 | 5604919 |
|  Lendbuzz Securitization Trust<br>Series 2023-1A, Class A2<br>6.92%, 08/15/2028<sup>(a)</sup> |  | 1822 | 1840811 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2A, Class A2<br>7.09%, 10/16/2028<sup>(a)</sup> |  | 1199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2<br>5.10%, 10/15/2030<sup>(a)</sup> |  | 6779 | 6779506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2<br>5.18%, 05/15/2030<sup>(a)</sup> |  | 6640 | 6671274 |
|  Lobel Automobile Receivables Trust<br>Series 2025-1, Class A<br>5.06%, 11/15/2027<sup>(a)</sup> |  | 3250 | 3255947 |
|  OCCU Auto Receivables Trust<br>Series 2025-1A, Class A2<br>4.82%, 04/17/2028<sup>(a)</sup> |  | 10007 | 10035156 |
|  Prestige Auto Receivables Trust<br>Series 2025-1A, Class A2<br>4.87%, 12/15/2027<sup>(a)</sup> |  | 5718 | 5718691 |
|  Research-Driven Pagaya Motor Asset Trust<br>Series 2025-4A, Class A2<br>5.124%, 04/25/2034<sup>(a)</sup> |  | 10656 | 10697387 |
|  Research-Driven Pagaya Motor Trust<br>Series 2024-1A, Class A<br>7.09%, 06/25/2032<sup>(a)</sup> |  | 1380 | 1387372 |
|  Santander Drive Auto Receivables Trust<br>Series 2023-3, Class B<br>5.61%, 07/17/2028 |  | 2507 | 2515073 |
|  SBNA Auto Receivables Trust<br>Series 2025-SF1, Class B<br>5.12%, 03/17/2031<sup>(a)</sup> |  | 491 | 491387 |
|  Tesla Auto Lease Trust<br>Series 2024-A, Class A3<br>5.30%, 06/21/2027<sup>(a)</sup> |  | 1594 | 1599149 |
|  Tricolor Auto Securitization Trust<br>Series 2024-2A, Class A<br>6.36%, 12/15/2027<sup>(f) (g) (h) (i)</sup> |  | 604 | 583777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A<br>4.94%, 02/15/2029<sup>(f) (g) (i)</sup> |  | 6558 | 3926403 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A<br>5.12%, 01/16/2029<sup>(f) (g) (h) (i)</sup> |  | 9430 | 5929250 |
|  United Auto Credit Securitization Trust<br>Series 2025-1, Class A<br>4.80%, 06/10/2027<sup>(a)</sup> |  | 2684 | 2686159 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Westlake Automobile Receivables Trust<br>Series 2023-P1, Class C<br>6.44%, 06/15/2027 <sup>(a)</sup> | U.S.$| 2202 | $| 2213882 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122071480 |
|  **Other ABS - Fixed Rate – 2.0%** | **Other ABS - Fixed Rate – 2.0%** | **Other ABS - Fixed Rate – 2.0%** | **Other ABS - Fixed Rate – 2.0%** | **Other ABS - Fixed Rate – 2.0%** |
|  AB Issuer LLC<br>Series 2021-1, Class A2<br>3.734%, 07/30/2051 <sup>(a)</sup> |  | 8021 |  | 7612780 |
|  Affirm Asset Securitization Trust<br>Series 2024-X2, Class A<br>5.22%, 12/17/2029<sup>(a)</sup> |  | 369 |  | 369090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-X1, Class A<br>5.08%, 04/15/2030<sup>(a)</sup> |  | 3127 |  | 3131242 |
|  Amur Equipment Finance Receivables XI LLC<br>Series 2022-2A, Class A2<br>5.30%, 06/21/2028 <sup>(a)</sup> |  | 232 |  | 232323 |
|  College Ave Student Loans LLC<br>Series 2021-C, Class B<br>2.72%, 07/26/2055 <sup>(a)</sup> |  | 1438 |  | 1340369 |
|  Diamond Infrastructure Funding LLC<br>Series 2021-1A, Class B<br>2.355%, 04/15/2049 <sup>(a)</sup> |  | 3651 |  | 3556095 |
|  Diamond Issuer LLC<br>Series 2021-1A, Class A<br>2.305%, 11/20/2051 <sup>(a)</sup> |  | 7711 |  | 7399620 |
|  Equify ABS LLC<br>Series 2024-1A, Class A<br>5.43%, 04/18/2033 <sup>(a)</sup> |  | 2853 |  | 2857680 |
|  GCI Funding I LLC<br>Series 2021-1, Class A<br>2.38%, 06/18/2046 <sup>(a)</sup> |  | 1631 |  | 1530318 |
|  Hardee's Funding LLC<br>Series 2018-1A, Class A23<br>5.71%, 06/20/2048<sup>(a)</sup> |  | 3108 |  | 3090315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class A2<br>3.981%, 12/20/2050<sup>(a)</sup> |  | 2518 |  | 2437018 |
|  MVW LLC<br>Series 2021-2A, Class B<br>1.83%, 05/20/2039 <sup>(a)</sup> |  | 1030 |  | 981951 |
|  Neighborly Issuer LLC<br>Series 2022-1A, Class A2<br>3.695%, 01/30/2052<sup>(a)</sup> |  | 5316 |  | 5031329 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2<br>7.308%, 01/30/2053<sup>(a)</sup> |  | 6452 |  | 6537337 |
|  Nelnet Student Loan Trust<br>Series 2021-BA, Class B<br>2.68%, 04/20/2062<sup>(a)</sup> |  | 2008 |  | 1803885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CA, Class B<br>2.53%, 04/20/2062<sup>(a)</sup> |  | 3421 |  | 3006507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class B<br>2.90%, 04/20/2062<sup>(a)</sup><br>|  | 3096 |  | 2795162 |

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------

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| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  NMEF Funding LLC<br>Series 2024-A, Class A2<br>5.15%, 12/15/2031 <sup>(a)</sup> | U.S.$| 5474 | $5508492 |
|  Oportun Funding Trust<br>Series 2024-3, Class A<br>5.26%, 08/15/2029<sup>(a)</sup> |  | 755 | 755553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A<br>4.96%, 08/16/2032<sup>(a)</sup> |  | 2064 | 2067087 |
|  Oportun Issuance Trust<br>Series 2024-2, Class A<br>5.86%, 02/09/2032 <sup>(a)</sup> |  | 107 | 106873 |
|  Pagaya AI Debt Grantor Trust<br>Series 2024-5, Class A<br>6.278%, 10/15/2031<sup>(a)</sup> |  | 1328 | 1335613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-9, Class B<br>5.306%, 03/15/2032<sup>(a)</sup> |  | 5762 | 5781552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3, Class A2<br>5.365%, 12/15/2032<sup>(a)</sup> |  | 655 | 660306 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A2<br>4.497%, 04/15/2033<sup>(a)</sup> |  | 2120 | 2121496 |
|  Pagaya AI Debt Trust<br>Series 2024-2, Class A<br>6.319%, 08/15/2031<sup>(a)</sup> |  | 1100 | 1103486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3, Class A<br>6.258%, 10/15/2031<sup>(a)</sup> |  | 1542 | 1546783 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A2<br>5.373%, 01/17/2033<sup>(a)</sup> |  | 500 | 504637 |
|  Pagaya Point of Sale Holdings Grantor Trust<br>Series 2025-1, Class A<br>5.715%, 01/20/2034 <sup>(a)</sup> |  | 3363 | 3389307 |
|  SoFi Consumer Loan Program Trust<br>Series 2025-4, Class A<br>4.24%, 08/25/2035 <sup>(a)</sup> |  | 9143 | 9152942 |
|  |  |  | 87747148 |
|  **Credit Cards - Fixed Rate – 0.6%** |  |  |  |
|  Brex Commercial Charge Card Master Trust<br>Series 2024-1, Class A1<br>6.05%, 07/15/2027 <sup>(a)</sup> |  | 6026 | 6044199 |
|  Mission Lane Credit Card Master Trust<br>Series 2024-A, Class A1<br>6.20%, 08/15/2029<sup>(a)</sup> |  | 4135 | 4160977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-B, Class A<br>5.88%, 01/15/2030<sup>(a)</sup> |  | 10160 | 10230437 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-A, Class A<br>5.80%, 05/15/2030<sup>(a)</sup> |  | 4940 | 4996190 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25431803 |
|  **Other ABS - Floating Rate – 0.0%** |  |  |  |
|  Pagaya AI Debt Grantor Trust<br>Series 2025-1, Class A<br>5.156%, 07/15/2032<sup>(a)</sup> |  | 561 | 565940 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5, Class A<br>4.865%, 03/15/2033<sup>(a)</sup> | U.S.$| 945 | $947322 |
|  |  |  | 1513262 |
|  Total Asset-Backed Securities<br>(cost $244,818,580) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236763693 |
|  **INFLATION-LINKED SECURITIES – 2.0%** |  |  |  |
|  **United States – 2.0%** |  |  |  |
|  U.S. Treasury Inflation Index<br>0.125%, 07/15/2030 (TIPS) |  | 20155 | 19049920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 07/15/2029 (TIPS) |  | 67459 | 65055603 |
|  Total Inflation-Linked Securities<br>(cost $82,477,089) |  |  | 84105523 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.3%** |  |  |  |
|  **Non-Agency Floating Rate CMBS – 0.8%** |  |  |  |
|  ALA Trust<br>Series 2025-OANA, Class A<br>5.494% (CME Term SOFR 1 Month + 1.74%), 06/15/2040<sup>(a) (c)</sup> |  | 7553 | 7580899 |
|  AREIT Trust<br>Series 2022-CRE6, Class A<br>5.187% (CME Term SOFR + 1.25%), 01/20/2037<sup>(a) (c)</sup> |  | 5761 | 5750388 |
|  BHMS Commercial Mortgage Trust<br>Series 2025-ATLS, Class A<br>5.60% (CME Term SOFR 1 Month + 1.85%), 08/15/2042<sup>(a) (c)</sup> |  | 7313 | 7340488 |
|  BX Commercial Mortgage Trust<br>Series 2019-IMC, Class D<br>5.696% (CME Term SOFR 1 Month + 1.95%), 04/15/2034<sup>(a) (c)</sup> |  | 1772 | 1748496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-IMC, Class E<br>5.946% (CME Term SOFR 1 Month + 2.20%), 04/15/2034<sup>(a) (c)</sup> |  | 6595 | 6488167 |
|  CLNY Trust<br>Series 2019-IKPR, Class D<br>6.174% (CME Term SOFR 1 Month + 2.39%), 11/15/2038<sup>(a) (c)</sup> |  | 2751 | 2586059 |
|  Natixis Commercial Mortgage Securities Trust<br>Series 2019-MILE, Class A<br>5.33% (CME Term SOFR 1 Month + 1.58%), 07/15/2036<sup>(a) (c)</sup> |  | 2335 | 2215260 |
|  |  |  | 33709757 |
|  **Non-Agency Fixed Rate CMBS – 0.5%** |  |  |  |
|  Barclays Commercial Mortgage Trust<br>Series 2019-C3, Class B<br>4.096%, 05/15/2052 |  | 3523 | 3328619 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  GS Mortgage Securities Trust<br>Series 2011-GC5, Class D<br>5.166%, 08/10/2044<sup>(a)</sup> | U.S.$| 333 | $256859 |
|  GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A1<br>1.433%, 08/15/2026<sup>(g)</sup> |  | 1014 | 1010915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A2<br>2.435%, 08/15/2026<sup>(g)</sup> |  | 9371 | 9285860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class AS<br>2.638%, 08/15/2026<sup>(g)</sup> |  | 249 | 243361 |
|  JP Morgan Chase Commercial Mortgage<br>Securities Trust<br>Series 2016-JP3, Class B<br>3.397%, 08/15/2049 |  | 3000 | 2791469 |
|  JPMBB Commercial Mortgage Securities Trust<br>Series 2013-C14, Class D<br>4.037%, 08/15/2046<sup>(a)</sup> |  | 2527 | 1949424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C27, Class AS<br>3.634%, 02/15/2048 |  | 3415 | 3176420 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2019-C51, Class B<br>3.836%, 06/15/2052 |  | 1269 | 1118496 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23161423 |
|  Total Commercial Mortgage-Backed Securities<br>(cost $58,511,822) |  |  | 56871180 |
|  **CORPORATES - NON-INVESTMENT GRADE – 1.1%** |  |  |  |
|  **Industrial – 1.0%** |  |  |  |
|  **Communications - Media – 0.1%** |  |  |  |
|  VZ Vendor Financing II BV<br>2.875%, 01/15/2029<sup>(a)</sup> | EUR | 2093 | 2322590 |
|  **Communications - Telecommunications – 0.0%** |  |  |  |
|  Altice France SA<br>4.75%, 10/15/2030<sup>(a)</sup> |  | 789 | 873964 |
|  **Consumer Cyclical - Automotive – 0.2%** |  |  |  |
|  Nissan Motor Co., Ltd.<br>4.345%, 09/17/2027<sup>(a)</sup> | U.S.$| 8330 | 8200968 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Hilton Domestic Operating Co., Inc.<br>5.875%, 04/01/2029<sup>(a)</sup> |  | 2297 | 2349142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/2032<sup>(a)</sup> |  | 1315 | 1359868 |
|  |  |  | 3709010 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Advance Auto Parts, Inc.<br>7.00%, 08/01/2030<sup>(a)</sup> |  | 6237 | 6279162 |
|  **Consumer Non-Cyclical – 0.2%** |  |  |  |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<br>3.50%, 03/15/2029<sup>(a)</sup> |  | 3900 | 3750435 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  CVS Health Corp.<br>6.75%, 12/10/2054 | U.S.$| 241 | $251729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055 |  | 4093 | 4293025 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV<br>2.875%, 04/30/2028<sup>(a)</sup> | EUR | 1420 | 1621758 |
|  |  |  | 9916947 |
|  **Energy – 0.2%** |  |  |  |
|  Sunoco LP<br>5.625%, 03/15/2031<sup>(a)</sup> | U.S.$| 3775 | 3794857 |
|  Venture Global Plaquemines LNG LLC<br>6.125%, 12/15/2030<sup>(a)</sup> |  | 3072 | 3127695 |
|  |  |  | 6922552 |
|  **Technology – 0.1%** |  |  |  |
|  Kioxia Holdings Corp.<br>6.625%, 07/24/2033<sup>(a)</sup> |  | 6333 | 6593096 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44818289 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  Vistra Corp.<br>7.00%, 12/15/2026<sup>(a) (b)</sup> |  | 2589 | 2624418 |
|  Total Corporates - Non-Investment Grade<br>(cost $47,029,175) |  |  | 47442707 |
|  **AGENCIES – 0.9%** |  |  |  |
|  **Agency Debentures – 0.9%** |  |  |  |
|  Federal Home Loan Banks<br>4.00%, 06/30/2028 |  | 27220 | 27531669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/08/2028 |  | 8990 | 9273005 |
|  Total Agencies<br>(cost $36,289,141) |  |  | 36804674 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.6%** |  |  |  |
|  **Colombia – 0.1%** |  |  |  |
|  Colombia Government International Bond<br>3.125%, 04/15/2031 |  | 2490 | 2160075 |
|  **Ecuador – 0.2%** |  |  |  |
|  Amazon Conservation DAC<br>6.034%, 01/16/2042<sup>(a)</sup> |  | 5572 | 5772425 |
|  GPS Blue Financing DAC<br>5.645%, 11/09/2041<sup>(g)</sup> |  | 4889 | 4863332 |
|  |  |  | 10635757 |
|  **Mexico – 0.1%** |  |  |  |
|  Mexico Government International Bond<br>5.375%, 03/22/2033 |  | 3485 | 3452694 |
|  **Romania – 0.2%** |  |  |  |
|  Romanian Government International Bond<br>5.75%, 09/16/2030<sup>(a)</sup> |  | 10020 | 10321402 |
|  Total Governments - Sovereign Bonds<br>(cost $26,433,310) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26569928 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.5%** |  |  |  |
|  **United States – 0.5%** |  |  |  |
|  State Board of Administration Finance Corp.<br> (Florida Hurricane Catastrophe Fund)<br>Series 2020-A<br>1.705%, 07/01/2027 | U.S.$| 6821 | $6616914 |
|  State of California<br> (State of California)<br>Series 2010<br>7.625%, 03/01/2040 |  | 8520 | 10271976 |
|  University of California<br> (University of California)<br>Series 2021-B<br>3.071%, 05/15/2051 |  | 7960 | 5400472 |
|  Total Local Governments - US Municipal Bonds<br>(cost $23,335,628) |  |  | 22289362 |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.4%** |  |  |  |
|  **Industrial – 0.3%** |  |  |  |
|  **Basic – 0.1%** |  |  |  |
|  Braskem Netherlands Finance BV<br>4.50%, 01/10/2028<sup>(a)</sup> |  | 5326 | 2198413 |
|  CSN Resources SA<br>4.625%, 06/10/2031<sup>(a)</sup> |  | 538 | 412000 |
|  |  |  | 2610413 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Wynn Macau Ltd.<br>5.625%, 08/26/2028<sup>(a)</sup> |  | 2862 | 2856333 |
|  **Energy – 0.1%** |  |  |  |
|  Ecopetrol SA<br>8.375%, 01/19/2036 |  | 2327 | 2386571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 01/19/2029 |  | 3217 | 3450715 |
|  Oleoducto Central SA<br>4.00%, 07/14/2027<sup>(a)</sup> |  | 319 | 314018 |
|  |  |  | 6151304 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11618050 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.0%** |  |  |  |
|  Terraform Global Operating LP<br>6.125%, 03/01/2026<sup>(a)</sup> |  | 217 | 215091 |
|  **Other Utility – 0.1%** |  |  |  |
|  Aegea Finance SARL<br>6.75%, 05/20/2029<sup>(a)</sup> |  | 538 | 542455 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 01/20/2036<sup>(a)</sup> | U.S.$| 6547 | $6250977 |
|  |  |  | 6793432 |
|  |  |  | 7008523 |
|  Total Emerging Markets - Corporate Bonds<br>(cost $20,622,338) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18626573 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 0.3%** |  |  |  |
|  **CLO - Floating Rate – 0.3%** |  |  |  |
|  AGL CLO 10 Ltd.<br>Series 2021-10A, Class AR<br>5.215% (CME Term SOFR 3 Month + 1.31%), 04/15/2034<sup>(a) (c)</sup> |  | 3425 | 3427983 |
|  Ballyrock CLO 27 Ltd.<br>Series 2024-27A, Class A1A<br>5.208% (CME Term SOFR 3 Month + 1.35%), 10/25/2037<sup>(a) (c)</sup> |  | 3533 | 3537001 |
|  Benefit Street Partners CLO XXXVIII Ltd.<br>Series 2024-38A, Class A<br>5.168% (CME Term SOFR 3 Month + 1.31%), 01/25/2038<sup>(a) (c)</sup> |  | 4053 | 4058093 |
|  OCP CLO Ltd.<br>Series 2024-34A, Class A1<br>5.265% (CME Term SOFR 3 Month + 1.36%), 10/15/2037<sup>(a) (c)</sup> |  | 2778 | 2783746 |
|  Rad CLO 14 Ltd.<br>Series 2021-14A, Class A<br>5.336% (CME Term SOFR 3 Month + 1.43%), 01/15/2035<sup>(a) (c)</sup> |  | 829 | 828876 |
|  Total Collateralized Loan Obligations<br>(cost $14,597,886) |  |  | 14635699 |
|  **QUASI-SOVEREIGNS – 0.2%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.2%** |  |  |  |
|  **Mexico – 0.2%** |  |  |  |
|  Comision Federal de Electricidad<br>4.688%, 05/15/2029<sup>(a)</sup> |  | 1800 | 1779480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/24/2030<sup>(a)</sup> |  | 4505 | 4577080 |
|  Total Quasi-Sovereigns<br>(cost $6,303,002) |  |  | 6356560 |
|  **EMERGING MARKETS - SOVEREIGNS – 0.1%** |  |  |  |
|  **Mexico – 0.1%** |  |  |  |
|  Eagle Funding Luxco SARL<br>5.50%, 08/17/2030<sup>(a)</sup><br>(cost $4,896,460) |  | 4908 | 4991436 |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.0%** |  |  |  |
|  **Kazakhstan – 0.0%** |  |  |  |
|  Baiterek National Managing Holding JSC<br>5.45%, 05/08/2028<sup>(a)</sup><br>(cost $1,324,222) |  | 1330 | 1347077 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 0.0%** |  |  |  |
|  **Communication Services – 0.0%** |  |  |  |
|  **Diversified Telecommunication Services – 0.0%** |  |  |  |
|  Altice France SA/LuxCo3<sup>(f) (h) (j)</sup><br>(cost $96,326) |  | 5298 | $93393 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **SHORT-TERM INVESTMENTS – 9.1%** |  |  |  |
|  **U.S. Treasury Bills – 9.1%** |  |  |  |
|  U.S. Treasury Bill<br>Zero Coupon, 02/12/2026 | U.S.$| 178701 | 177969243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 03/05/2026 |  | 214711 | 213400527 |
|  Total Short-Term Investments<br>(cost $391,265,369) |  |  | 391369770 |
|  **Total Investments – 104.7%**<br> (cost $4,583,355,495)<sup>(k)</sup> |  |  | 4489772227 |
|  Other assets less liabilities – (4.7)% |  |  | (202209202) |
|  **Net Assets – 100.0%** |  |  | $**4287563025** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of<br>Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized<br>Appreciation**<br> **(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| Australian 10 Yr Bond Futures | 796 | March 2026 | $58159096 | $(119469) |
| U.S. 10 Yr Ultra Futures | 1 | March 2026 | 115016 | (126) |
| U.S. Long Bond (CBT) Futures | 86 | March 2026 | 9941063 | (108153) |
| U.S. T-Note 2 Yr (CBT) Futures | 604 | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126108593 | (15130) |
| U.S. T-Note 5 Yr (CBT) Futures | 4752 | March 2026 | 519415877 | (413946) |
| U.S. T-Note 10 Yr (CBT) Futures | 177 | March 2026 | 19901438 | (166012) |
| U.S. Ultra Bond (CBT) Futures | 1261 | March 2026 | 148798000 | (3301430) |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| Japan 10 Yr Bond (OSE) Futures | 152 | March 2026 | 128487743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013931 |
|  |  |  |  | $(3110335) |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br>**Deliver**<br>**(000)** | **Contracts to**<br>**Deliver**<br>**(000)** | **In Exchange**<br>**For**<br> **(000)** | **In Exchange**<br>**For**<br> **(000)** | **Settlement**<br>**Date** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| Bank of New York (The) | JPY | 1625850 | USD | 10559 | 01/30/2026 | $156788 |
| Morgan Stanley Capital Services, Inc. | EUR | 2966 | USD | 3434 | 01/29/2026 | (55690) |
| Morgan Stanley Capital Services, Inc. | JPY | 5856062 | USD | 38569 | 01/30/2026 | 1102755 |
| State Street Bank & Trust Co. | USD | 500 | JPY | 75292 | 01/30/2026 | (18058) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185795 |

---

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount**<br> **(000)** | **Notional<br>Amount**<br> **(000)** | <br>**Termination**<br>**Date** | **Payments**<br>**made**<br>**by the**<br>**Fund** | **Payments**<br>**received**<br>**by the**<br>**Fund** | <br>**Payment<br>Frequency<br>Paid/**<br>**Received** |<br>**Market**<br>**Value** |<br>**Upfront**<br>**Premiums**<br>**Paid**<br>**(Received)** |<br>**Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| USD | 19060 | 12/13/2029 | 1.537% | 1 Day SOFR | Annual | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330353 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119992 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210361 |

---

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

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At December 31, 2025, the aggregate market value of these securities amounted to $941,351,768 or 22.0% of net assets.* 

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

*(c)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at December 31, 2025.* 

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

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

*(f)* *Non-income producing security.* 

*(g)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.60% of net assets as of December 31, 2025, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *GPS Blue Financing DAC<br>5.645%, 11/09/2041* | *05/18/2023-05/22/2023* | $*4894072* | | $*4863332* | | *0.11%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A1<br>1.433%, 08/15/2026* | *12/20/2021-08/03/2023* | *900878* | | *1010915* | | *0.02%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A2<br>2.435%, 08/15/2026* | *02/25/2021-09/06/2022* | *9410602* | | *9285860* | | *0.22%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class AS<br>2.638%, 08/15/2026* | *02/25/2021-04/01/2021* | *249857* | | *243361* | | *0.01%* |
|  *Tricolor Auto Securitization Trust<br>Series 2025-1A, Class A<br>4.94%, 02/15/2029* | *03/11/2025* | *6557787* | | *3926403* | | *0.09%* |
|  *Tricolor Auto Securitization Trust<br>Series 2025-2A, Class A<br>5.12%, 01/16/2029* | *06/10/2025* | *9429358* | | *5929250* | | *0.14%* |
|  *Tricolor Auto Securitization Trust<br>Series 2024-2A, Class A<br>6.36%, 12/15/2027* | *05/14/2024* | *604440* | | *583777* | | *0.01%* |

---

*(h)* *Fair valued by the Adviser.* 

*(i)* *Defaulted.* 

*(j)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(k)* *As of December 31, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $54,839,552 and gross unrealized depreciation of investments was $(150,136,999), resulting in net unrealized depreciation of $(95,297,447).* 

------

*Currency Abbreviations:* 

*EUR – Euro* 

*JPY – Japanese Yen* 

*USD – United States Dollar* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*ARMs – Adjustable Rate Mortgages* 

*CBT – Chicago Board of Trade* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Mercantile Exchange* 

*JSC – Joint Stock Company* 

*OSE – Osaka Securities Exchange* 

*REIT – Real Estate Investment Trust* 

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

*SOFR – Secured Overnight Financing Rate* 

*TBA – To Be Announced* 

*TIPS – Treasury Inflation Protected Security* 

------

**AB Core Bond Portfolio** 

**December 31, 2025 (unaudited)** 

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

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

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

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

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

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

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

------

The following table summarizes the valuation of the Portfolio's investments by the above fair value hierarchy levels as of December 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Governments - Treasuries | $— | $1286662257 | $— | $1286662257 |
| Corporates - Investment Grade |  | 1125439163 |  | 1125439163 |
| Mortgage Pass-Throughs |  | 881425501 |  | 881425501 |
| Collateralized Mortgage Obligations |  | 247977731 |  | 247977731 |
| Asset-Backed Securities |  | 236763693 |  | 236763693 |
| Inflation-Linked Securities |  | 84105523 |  | 84105523 |
| Commercial Mortgage-Backed Securities |  | 56871180 |  | 56871180 |
| Corporates - Non-Investment Grade |  | 47442707 |  | 47442707 |
| Agencies |  | 36804674 |  | 36804674 |
| Governments - Sovereign Bonds |  | 26569928 |  | 26569928 |
| Local Governments - US Municipal Bonds |  | 22289362 |  | 22289362 |
| Emerging Markets - Corporate Bonds |  | 18626573 |  | 18626573 |
| Collateralized Loan Obligations |  | 14635699 |  | 14635699 |
| Quasi-Sovereigns |  | 6356560 |  | 6356560 |
| Emerging Markets - Sovereigns |  | 4991436 |  | 4991436 |
| Governments - Sovereign Agencies |  | 1347077 |  | 1347077 |
| Common Stocks |  |  | 93393 | 93393 |
| Short-Term Investments |  | 391369770 |  | 391369770 |
| Total Investments in Securities |  | 4489678834 | 93393 | 4489772227 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013931 |  |  | 1013931 |
| Forward Currency Exchange Contracts |  | 1259543 |  | 1259543 |
| Centrally Cleared Interest Rate Swaps |  | 1330353 |  | 1330353 |
| **Liabilities:** |  |  |  |  |
| Futures | (4124266) |  |  | (4124266) |
| Forward Currency Exchange Contracts |  | (73748) |  | (73748) |
| **Total** | $**(3110335)** | $**4492194982** | $**93393** | $**4489178040** |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4823593273.93

**Total Liabilities:** $534413985.19

**Net Assets:** $4289179288.74

**Cash Not Reported:** $300716817.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5627.17000000 | **1-Year:** -109567.23000000 | **5-Year:** -262023.77000000 | **10-Year:** -194848.81000000 | **30-Year:** -35658.13000000

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

- **3-Month:** -1516.16000000 | **1-Year:** -14651.71000000 | **5-Year:** -20803.46000000 | **10-Year:** -8056.58000000 | **30-Year:** -16.23000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030494 | 0.52%                | 0.59%                | -0.20%               |
| Class ID C000213292 | 0.60%                |  |  |
| Class ID C000213293 | 0.49%                |  |  |
| Class ID C000213294 | 0.61%                | 0.75%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $893001.57               | $5462117.42                                |
| Month 2  | $606758.02               | $9799441.21                                |
| Month 3  | $2429837.20              | $-24975550.30                              |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU:IND

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Issuer LLC                                     | AB Issuer LLC                                                                                             | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8020904 | PA      | $7612780.02   | 0.18%             | 2051-07-30      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                          | AES Panama Generation Holdings SRL                                                                        | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1558960 | PA      | $1456380.62   | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                      | AES Andes SA                                                                                              | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    6158000 | PA      | $6395945.12   | 0.15%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                                                   | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4121648.40   | 0.10%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2716868.90   | 0.06%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                    | AGL CLO 10 Ltd                                                                                            | CUSIP: 00119YAJ2<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |    3425000 | PA      | $3427983.18   | 0.08%             | 2034-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                             | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1569000 | PA      | $1666042.65   | 0.04%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                             | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5091000 | PA      | $5254624.74   | 0.12%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2025-1                                                                                     | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1496813 | PA      | $1496226.56   | 0.03%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2025-2                                                                                     | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5958567 | PA      | $5959483.22   | 0.14%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                                  | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2034000 | PA      | $1953718.02   | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                                                    | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3671000 | PA      | $3701285.75   | 0.09%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                                                    | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    4045000 | PA      | $4083023.00   | 0.10%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2024-2                                                                                     | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1320804 | PA      | $1321740.94   | 0.03%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    6237000 | PA      | $6279162.12   | 0.15%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                        | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    6547000 | PA      | $6250977.40   | 0.15%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                                                 | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     368983 | PA      | $369090.06    | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3126683 | PA      | $3131242.24   | 0.07%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                             | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     530000 | PA      | $530005.30    | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7552590 | PA      | $7580898.62   | 0.18%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                     | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3750435.00   | 0.09%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                           | Alexander Funding Trust II                                                                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1719748.90   | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54968000 | PA      | $44408130.50  | 1.04%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69193000 | PA      | $58476194.42  | 1.36%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16763170 | PA      | $14815760.69  | 0.35%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9400528 | PA      | $8915079.09   | 0.21%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8559000 | PA      | $8353383.72   | 0.19%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33691000 | PA      | $33606772.50  | 0.78%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   89997099 | PA      | $91252135.54  | 2.13%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67485170 | PA      | $69280383.50  | 1.62%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25912511 | PA      | $26923705.28  | 0.63%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4741000 | PA      | $5002466.15   | 0.12%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1734357.90   | 0.04%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2323402.96   | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                              | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1658060.48   | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                              | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2893394.07   | 0.07%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                              | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2904032.74   | 0.07%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2006-24CB                                                                          | CUSIP: 02146TAR8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    1829733 | PA      | $877926.40    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                                          | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7028805.00   | 0.16%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                                            | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5533000 | PA      | $5549654.33   | 0.13%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                                            | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5533000 | PA      | $5509872.06   | 0.13%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                                                   | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |    5572000 | PA      | $5772424.84   | 0.13%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2025-2                                                       | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9890000 | PA      | $9949523.95   | 0.23%             | 2029-05-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                            | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2958000 | PA      | $3176744.10   | 0.07%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                            | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1583032.50   | 0.04%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9109000 | PA      | $9215939.66   | 0.21%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1515000 | PA      | $1375680.60   | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1936000 | PA      | $1927036.32   | 0.04%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3698000 | PA      | $3805611.80   | 0.09%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC            | Amur Equipment Finance Receivables XI LLC                                                                 | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     231861 | PA      | $232323.19    | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                                                 | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $3943260.20   | 0.09%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2024-1                                                       | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     285637 | PA      | $287247.52    | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                       | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5270000 | PA      | $5266895.44   | 0.12%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2022-CRE6 Trust                                                                                     | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5761063 | PA      | $5750388.08   | 0.13%             | 2037-01-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     606000 | PA      | $546799.86    | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3079000 | PA      | $2889887.82   | 0.07%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1082608.95   | 0.03%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     541000 | PA      | $555790.94    | 0.01%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6003074.00   | 0.14%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                                            | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2318000 | PA      | $2324559.94   | 0.05%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                   | AutoNation Finance Trust 2025-1                                                                           | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7381778 | PA      | $7397877.21   | 0.17%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     893000 | PA      | $879479.98    | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1460868.75   | 0.03%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1117838.00   | 0.03%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                  | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    4800000 | PA      | $4857478.08   | 0.11%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                  | CUSIP: 05377RHD9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3817000 | PA      | $3889034.81   | 0.09%             | 2028-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2906000 | PA      | $2885977.66   | 0.07%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     704000 | PA      | $822539.52    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6424000 | PA      | $6674664.48   | 0.16%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | Barclays Commercial Mortgage Trust 2019-C3                                                                | CUSIP: 05550MAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3523000 | PA      | $3328618.83   | 0.08%             | 2052-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                                                        | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   10014000 | PA      | $10115842.38  | 0.24%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                                                        | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     317000 | PA      | $319608.91    | 0.01%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8900000 | PA      | $9452156.00   | 0.22%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     475000 | PA      | $496189.75    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     469000 | PA      | $500746.61    | 0.01%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                          | Brex Commercial Charge Card Master Trust                                                                  | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6026000 | PA      | $6044199.12   | 0.14%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2019-IMC                                                                     | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1772174 | PA      | $1748496.51   | 0.04%             | 2034-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2019-IMC                                                                     | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6595459 | PA      | $6488166.71   | 0.15%             | 2034-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     414000 | PA      | $425546.46    | 0.01%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                          | Baiterek National Managing Holding JSC                                                                    | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    1330000 | PA      | $1347077.20   | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                     | Ballyrock CLO 27 Ltd                                                                                      | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |    3533305 | PA      | $3537000.84   | 0.08%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $930792.00    | 0.02%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3317408.00   | 0.08%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3201760.00   | 0.07%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3547424.00   | 0.08%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3233460.00   | 0.08%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                          | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2087990 | PA      | $2193433.04   | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                      | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10267000 | PA      | $10706016.92  | 0.25%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                             | Bank of Ireland Group PLC                                                                                 | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    1428000 | PA      | $1482221.16   | 0.03%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                            | Banque Federative du Credit Mutuel SA                                                                     | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9994000 | PA      | $10387863.54  | 0.24%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1648000 | PA      | $1675636.96   | 0.04%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3451000 | PA      | $3713793.65   | 0.09%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1360000 | PA      | $1522724.00   | 0.04%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     736000 | PA      | $749203.84    | 0.02%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2534000 | PA      | $2575025.46   | 0.06%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                                                  | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6489000 | PA      | $6581987.37   | 0.15%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XXXVIII Ltd                                                                   | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4052820 | PA      | $4058092.72   | 0.09%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                               | BHMS Commercial Mortgage Trust 2025-ATLS                                                                  | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7313000 | PA      | $7340488.10   | 0.17%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2660000 | PA      | $2616455.80   | 0.06%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6651000 | PA      | $6881989.23   | 0.16%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     904000 | PA      | $914106.72    | 0.02%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                             | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4768132.00   | 0.11%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3148274.80   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3689000 | PA      | $3753077.93   | 0.09%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1661000 | PA      | $1667361.63   | 0.04%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     873000 | PA      | $891009.99    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2006-13                                                                   | CUSIP: 12543TAU9<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-MBS          | CORP              | US        |     592888 | PA      | $257266.56    | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                       | CLNY Trust 2019-IKPR                                                                                      | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2751000 | PA      | $2586059.39   | 0.06%             | 2038-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                                                | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    5776000 | PA      | $5903072.00   | 0.14%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2021-C                                                                         | CUSIP: 12598CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     181980 | PA      | $181804.05    | 0.00%             | 2027-06-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                  | CSN Resources SA                                                                                          | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     538000 | PA      | $412000.40    | 0.01%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     241000 | PA      | $251729.32    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4093000 | PA      | $4293024.91   | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2005-20CB                                                                          | CUSIP: 12667GQL0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     220448 | PA      | $144267.64    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2006-J1                                                                            | CUSIP: 12668BKK8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     410904 | PA      | $273909.36    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    5127000 | PA      | $5216055.99   | 0.12%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2782000 | PA      | $2964360.10   | 0.07%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1593000 | PA      | $1615381.65   | 0.04%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                               | CALIFORNIA ST                                                                                             | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    8520000 | PA      | $10271976.12  | 0.24%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1933784.51   | 0.05%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5768000 | PA      | $6236188.56   | 0.15%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-P4                                                                    | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1170259 | PA      | $1171062.42   | 0.03%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                                               | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    3643000 | PA      | $3782599.76   | 0.09%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                                               | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    7256000 | PA      | $7225597.36   | 0.17%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N3                                                                    | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     271558 | PA      | $264228.89    | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N4                                                                    | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     473894 | PA      | $463924.47    | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P4                                                                    | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4063000 | PA      | $3928684.13   | 0.09%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                                                       | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   10001000 | PA      | $10052305.13  | 0.23%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                       | Cencosud SA                                                                                               | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    1110000 | PA      | $1161415.20   | 0.03%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                                                        | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2633000 | PA      | $2625680.26   | 0.06%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                                                        | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2841000 | PA      | $2837619.21   | 0.07%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     409000 | PA      | $416893.70    | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9309000 | PA      | $9413167.71   | 0.22%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     621000 | PA      | $625961.79    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                           | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3265662.80   | 0.08%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                                                         | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   10247000 | PA      | $10534940.70  | 0.25%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5373000 | PA      | $5368003.11   | 0.13%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5011000 | PA      | $5051488.88   | 0.12%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     431000 | PA      | $432163.70    | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3830961.25   | 0.09%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-C LLC                                                                      | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1438419 | PA      | $1340368.68   | 0.03%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2490000 | PA      | $2160075.00   | 0.05%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                          | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1800000 | PA      | $1779480.00   | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                          | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    4505000 | PA      | $4577080.00   | 0.11%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753ACJ1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3705307 | PA      | $3740834.24   | 0.09%             | 2043-04-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753CAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    8951049 | PA      | $8962688.82   | 0.21%             | 2045-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2052682 | PA      | $2051408.92   | 0.05%             | 2044-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    6435377 | PA      | $6608936.54   | 0.15%             | 2042-03-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1746986 | PA      | $1789298.70   | 0.04%             | 2042-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3513424 | PA      | $3532676.16   | 0.08%             | 2041-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754BAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     122630 | PA      | $122591.48    | 0.00%             | 2042-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    5000855 | PA      | $5111287.88   | 0.12%             | 2042-04-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754EAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2719917 | PA      | $2730587.46   | 0.06%             | 2043-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1458735 | PA      | $1457830.31   | 0.03%             | 2044-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754QAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    4388275 | PA      | $4470796.12   | 0.10%             | 2043-05-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2467953 | PA      | $2471737.07   | 0.06%             | 2045-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754VAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    5506068 | PA      | $5512847.42   | 0.13%             | 2045-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754XAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     628996 | PA      | $628606.01    | 0.01%             | 2044-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3464300 | PA      | $3466652.84   | 0.08%             | 2045-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4547906 | PA      | $4550339.60   | 0.11%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755AAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2177197 | PA      | $2219782.44   | 0.05%             | 2043-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    8753606 | PA      | $8753616.05   | 0.20%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755RAB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     518651 | PA      | $518490.02    | 0.01%             | 2044-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2549842 | PA      | $2552386.59   | 0.06%             | 2045-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3830335 | PA      | $3839124.48   | 0.09%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 207932AA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3000364 | PA      | $3059985.74   | 0.07%             | 2042-12-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 207941AA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2831937 | PA      | $2833767.73   | 0.07%             | 2044-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3219256 | PA      | $3244519.94   | 0.08%             | 2043-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                                                         | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10063000 | PA      | $9693687.90   | 0.23%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1880551.40   | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2940601.98   | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    6461000 | PA      | $5635542.64   | 0.13%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11410759 | PA      | $10256291.43  | 0.24%             | 2055-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4156513 | PA      | $3922071.53   | 0.09%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58866000 | PA      | $57341188.12  | 1.34%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48025000 | PA      | $47908548.98  | 1.12%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13531000 | PA      | $13661605.27  | 0.32%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38471926 | PA      | $39203050.33  | 0.91%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-C                                                                         | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     339128 | PA      | $339523.43    | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7161000 | PA      | $7615866.72   | 0.18%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2885000 | PA      | $2962116.05   | 0.07%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2852000 | PA      | $2824392.64   | 0.07%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9944000 | PA      | $9223954.96   | 0.22%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1240000 | PA      | $1270764.40   | 0.03%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1920000 | PA      | $1992460.80   | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                           | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4420000 | PA      | $4452973.20   | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   10401000 | PA      | $10407864.66  | 0.24%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     736000 | PA      | $756858.24    | 0.02%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                                             | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3407138 | PA      | $1071503.41   | 0.02%             | 2036-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4403000 | PA      | $4450200.16   | 0.10%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4421000 | PA      | $4405084.40   | 0.10%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     604000 | PA      | $594124.60    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1492000 | PA      | $1515096.16   | 0.04%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                                         | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4914000 | PA      | $4759159.86   | 0.11%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                | Diamond Infrastructure Funding LLC                                                                        | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3650820 | PA      | $3556094.73   | 0.08%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                | Diamond Issuer LLC                                                                                        | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7710557 | PA      | $7399619.54   | 0.17%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                                            | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2349194.32   | 0.05%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-18058.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $1102755.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-55690.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                           | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $156787.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC                          | Duke Energy Carolinas NC Storm Funding LLC                                                                | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3641000 | PA      | $2910251.30   | 0.07%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                                                   | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   10363000 | PA      | $10854517.09  | 0.25%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                                                      | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2549645.49   | 0.06%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    4908000 | PA      | $4991436.00   | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    3217000 | PA      | $3450715.05   | 0.08%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2327000 | PA      | $2386571.20   | 0.06%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                                                  | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1420000 | PA      | $1648080.40   | 0.04%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                  | ENA Master Trust                                                                                          | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    1235000 | PA      | $950295.45    | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                                             | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    6934000 | PA      | $7193678.30   | 0.17%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                                             | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2684000 | PA      | $2679356.68   | 0.06%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                                   | Equify ABS 2024-1 LLC                                                                                     | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2853056 | PA      | $2857679.55   | 0.07%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE8                                                                                      | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9898729 | PA      | $9897093.05   | 0.23%             | 2055-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                        | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3999000 | PA      | $3886748.07   | 0.09%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                        | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4126000 | PA      | $3941485.28   | 0.09%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Trust 2023-1                                                                                          | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     562486 | PA      | $565147.37    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21860 | PA      | $22001.37     | 0.00%             | 2028-09-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3128M43N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     295190 | PA      | $305911.64    | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                 | CUSIP: 3128NHRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         86 | PA      | $90.12        | 0.00%             | 2036-12-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                 | CUSIP: 3128NHWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        168 | PA      | $174.28       | 0.00%             | 2037-03-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31296L3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        341 | PA      | $347.64       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                                                   | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   27220000 | PA      | $27531669.00  | 0.64%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                                                   | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    8990000 | PA      | $9273005.20   | 0.22%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7080484 | PA      | $6094673.34   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20036283 | PA      | $17771135.32  | 0.41%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7086796 | PA      | $7190090.72   | 0.17%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y1SN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1786035 | PA      | $1728950.49   | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y2M60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     932145 | PA      | $951116.83    | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3BL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3109156 | PA      | $3096646.77   | 0.07%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3ZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1313621 | PA      | $1340767.08   | 0.03%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3083787 | PA      | $3070416.24   | 0.07%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31335A6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2421680 | PA      | $2370593.31   | 0.06%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31335AY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3519082 | PA      | $3447293.68   | 0.08%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133A1B92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3561215 | PA      | $3343724.94   | 0.08%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B6UF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13841815 | PA      | $12398082.00  | 0.29%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B93N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11870201 | PA      | $10173007.83  | 0.24%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B93R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6933905 | PA      | $5955501.09   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KGSG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4577823 | PA      | $4296815.79   | 0.10%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KGXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3301385 | PA      | $3098731.89   | 0.07%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KNWY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21603921 | PA      | $17669710.90  | 0.41%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31346YA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1194962 | PA      | $1121610.33   | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31346YAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1683575 | PA      | $1580230.22   | 0.04%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136ANQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3951844 | PA      | $460086.67    | 0.01%             | 2045-05-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136ANRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3871565 | PA      | $510760.03    | 0.01%             | 2045-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136AUZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2371039 | PA      | $275939.44    | 0.01%             | 2047-01-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2898917 | PA      | $333533.49    | 0.01%             | 2047-08-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136B0DZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4139316 | PA      | $503313.54    | 0.01%             | 2047-12-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371J7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        529 | PA      | $550.14       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371K3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254184 | PA      | $262405.56    | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371LTJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        708 | PA      | $747.98       | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BFLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5144452 | PA      | $547061.00    | 0.01%             | 2044-12-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BPFZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3293743 | PA      | $354097.81    | 0.01%             | 2046-05-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2134840 | PA      | $236575.54    | 0.01%             | 2047-06-15      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137F6MD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5297209 | PA      | $861997.36    | 0.02%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137F6RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10503393 | PA      | $2615363.69   | 0.06%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1433285 | PA      | $166002.96    | 0.00%             | 2050-02-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12854090 | PA      | $1362737.96   | 0.03%             | 2050-06-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FVXJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7387946 | PA      | $1334028.81   | 0.03%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     570870 | PA      | $589493.94    | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     933044 | PA      | $894582.10    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138MFS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8644030 | PA      | $8282311.33   | 0.19%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WENA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2011936 | PA      | $1835318.72   | 0.04%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82519 | PA      | $79924.95     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4577 | PA      | $4433.32      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145373 | PA      | $140802.36    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     262725 | PA      | $254352.63    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195145 | PA      | $188926.47    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3304429 | PA      | $3200537.81   | 0.07%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14180 | PA      | $13727.89     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJKX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     406533 | PA      | $393408.66    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120469 | PA      | $116578.54    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81804 | PA      | $79162.39     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5532673 | PA      | $5290196.08   | 0.12%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WQKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     515002 | PA      | $492173.87    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4562583 | PA      | $4440343.71   | 0.10%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2004-T5                                                                          | CUSIP: 31394AXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1042962 | PA      | $1031409.86   | 0.02%             | 2035-05-28      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126947 | PA      | $131267.53    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138659 | PA      | $143338.64    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     502199 | PA      | $520163.14    | 0.01%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     683218 | PA      | $707178.69    | 0.02%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129458 | PA      | $134240.46    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31403NCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         60 | PA      | $61.46        | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140E6KU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3475096 | PA      | $3162052.40   | 0.07%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140EBTE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6276 | PA      | $6099.52      | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140EVAP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19371 | PA      | $18826.07     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F2B41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4635 | PA      | $4507.09      | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F4MJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122952 | PA      | $119236.65    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108261 | PA      | $104536.31    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5LZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     242155 | PA      | $234130.98    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145999 | PA      | $141346.31    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F8P43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99982 | PA      | $97008.02     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FARA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57609 | PA      | $55749.36     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FBE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42057 | PA      | $40769.65     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FBL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     636738 | PA      | $616983.20    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60101 | PA      | $58237.01     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62721 | PA      | $60694.96     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115355 | PA      | $111726.07    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93056 | PA      | $90127.41     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50585 | PA      | $48885.54     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92173 | PA      | $89314.41     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98789 | PA      | $95767.10     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82896 | PA      | $80567.16     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FEAY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17589 | PA      | $17013.57     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FEX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90998 | PA      | $88214.80     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FG2X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162130 | PA      | $156964.29    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FGS75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26387 | PA      | $25501.60     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FGZ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42346 | PA      | $40978.10     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FHRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4887 | PA      | $4735.34      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294251 | PA      | $284371.13    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23887 | PA      | $23156.31     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50467 | PA      | $49029.58     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FL6N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223995 | PA      | $216281.46    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLCM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66006 | PA      | $63928.94     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81770 | PA      | $79200.32     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLS58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223465 | PA      | $216345.30    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLSL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17231 | PA      | $16703.00     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3152 | PA      | $3051.42      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13977 | PA      | $13496.40     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76592 | PA      | $74152.36     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152009 | PA      | $147166.88    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FMMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23407 | PA      | $22739.22     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FMNS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165200 | PA      | $160073.39    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FNFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10058 | PA      | $9745.98      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FNL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21591 | PA      | $20883.83     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92290 | PA      | $89308.90     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66940 | PA      | $65031.77     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33460 | PA      | $32422.67     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213903 | PA      | $207273.07    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40591 | PA      | $39245.65     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPYC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191717 | PA      | $185048.62    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FQBR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109421 | PA      | $105976.40    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FQBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59605 | PA      | $57601.68     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FRG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     581494 | PA      | $562941.07    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FRPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36918 | PA      | $35708.74     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FSLD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86972 | PA      | $84345.41     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FSSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75236 | PA      | $72678.52     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140HAXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1816664 | PA      | $1705716.81   | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140HBFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     920423 | PA      | $865936.90    | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140JXTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3943450 | PA      | $3701383.87   | 0.09%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140JYGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1226096 | PA      | $1150832.67   | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140K3BF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3493626 | PA      | $3279171.39   | 0.08%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140M2LW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20524889 | PA      | $18384095.56  | 0.43%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140M2QB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16374254 | PA      | $14666381.80  | 0.34%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140MA4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7020224 | PA      | $6029640.50   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140MA4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8993650 | PA      | $7707744.62   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140Q9T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1761564 | PA      | $1752389.46   | 0.04%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140Q9T45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2467750 | PA      | $2454897.48   | 0.06%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QB4P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4743936 | PA      | $4452732.76   | 0.10%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23321469 | PA      | $18965162.90  | 0.44%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6880900 | PA      | $5912125.72   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QN6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11787843 | PA      | $10124527.99  | 0.24%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QN6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9044199 | PA      | $7751065.56   | 0.18%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15219442 | PA      | $13076669.24  | 0.30%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140XJR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11236723 | PA      | $9127238.35   | 0.21%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     248983 | PA      | $257767.37    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1814 | PA      | $1908.31      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417BRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1524 | PA      | $1509.88      | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417DRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1603154 | PA      | $1533809.24   | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417EJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1733324 | PA      | $1657546.31   | 0.04%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72312 | PA      | $72578.03     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19448 | PA      | $19522.51     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YGJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3919 | PA      | $3934.23      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69291 | PA      | $67140.41     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2458417 | PA      | $2302130.38   | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41315046 | PA      | $33558918.82  | 0.78%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1490713 | PA      | $1460119.38   | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31427MV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15999578 | PA      | $13591972.94  | 0.32%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE7                                                                                      | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8393144 | PA      | $8415416.20   | 0.20%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                                                | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    9632000 | PA      | $9341884.16   | 0.22%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                                                | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     875000 | PA      | $867676.25    | 0.02%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2024-3                                                                         | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1581556 | PA      | $1580246.54   | 0.04%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                                                  | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3673134.85   | 0.09%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp        | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                  | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    6821000 | PA      | $6616914.32   | 0.15%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                                                            | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    4669000 | PA      | $4176700.64   | 0.10%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                                                      | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    2755000 | PA      | $2794644.45   | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV1                                                                    | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5650000 | PA      | $5604918.65   | 0.13%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    6003000 | PA      | $5294766.06   | 0.12%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     902000 | PA      | $892123.10    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3992631.44   | 0.09%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     695000 | PA      | $711040.60    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                                                     | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1759000 | PA      | $1840775.91   | 0.04%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Mscr Trust Mn1                                                                                | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     235796 | PA      | $235252.77    | 0.01%             | 2051-01-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                   | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |    1087894 | PA      | $1089590.63   | 0.03%             | 2043-06-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     672841 | PA      | $674731.52    | 0.02%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    7822643 | PA      | $7844916.87   | 0.18%             | 2041-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA7                                                                   | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |    2212095 | PA      | $2234074.78   | 0.05%             | 2052-03-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    9563499 | PA      | $9634758.54   | 0.22%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                   | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    6126372 | PA      | $6178699.79   | 0.14%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA1                                                                   | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    2287384 | PA      | $2315604.43   | 0.05%             | 2043-03-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                   | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |    8748473 | PA      | $8869561.36   | 0.21%             | 2043-04-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                   | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    2957334 | PA      | $3030967.18   | 0.07%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                   | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    5584684 | PA      | $5762723.73   | 0.13%             | 2042-05-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                   | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |    2374976 | PA      | $2393797.48   | 0.06%             | 2043-05-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                   | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    9988744 | PA      | $10507189.78  | 0.24%             | 2042-06-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                   | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    3032631 | PA      | $3031690.60   | 0.07%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                   | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    5021850 | PA      | $5025839.43   | 0.12%             | 2044-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                   | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    5180836 | PA      | $5185751.99   | 0.12%             | 2044-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    4043327 | PA      | $4043332.86   | 0.09%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                   | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    5186774 | PA      | $5183443.29   | 0.12%             | 2045-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                   | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    2275087 | PA      | $2280158.14   | 0.05%             | 2045-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                   | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    2237667 | PA      | $2236924.35   | 0.05%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                   | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    9730453 | PA      | $9733060.06   | 0.23%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA4                                                                   | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    8209802 | PA      | $8216246.80   | 0.19%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                                 | GCI Funding I LLC                                                                                         | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1630503 | PA      | $1530318.17   | 0.04%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     996512 | PA      | $909525.18    | 0.02%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     926188 | PA      | $845340.41    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     268073 | PA      | $244505.11    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13933446 | PA      | $14147257.94  | 0.33%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7493282 | PA      | $7608268.37   | 0.18%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    1790000 | PA      | $1712170.80   | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    4575000 | PA      | $4134930.75   | 0.10%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    3724000 | PA      | $3731559.72   | 0.09%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2011-GC5                                                                     | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333393 | PA      | $256859.10    | 0.01%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1014204 | PA      | $1010915.29   | 0.02%             | 2026-08-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9371000 | PA      | $9285859.78   | 0.22%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     249000 | PA      | $243361.15    | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co                                                                                       | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    4323000 | PA      | $4387715.31   | 0.10%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                                         | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2477908.80   | 0.06%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                                         | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $7719666.75   | 0.18%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     783000 | PA      | $753825.42    | 0.02%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3336000 | PA      | $3458231.04   | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1850969.80   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2061000 | PA      | $2087607.51   | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2225180.16   | 0.05%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2611081.89   | 0.06%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4220757.50   | 0.10%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1756000 | PA      | $1801392.60   | 0.04%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3208000 | PA      | $3059373.36   | 0.07%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                       | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1503060.00   | 0.04%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                       | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2131980.90   | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                       | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2184584.85   | 0.05%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5495000 | PA      | $5557697.95   | 0.13%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3016000 | PA      | $2981677.92   | 0.07%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38376MJL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5133577 | PA      | $610716.50    | 0.01%             | 2047-03-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38380GH49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4064641 | PA      | $538816.92    | 0.01%             | 2047-09-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3572252 | PA      | $451355.77    | 0.01%             | 2047-08-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                            | GPS Blue Financing DAC                                                                                    | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | IE        |    4889000 | PA      | $4863332.75   | 0.11%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7601000 | PA      | $7104274.65   | 0.17%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2559000 | PA      | $2338618.92   | 0.05%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4435000 | PA      | $5200791.45   | 0.12%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5415000 | PA      | $6180735.15   | 0.14%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                  | Hardee's Funding LLC                                                                                      | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3107593 | PA      | $3090315.48   | 0.07%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC    | Hardee's Funding LLC                                                                                      | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2518434 | PA      | $2437017.67   | 0.06%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                                                | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2322000 | PA      | $2464524.36   | 0.06%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $2349141.90   | 0.05%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                          | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1359867.80   | 0.03%             | 2032-03-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                           | HomeBanc Mortgage Trust 2005-1                                                                            | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     407935 | PA      | $335889.37    | 0.01%             | 2035-03-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                | Honda Motor Co Ltd                                                                                        | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   10522000 | PA      | $10613857.06  | 0.25%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4519324.80   | 0.11%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2218376.75   | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2635541.94   | 0.06%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     293000 | PA      | $297846.22    | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     625000 | PA      | $626518.75    | 0.01%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     375000 | PA      | $374396.25    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     244000 | PA      | $239202.96    | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    7441000 | PA      | $7778226.12   | 0.18%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     848000 | PA      | $854843.36    | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                              | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6267000 | PA      | $6350476.44   | 0.15%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                                                      | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10207000 | PA      | $10476158.59  | 0.24%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                       | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4756000 | PA      | $5437487.24   | 0.13%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                                                  | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1580000 | PA      | $1561324.40   | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                                             | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2791469.40   | 0.07%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | JPMorgan Chase Bank NA - CHASE                                                                            | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     568251 | PA      | $577213.99    | 0.01%             | 2047-04-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2013-C14                                                       | CUSIP: 46640LAN2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    2526699 | PA      | $1949424.08   | 0.05%             | 2046-08-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2015-C27                                                       | CUSIP: 46644ABK7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    3415358 | PA      | $3176419.55   | 0.07%             | 2048-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12789000 | PA      | $11729559.24  | 0.27%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-HE3                                                                         | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    8982251 | PA      | $8984966.16   | 0.21%             | 2056-03-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-CES7                                                                 | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    6015675 | PA      | $6028135.87   | 0.14%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                              | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1666000 | PA      | $1719162.06   | 0.04%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                              | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    5859000 | PA      | $5967039.96   | 0.14%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                              | Kioxia Holdings Corp                                                                                      | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    6333000 | PA      | $6593096.31   | 0.15%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings Inc                                                                                      | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    9627000 | PA      | $9467673.15   | 0.22%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                                                         | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1642000 | PA      | $1685513.00   | 0.04%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                      | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    7323000 | PA      | $7133920.14   | 0.17%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                      | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2874280.29   | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-1                                                                      | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6779185 | PA      | $6779505.84   | 0.16%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2023-1                                                                      | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1822225 | PA      | $1840811.07   | 0.04%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2023-2                                                                      | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1199485 | PA      | $1215209.53   | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-2                                                                      | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6640152 | PA      | $6671273.60   | 0.16%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                                             | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     360188 | PA      | $348949.98    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2446000 | PA      | $2852818.72   | 0.07%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     366000 | PA      | $371947.50    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     656000 | PA      | $664901.92    | 0.02%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     791000 | PA      | $805902.44    | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1244000 | PA      | $1240280.44   | 0.03%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                | Lobel Automobile Receivables Trust 2025-1                                                                 | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250291 | PA      | $3255946.59   | 0.08%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                  | Sekisui House US Inc                                                                                      | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3776000 | PA      | $3530975.36   | 0.08%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-2 LLC                                                                                            | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1030121 | PA      | $981951.20    | 0.02%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    5997000 | PA      | $6077779.59   | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                             | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10684000 | PA      | $10723744.48  | 0.25%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                                            | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7332000 | PA      | $7336545.84   | 0.17%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                                                                   | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5387962.40   | 0.13%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                          | MetLife Capital Trust IV                                                                                  | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5766228.00   | 0.13%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4135000 | PA      | $4160976.48   | 0.10%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10160000 | PA      | $10230437.25  | 0.24%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4940000 | PA      | $4996190.03   | 0.12%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                                                | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2363000 | PA      | $2442845.77   | 0.06%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                                                | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    6469000 | PA      | $6530973.02   | 0.15%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     351000 | PA      | $357567.21    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                                    | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    6454000 | PA      | $6581208.34   | 0.15%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                            | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2298022.00   | 0.05%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2024-A LLC                                                                                   | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    5474479 | PA      | $5508491.80   | 0.13%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                            | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     542000 | PA      | $539159.92    | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                            | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1934000 | PA      | $1933400.46   | 0.05%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                            | NXP BV / NXP Funding LLC                                                                                  | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    4119000 | PA      | $4265759.97   | 0.10%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                                                    | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    3313000 | PA      | $3194493.99   | 0.07%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                                                         | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   11141000 | PA      | $11182221.70  | 0.26%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                                               | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5154000 | PA      | $5090502.72   | 0.12%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities            | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2334775 | PA      | $2215259.64   | 0.05%             | 2036-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     669000 | PA      | $615888.09    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     537000 | PA      | $564231.27    | 0.01%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9177000 | PA      | $9416519.70   | 0.22%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                             | Neighborly Issuer 2022-1                                                                                  | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5315888 | PA      | $5031329.11   | 0.12%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                             | Neighborly Issuer 2023-1                                                                                  | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6451565 | PA      | $6537337.27   | 0.15%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                                          | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    2008000 | PA      | $1803885.19   | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                                          | CUSIP: 64034YAC5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    3096000 | PA      | $2795161.68   | 0.07%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-C                                                                          | CUSIP: 64035GAC3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    3421156 | PA      | $3006507.10   | 0.07%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                 | Nexa Resources SA                                                                                         | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    2053000 | PA      | $2189011.25   | 0.05%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    7261000 | PA      | $7304275.56   | 0.17%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                                                 | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    3243000 | PA      | $3300174.09   | 0.08%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                                                       | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    8330000 | PA      | $8200968.30   | 0.19%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp                                                                                     | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $11084807.50  | 0.26%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                       | OCCU Auto Receivables Trust 2025-1                                                                        | CUSIP: 67098SAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10007247 | PA      | $10035155.54  | 0.23%             | 2028-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                                                 | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2949000 | PA      | $3020159.37   | 0.07%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                           | Ochsner LSU Health System of North Louisiana                                                              | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5660000 | PA      | $4846601.40   | 0.11%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2024-34 Ltd                                                                                       | CUSIP: 67570MAA8<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |    2777965 | PA      | $2783745.95   | 0.06%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                              | Oleoducto Central SA                                                                                      | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     319000 | PA      | $314017.22    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                          | Omega Healthcare Investors Inc                                                                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    1797000 | PA      | $1828878.78   | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                 | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1323000 | PA      | $1408015.98   | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                 | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6434000 | PA      | $6504516.64   | 0.15%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2024-2                                                                             | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106860 | PA      | $106872.64    | 0.00%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2024-3                                                                              | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     755263 | PA      | $755552.65    | 0.02%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2025-1                                                                              | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2064446 | PA      | $2067086.98   | 0.05%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                               | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8428000 | PA      | $8265255.32   | 0.19%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                               | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4929000 | PA      | $4731593.55   | 0.11%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                                                     | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     904000 | PA      | $906260.00    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust       | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                        | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3362874 | PA      | $3389307.20   | 0.08%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-2                                                                               | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    1099613 | PA      | $1103486.10   | 0.03%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-5                                                                       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1327858 | PA      | $1335613.11   | 0.03%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-1                                                                       | CUSIP: 69544NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     561178 | PA      | $565940.55    | 0.01%             | 2032-07-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-3                                                                       | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     654528 | PA      | $660306.34    | 0.02%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Grantor Trust 2024-9                                                                       | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5762300 | PA      | $5781552.09   | 0.13%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2025-4                                                                               | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     500351 | PA      | $504637.08    | 0.01%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-3                                                                               | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    1541753 | PA      | $1546782.93   | 0.04%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-5                                                                       | CUSIP: 69548WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     944805 | PA      | $947321.79    | 0.02%             | 2033-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Grantor Trust 2025-6                                                                       | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2120000 | PA      | $2121495.87   | 0.05%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                 | Suncor Energy Inc                                                                                         | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3011000 | PA      | $3323632.13   | 0.08%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     829000 | PA      | $871643.76    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8162000 | PA      | $8542430.82   | 0.20%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                                                        | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9697000 | PA      | $10015255.54  | 0.23%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                                                        | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     628000 | PA      | $636019.56    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2025-1                                                                    | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5717672 | PA      | $5718690.56   | 0.13%             | 2027-12-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                                                          | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    6566000 | PA      | $6725422.48   | 0.16%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                                 | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1724000 | PA      | $1699226.12   | 0.04%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                                             | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   10714000 | PA      | $10859496.12  | 0.25%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                           | Public Service Co of Oklahoma                                                                             | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6155.94      | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES12                                                                            | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8950320 | PA      | $8957519.80   | 0.21%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                                                  | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7918000 | PA      | $8144613.16   | 0.19%             | 2029-02-28      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 14 Ltd                                                                                            | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     828654 | PA      | $828876.08    | 0.02%             | 2035-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                   | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    5945000 | PA      | $4815450.00   | 0.11%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                        | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1136000 | PA      | $1155471.04   | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                                                        | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    6295000 | PA      | $6305575.60   | 0.15%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                                                     | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   10365000 | PA      | $10609821.30  | 0.25%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Trust 2024-1                                                                 | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1380313 | PA      | $1387372.14   | 0.03%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Asset Trust 2025-4                                                           | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10656083 | PA      | $10697387.04  | 0.25%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings Inc                                                                                        | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10206000 | PA      | $10266011.28  | 0.24%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings Inc                                                                                        | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     742000 | PA      | $740004.02    | 0.02%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                    | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   10020000 | PA      | $10321401.60  | 0.24%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                   | Ross Stores Inc                                                                                           | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    7988000 | PA      | $8014040.88   | 0.19%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                                          | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    7365000 | PA      | $7623143.25   | 0.18%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2025-SF1                                                                      | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     491085 | PA      | $491386.57    | 0.01%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1481000 | PA      | $1497468.72   | 0.03%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     430000 | PA      | $447943.90    | 0.01%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1279000 | PA      | $1279792.98   | 0.03%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13590.07     | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     452000 | PA      | $461966.60    | 0.01%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    4861000 | PA      | $5027586.47   | 0.12%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2023-3                                                             | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2506534 | PA      | $2515073.27   | 0.06%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7516101.60   | 0.18%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                   | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $3519552.05   | 0.08%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                                                   | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    5987000 | PA      | $5956586.04   | 0.14%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                            | Skandinaviska Enskilda Banken AB                                                                          | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   10732000 | PA      | $10771815.72  | 0.25%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                          | Delta Air Lines Inc / SkyMiles IP Ltd                                                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3940000 | PA      | $3963837.00   | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                              | Smurfit Westrock Financing DAC                                                                            | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    3723000 | PA      | $3839678.82   | 0.09%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $181046.00    | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4567000 | PA      | $4496485.52   | 0.10%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4676000 | PA      | $4733140.72   | 0.11%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2991000 | PA      | $3049593.69   | 0.07%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-4 Trust                                                                   | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9143293 | PA      | $9152942.35   | 0.21%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                                                     | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3158000 | PA      | $3164316.00   | 0.07%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $290175.00    | 0.01%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3042000 | PA      | $3072420.00   | 0.07%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     676000 | PA      | $693515.16    | 0.02%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                                            | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    9151000 | PA      | $9231437.29   | 0.22%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                     | Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1                            | CUSIP: 86359BMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1739 | PA      | $1715.19      | 0.00%             | 2034-04-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                                                       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    8152000 | PA      | $8435526.56   | 0.20%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                            | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     886000 | PA      | $893690.48    | 0.02%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3794856.50   | 0.09%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                       | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3272000 | PA      | $3352654.80   | 0.08%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1666981.44   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                 | TSMC Arizona Corp                                                                                         | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2710433.60   | 0.06%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TTX CO                                            | TTX Co                                                                                                    | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    8329000 | PA      | $8396798.06   | 0.20%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1940184.62   | 0.05%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2106000 | PA      | $2165557.68   | 0.05%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $4105237.50   | 0.10%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                                                | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    4120000 | PA      | $4285129.60   | 0.10%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                          | Terraform Global Operating LP                                                                             | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     217000 | PA      | $215090.40    | 0.01%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                            | Tesla Auto Lease Trust 2024-A                                                                             | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1593974 | PA      | $1599149.46   | 0.04%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                                                     | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $1824094.20   | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                 | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4709000 | PA      | $4916808.17   | 0.11%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                 | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3542000 | PA      | $3594244.50   | 0.08%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                                                  | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10363000 | PA      | $10627360.13  | 0.25%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2024-2                                                                 | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     604440 | PA      | $583777.28    | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2025-1                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6557914 | PA      | $3926403.00   | 0.09%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust                                                                        | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9429655 | PA      | $5929250.12   | 0.14%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                        | Trust 2401                                                                                                | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    2340000 | PA      | $2304900.00   | 0.05%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     723000 | PA      | $793398.51    | 0.02%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                             | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     271000 | PA      | $268544.74    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2025-1                                                            | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2684208 | PA      | $2686159.27   | 0.06%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                                                      | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3485000 | PA      | $3452694.05   | 0.08%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  178700900 | PA      | $177969243.12 | 4.15%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  214711400 | PA      | $213400526.78 | 4.98%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4156000 | PA      | $4361364.83   | 0.10%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14232200 | PA      | $14390644.38  | 0.34%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4254000 | PA      | $3887258.66   | 0.09%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47210000 | PA      | $46695484.65  | 1.09%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10205000 | PA      | $8976812.33   | 0.21%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5709500 | PA      | $4729740.89   | 0.11%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1916000 | PA      | $1362231.09   | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23139000 | PA      | $17879396.78  | 0.42%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23956000 | PA      | $16686851.25  | 0.39%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12530000 | PA      | $8278120.67   | 0.19%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20827000 | PA      | $15482759.31  | 0.36%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26971300 | PA      | $19951386.97  | 0.47%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2885000 | PA      | $1861613.87   | 0.04%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125178200 | PA      | $70280713.30  | 1.64%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46935000 | PA      | $31800295.78  | 0.74%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9057400 | PA      | $6346194.66   | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11433100 | PA      | $8448435.62   | 0.20%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11592800 | PA      | $9705347.25   | 0.23%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19568600 | PA      | $16595854.53  | 0.39%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33530000 | PA      | $30848909.68  | 0.72%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12072700 | PA      | $10903157.19  | 0.25%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27234800 | PA      | $22130402.58  | 0.52%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19717500 | PA      | $17754222.41  | 0.41%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30804400 | PA      | $27385833.66  | 0.64%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19182300 | PA      | $18391030.13  | 0.43%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24746400 | PA      | $24391637.09  | 0.57%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17479000 | PA      | $17541132.43  | 0.41%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4633900 | PA      | $4208160.44   | 0.10%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20029500 | PA      | $19452869.52  | 0.45%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16704200 | PA      | $16154788.34  | 0.38%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67458824 | PA      | $65055603.00  | 1.52%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                     | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20155313 | PA      | $19049920.21  | 0.44%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37312100 | PA      | $37791618.69  | 0.88%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32671000 | PA      | $32918584.76  | 0.77%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13956300 | PA      | $14104040.55  | 0.33%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28384100 | PA      | $28466147.65  | 0.66%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16210200 | PA      | $16210833.17  | 0.38%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35267700 | PA      | $35917948.22  | 0.84%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29237600 | PA      | $29864609.40  | 0.70%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95832600 | PA      | $99261610.22  | 2.31%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17483500 | PA      | $18087227.11  | 0.42%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47130900 | PA      | $48218961.13  | 1.12%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80830100 | PA      | $81322658.42  | 1.90%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73672100 | PA      | $74639046.31  | 1.74%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48407000 | PA      | $48348382.03  | 1.13%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15011000 | PA      | $15321774.53  | 0.36%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8646100 | PA      | $8794704.84   | 0.21%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59634400 | PA      | $61595812.39  | 1.44%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37249600 | PA      | $38143008.19  | 0.89%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36587000 | PA      | $37661743.13  | 0.88%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                                                    | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2887000 | PA      | $2919276.66   | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| University of California                          | UNIV OF CALIFORNIA CA REVENUES                                                                            | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7960000 | PA      | $5400471.55   | 0.13%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                            | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    5044000 | PA      | $5340234.12   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                        | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    3072000 | PA      | $3127695.36   | 0.07%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                                               | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    5162000 | PA      | $4716158.06   | 0.11%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                                            | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9261000 | PA      | $9224789.49   | 0.22%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2589000 | PA      | $2624417.52   | 0.06%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4313000 | PA      | $4799290.75   | 0.11%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     373000 | PA      | $375607.27    | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2901000 | PA      | $2900158.71   | 0.07%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                     | LUXCO3 SHARES                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       5298 | NS      | $93393.14     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SWISS RE FINANCE LUX                              | Swiss Re Finance Luxembourg SA                                                                            | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    1600000 | PA      | $1611920.00   | 0.04%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                                                      | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   10132000 | PA      | $10266350.32  | 0.24%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2654942.40   | 0.06%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2117000 | PA      | $2102879.61   | 0.05%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12130000 | PA      | $11313165.80  | 0.26%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2019-C51                                                            | CUSIP: 95001VAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1269000 | PA      | $1118495.71   | 0.03%             | 2052-06-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                                                  | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   10353000 | PA      | $10589669.58  | 0.25%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust Series 2023-P1                                                      | CUSIP: 96042UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2202000 | PA      | $2213881.77   | 0.05%             | 2027-06-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                                      | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4524000 | PA      | $4608960.72   | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                                      | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $5994221.90   | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                          | Wisconsin Electric Power Co                                                                               | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    4714000 | PA      | $4715131.36   | 0.11%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                                                      | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1523000 | PA      | $1564136.23   | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                                                      | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3979000 | PA      | $4146635.27   | 0.10%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                                            | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2862000 | PA      | $2856333.24   | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: BS2LOP2   IRS USD R V 00MSOFR IS2LOQ3 CCPOIS / Short: BS2LOP2   IRS USD P F  1.53700 IS2LOP2 CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19060000 | OU      | $1330353.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                               | VZ Vendor Financing II BV                                                                                 | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |    2093000 | PA      | $2322590.26   | 0.05%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                          | CUSIP: 000000000<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1621757.65   | 0.04%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 8224100000 | PA      | $43110896.01  | 1.01%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     788582 | PA      | $873963.63    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) MAR26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         86 | NC      | $-108153.26   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        177 | NC      | $-166012.68   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1155 | NC      | $-3274734.68  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       4752 | NC      | $-413945.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        604 | NC      | $-15129.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -96 | NC      | $77109.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT MAR26                                                                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        796 | NC      | $-119468.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) MAR26                                                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -152 | NC      | $1013931.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     943000 | PA      | $870539.88    | 0.02%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                                             | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     851231 | PA      | $881040.78    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     204000 | PA      | $202341.48    | 0.00%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                        | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     538000 | PA      | $542454.64    | 0.01%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                                            | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    5326000 | PA      | $2198413.02   | 0.05%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                    | Trust Fibra Uno                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    1208000 | PA      | $1180065.00   | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller