# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-25-000236
**Filing Date:** 2025-12
**Character Count:** 602428
**Document Hash:** 12330d5a49669f0ced35152172f5b92a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-25-000236.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000106444-25-000236

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 251598938

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

#### Schedule of Investments (unaudited)
As of October 31, 2025

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** |
| **U.S. Government Securities (3.0%)** | **U.S. Government Securities (3.0%)** | **U.S. Government Securities (3.0%)** | **U.S. Government Securities (3.0%)** | **U.S. Government Securities (3.0%)** | **U.S. Government Securities (3.0%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 29880 | &nbsp;&nbsp; 29085 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 97228 | &nbsp;&nbsp; 97718 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 90000 | &nbsp;&nbsp; 91100 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 45000 | &nbsp;&nbsp; 44916 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 37500 | &nbsp;&nbsp; 37853 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 158744 | &nbsp;&nbsp; 149356 |
| **Total U.S. Government and Agency Obligations (Cost $450,830)** | **Total U.S. Government and Agency Obligations (Cost $450,830)** | **Total U.S. Government and Agency Obligations (Cost $450,830)** | **Total U.S. Government and Agency Obligations (Cost $450,830)** | **Total U.S. Government and Agency Obligations (Cost $450,830)** | &nbsp;&nbsp;&nbsp;&nbsp;**450028** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (29.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (29.8%)** |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Alloya Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp;12/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5830 | &nbsp;&nbsp; 5839 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Alloya Auto Receivables Trust Class A4 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2195 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8032 | &nbsp;&nbsp; 8096 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14748 | &nbsp;&nbsp; 14830 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9620 | &nbsp;&nbsp; 9624 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class B Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1434 | &nbsp;&nbsp; 1436 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.681% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1518 | &nbsp;&nbsp; 1541 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3244 | &nbsp;&nbsp; 3270 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 13667 | &nbsp;&nbsp; 13699 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.305% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 15360 | &nbsp;&nbsp; 15361 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.827% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp; 2026 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.117% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2323 | &nbsp;&nbsp; 2338 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.648% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4594 | &nbsp;&nbsp; 4607 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.501% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 7620 | &nbsp;&nbsp; 7620 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.022% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4409 | &nbsp;&nbsp; 4468 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.215% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4683 | &nbsp;&nbsp; 4702 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 6547 | &nbsp;&nbsp; 6562 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.697% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 7780 | &nbsp;&nbsp; 7780 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.315% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp; 557 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1212 | &nbsp;&nbsp; 1216 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.991% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3072 | &nbsp;&nbsp; 3081 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2920 | &nbsp;&nbsp; 2920 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Issuer Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16200 | &nbsp;&nbsp; 16230 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10390 | &nbsp;&nbsp; 10408 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6240 | &nbsp;&nbsp; 6292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4870 | &nbsp;&nbsp; 4888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31168 | &nbsp;&nbsp; 31386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 23160 | &nbsp;&nbsp; 23362 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 762 | &nbsp;&nbsp; 763 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4728 | &nbsp;&nbsp; 4765 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4226 | &nbsp;&nbsp; 4251 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3873 | &nbsp;&nbsp; 3900 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 7490 | &nbsp;&nbsp; 7504 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 11450 | &nbsp;&nbsp; 11505 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;AutoNation Finance Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12630 | &nbsp;&nbsp; 12719 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2020-2A | &nbsp;&nbsp;&nbsp;&nbsp; 2.020% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5353 | &nbsp;&nbsp; 5331 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2022-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8650 | &nbsp;&nbsp; 8732 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2022-5A | &nbsp;&nbsp;&nbsp;&nbsp; 6.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 431 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.180% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1402 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Balboa Bay Loan Funding Ltd. Class 2A Series 2023-2, TSFR3M + 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5.034% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2900 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Auto Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9646 | &nbsp;&nbsp; 9712 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Auto Trust Class A3 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10483 | &nbsp;&nbsp; 10586 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Basswood Park CLO Ltd. Class AR Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4.914% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp; 2479 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Basswood Park CLO Ltd. Class BR Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5.384% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3320 | &nbsp;&nbsp; 3312 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class B Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3740 | &nbsp;&nbsp; 3761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AAB Series 2019-B15 | &nbsp;&nbsp;&nbsp;&nbsp; 2.859% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp; 4760 | &nbsp;&nbsp; 4643 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23606 | &nbsp;&nbsp; 23675 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16900 | &nbsp;&nbsp; 17006 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14800 | &nbsp;&nbsp; 14829 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15040 | &nbsp;&nbsp; 15187 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;BofA Auto Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9957 | &nbsp;&nbsp; 10026 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15640 | &nbsp;&nbsp; 15695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 38300 | &nbsp;&nbsp; 38223 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class B Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5270 | &nbsp;&nbsp; 5255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5760 | &nbsp;&nbsp; 5766 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3740 | &nbsp;&nbsp; 3740 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3300 | &nbsp;&nbsp; 3347 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.549% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3320 | &nbsp;&nbsp; 3335 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.299% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 16230 | &nbsp;&nbsp; 16230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A2A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 64 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A2A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8493 | &nbsp;&nbsp; 8507 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11450 | &nbsp;&nbsp; 11493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 17590 | &nbsp;&nbsp; 17705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2478 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A3 Series 2024-P4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9680 | &nbsp;&nbsp; 9721 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1913 | &nbsp;&nbsp; 1934 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 12509 | &nbsp;&nbsp; 12606 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.480% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 6380 | &nbsp;&nbsp; 6402 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 37960 | &nbsp;&nbsp; 37965 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.753% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 30233 | &nbsp;&nbsp; 30347 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2686 | &nbsp;&nbsp; 2698 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class D Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.047% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1011 | &nbsp;&nbsp; 1013 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9118 | &nbsp;&nbsp; 9194 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 18360 | &nbsp;&nbsp; 18481 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3121 | &nbsp;&nbsp; 3138 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.160% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 5476 | &nbsp;&nbsp; 5546 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 5638 | &nbsp;&nbsp; 5695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AAB Series 2019-GC41 | &nbsp;&nbsp;&nbsp;&nbsp; 2.720% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1811 | &nbsp;&nbsp; 1766 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8239 | &nbsp;&nbsp; 8288 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.830% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12221 | &nbsp;&nbsp; 12311 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19491 | &nbsp;&nbsp; 19588 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 24428 | &nbsp;&nbsp; 24592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp; 2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3220 | &nbsp;&nbsp; 3211 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Crossroads Asset Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 11090 | &nbsp;&nbsp; 11146 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3951 | &nbsp;&nbsp; 3953 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp; 1716 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15171 | &nbsp;&nbsp; 15266 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5110 | &nbsp;&nbsp; 5146 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3120 | &nbsp;&nbsp; 3138 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5810 | &nbsp;&nbsp; 5862 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 9310 | &nbsp;&nbsp; 9337 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 557 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp; 2481 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class D Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp; 3100 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8474 | &nbsp;&nbsp; 8497 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7930 | &nbsp;&nbsp; 8068 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAD LLC Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1946 | &nbsp;&nbsp; 1955 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAD LLC Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9890 | &nbsp;&nbsp; 9928 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLST LLC Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7102 | &nbsp;&nbsp; 7129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4188 | &nbsp;&nbsp; 4189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20600 | &nbsp;&nbsp; 20616 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 58140 | &nbsp;&nbsp; 58413 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 17740 | &nbsp;&nbsp; 17704 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11410 | &nbsp;&nbsp; 11461 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12860 | &nbsp;&nbsp; 12885 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 21100 | &nbsp;&nbsp; 21274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4800 | &nbsp;&nbsp; 4783 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 17080 | &nbsp;&nbsp; 17022 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Dryden 113 CLO Ltd. Class AR3 Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;&nbsp;&nbsp; 4.995% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1149 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.510% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1797 | &nbsp;&nbsp; 1801 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4081 | &nbsp;&nbsp; 4105 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6838 | &nbsp;&nbsp; 6930 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4050 | &nbsp;&nbsp; 4079 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4998 | &nbsp;&nbsp; 5021 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3182 | &nbsp;&nbsp; 3197 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6177 | &nbsp;&nbsp; 6195 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6570 | &nbsp;&nbsp; 6590 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18820 | &nbsp;&nbsp; 18885 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14040 | &nbsp;&nbsp; 14088 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13720 | &nbsp;&nbsp; 13855 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Class B Series 2025-CRT5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3540 | &nbsp;&nbsp; 3579 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Class C Series 2025-CRT5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp; 3141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class A3 Series 2025-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8120 | &nbsp;&nbsp; 8142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Select Automobile Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7280 | &nbsp;&nbsp; 7312 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Select Automobile Receivables Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.180% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 11840 | &nbsp;&nbsp; 11818 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.183% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4931 | &nbsp;&nbsp; 4938 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.133% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 6856 | &nbsp;&nbsp; 6860 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.183% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 8640 | &nbsp;&nbsp; 8657 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.183% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4815 | &nbsp;&nbsp; 4823 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5.083% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 7522 | &nbsp;&nbsp; 7524 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2023-R06, SOFR30A + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5.883% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp; 1712 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.233% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 8430 | &nbsp;&nbsp; 8430 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.283% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1688 | &nbsp;&nbsp; 1689 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R06, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.233% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1502 | &nbsp;&nbsp; 1502 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5.633% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5896 | &nbsp;&nbsp; 5935 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.183% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 9750 | &nbsp;&nbsp; 9765 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M1 Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6.133% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4307 | &nbsp;&nbsp; 4336 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M1 Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.183% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2512 | &nbsp;&nbsp; 2511 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;FCCU Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10900 | &nbsp;&nbsp; 11001 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. STACR REMICS Trust Class A1 Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.133% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 13186 | &nbsp;&nbsp; 13199 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 27681 | &nbsp;&nbsp; 27911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15020 | &nbsp;&nbsp; 15136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5972 | &nbsp;&nbsp; 5978 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp; 1718 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6820 | &nbsp;&nbsp; 6890 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15950 | &nbsp;&nbsp; 16054 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10010 | &nbsp;&nbsp; 10055 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8430 | &nbsp;&nbsp; 8480 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6470 | &nbsp;&nbsp; 6536 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp; 2923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp; 3262 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.880% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 22720 | &nbsp;&nbsp; 22652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4466 | &nbsp;&nbsp; 4476 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8986 | &nbsp;&nbsp; 9043 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5800 | &nbsp;&nbsp; 5866 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class C Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 7029 | &nbsp;&nbsp; 7034 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 70918 | &nbsp;&nbsp; 71167 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22925 | &nbsp;&nbsp; 23304 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.533% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 7957 | &nbsp;&nbsp; 7997 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.233% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3285 | &nbsp;&nbsp; 3291 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.133% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2413 | &nbsp;&nbsp; 2415 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.283% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 8044 | &nbsp;&nbsp; 8069 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA4, SOFR30A + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5.087% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 10980 | &nbsp;&nbsp; 10983 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.133% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5903 | &nbsp;&nbsp; 5908 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.533% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 9444 | &nbsp;&nbsp; 9462 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-DNA2, SOFR30A + 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5.383% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 11772 | &nbsp;&nbsp; 11806 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-DNA3, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.183% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1326 | &nbsp;&nbsp; 1326 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.433% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3438 | &nbsp;&nbsp; 3441 |
| <sup>3,4,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-HQA2, SOFR30A + 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5.383% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 5206 | &nbsp;&nbsp; 5217 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class A3 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6360 | &nbsp;&nbsp; 6377 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class B Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7620 | &nbsp;&nbsp; 7633 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Issuer Trust Class A2 Series 2025-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.170% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 22750 | &nbsp;&nbsp; 22734 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Trust Class A2 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15761 | &nbsp;&nbsp; 15823 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp; 652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16907 | &nbsp;&nbsp; 16949 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31560 | &nbsp;&nbsp; 31791 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26220 | &nbsp;&nbsp; 26427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.440% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6007 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9730 | &nbsp;&nbsp; 9830 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5820 | &nbsp;&nbsp; 5830 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4340 | &nbsp;&nbsp; 4386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5720 | &nbsp;&nbsp; 5781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11110 | &nbsp;&nbsp; 11142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6290 | &nbsp;&nbsp; 6312 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14370 | &nbsp;&nbsp; 14468 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5110 | &nbsp;&nbsp; 5166 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7860 | &nbsp;&nbsp; 7877 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7200 | &nbsp;&nbsp; 7273 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9120 | &nbsp;&nbsp; 9209 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3180 | &nbsp;&nbsp; 3191 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5610 | &nbsp;&nbsp; 5668 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4110 | &nbsp;&nbsp; 4124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3172 | &nbsp;&nbsp; 3195 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8249 | &nbsp;&nbsp; 8293 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 51130 | &nbsp;&nbsp; 49841 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class C Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 7080 | &nbsp;&nbsp; 6900 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9457 | &nbsp;&nbsp; 9525 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.680% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 39617 | &nbsp;&nbsp; 39865 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 52310 | &nbsp;&nbsp; 52924 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 35050 | &nbsp;&nbsp; 35287 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4031 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6204 | &nbsp;&nbsp; 6242 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4550 | &nbsp;&nbsp; 4605 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp; 3129 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3160 | &nbsp;&nbsp; 3177 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Golden Credit Card Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 47940 | &nbsp;&nbsp; 46865 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3850 | &nbsp;&nbsp; 3856 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7643 | &nbsp;&nbsp; 7679 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8050 | &nbsp;&nbsp; 8072 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreenState Auto Receivables Trust Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.370% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 20399 | &nbsp;&nbsp; 20584 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 23250 | &nbsp;&nbsp; 23514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4041 | &nbsp;&nbsp; 4052 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6256 | &nbsp;&nbsp; 6282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10779 | &nbsp;&nbsp; 10859 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7374 | &nbsp;&nbsp; 7453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16487 | &nbsp;&nbsp; 16629 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 24540 | &nbsp;&nbsp; 24805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5740 | &nbsp;&nbsp; 5763 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.990% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 468 | &nbsp;&nbsp; 469 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 12281 | &nbsp;&nbsp; 12302 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 6020 | &nbsp;&nbsp; 6056 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 19580 | &nbsp;&nbsp; 19669 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.030% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 19500 | &nbsp;&nbsp; 19470 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3955 | &nbsp;&nbsp; 3970 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3350 | &nbsp;&nbsp; 3385 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1789 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp; 1965 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5560 | &nbsp;&nbsp; 5591 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp; 2491 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4570 | &nbsp;&nbsp; 4594 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.410% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2444 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Auto Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15449 | &nbsp;&nbsp; 15587 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.153% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4501 | &nbsp;&nbsp; 4569 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.442% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 6091 | &nbsp;&nbsp; 6153 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.446% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 14148 | &nbsp;&nbsp; 14227 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.835% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 22575 | &nbsp;&nbsp; 22654 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3295 | &nbsp;&nbsp; 3301 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9133 | &nbsp;&nbsp; 9156 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13500 | &nbsp;&nbsp; 13577 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12220 | &nbsp;&nbsp; 12333 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 38580 | &nbsp;&nbsp; 38781 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2729 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6030 | &nbsp;&nbsp; 6102 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6760 | &nbsp;&nbsp; 6821 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25500 | &nbsp;&nbsp; 25646 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6175 | &nbsp;&nbsp; 6246 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 16550 | &nbsp;&nbsp; 16704 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp; 3846 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7850 | &nbsp;&nbsp; 7947 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7100 | &nbsp;&nbsp; 7140 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1359 | &nbsp;&nbsp; 1360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5695 | &nbsp;&nbsp; 5736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12670 | &nbsp;&nbsp; 12780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.010% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6454 | &nbsp;&nbsp; 6479 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Class A2 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10630 | &nbsp;&nbsp; 10672 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Class A3 Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.090% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1206 | &nbsp;&nbsp; 1206 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3355 | &nbsp;&nbsp; 3361 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7792 | &nbsp;&nbsp; 7839 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8830 | &nbsp;&nbsp; 8859 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 17370 | &nbsp;&nbsp; 17495 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 32780 | &nbsp;&nbsp; 32830 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A4 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5930 | &nbsp;&nbsp; 5943 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Lighthouse Park CLO Ltd. Class A Series 2025-1A, TSFR3M + 1.110% | &nbsp;&nbsp;&nbsp;&nbsp; 4.994% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3980 | &nbsp;&nbsp; 3972 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;M&T Bank Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10150 | &nbsp;&nbsp; 10274 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;M&T Equipment Notes Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9380 | &nbsp;&nbsp; 9430 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2333 | &nbsp;&nbsp; 2334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14930 | &nbsp;&nbsp; 15086 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11590 | &nbsp;&nbsp; 11726 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8172 | &nbsp;&nbsp; 8195 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.590% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 42640 | &nbsp;&nbsp; 42900 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust II Class A Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 46910 | &nbsp;&nbsp; 46869 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 26040 | &nbsp;&nbsp; 26116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 29930 | &nbsp;&nbsp; 30289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.320% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 33070 | &nbsp;&nbsp; 33242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3090 | &nbsp;&nbsp; 3107 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8360 | &nbsp;&nbsp; 8466 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 19290 | &nbsp;&nbsp; 19367 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3160 | &nbsp;&nbsp; 3201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5470 | &nbsp;&nbsp; 5497 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6335 | &nbsp;&nbsp; 6410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp; 2883 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11915 | &nbsp;&nbsp; 12002 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 23420 | &nbsp;&nbsp; 23500 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Nissan Master Owner Trust Receivables Class A Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13630 | &nbsp;&nbsp; 13787 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Octagon 57 Ltd. Class AR Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4.962% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4001 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Octagon 57 Ltd. Class B1R Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;&nbsp;&nbsp; 5.342% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 5320 | &nbsp;&nbsp; 5328 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15170 | &nbsp;&nbsp; 15162 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.030% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6650 | &nbsp;&nbsp; 6639 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8384 | &nbsp;&nbsp; 8484 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-A, SOFR30A + 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5.084% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25980 | &nbsp;&nbsp; 26002 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5114 | &nbsp;&nbsp; 5159 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 17743 | &nbsp;&nbsp; 18022 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-F | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp; 2403 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2025-E, SOFR30A + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5.074% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36420 | &nbsp;&nbsp; 36420 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4844 | &nbsp;&nbsp; 4859 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A3 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.790% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5474 | &nbsp;&nbsp; 5516 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;12/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 5640 | &nbsp;&nbsp; 5670 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11590 | &nbsp;&nbsp; 11699 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust Class A4 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 11470 | &nbsp;&nbsp; 11485 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 7465 | &nbsp;&nbsp; 7479 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class A Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.480% | &nbsp;&nbsp;&nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 18630 | &nbsp;&nbsp; 18630 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 988 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1688 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.605% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 581 | &nbsp;&nbsp; 592 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.911% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 736 | &nbsp;&nbsp; 741 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.640% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1519 | &nbsp;&nbsp; 1538 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.622% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2733 | &nbsp;&nbsp; 2767 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1068 | &nbsp;&nbsp; 1073 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.933% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1139 | &nbsp;&nbsp; 1153 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.818% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1929 | &nbsp;&nbsp; 1950 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1703 | &nbsp;&nbsp; 1709 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.663% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2338 | &nbsp;&nbsp; 2371 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2342 | &nbsp;&nbsp; 2368 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.483% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2193 | &nbsp;&nbsp; 2201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1859 | &nbsp;&nbsp; 1863 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1139 | &nbsp;&nbsp; 1144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024 -1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6806 | &nbsp;&nbsp; 6815 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15604 | &nbsp;&nbsp; 15669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8484 | &nbsp;&nbsp; 8520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16180 | &nbsp;&nbsp; 16209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 32700 | &nbsp;&nbsp; 32806 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22760 | &nbsp;&nbsp; 22879 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 19680 | &nbsp;&nbsp; 19754 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5950 | &nbsp;&nbsp; 5971 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8740 | &nbsp;&nbsp; 8840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10940 | &nbsp;&nbsp; 10966 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 18920 | &nbsp;&nbsp; 19035 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 11890 | &nbsp;&nbsp; 11937 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 26400 | &nbsp;&nbsp; 26704 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5484 | &nbsp;&nbsp; 5514 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7161 | &nbsp;&nbsp; 7184 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14268 | &nbsp;&nbsp; 14359 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6030 | &nbsp;&nbsp; 6041 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10880 | &nbsp;&nbsp; 10940 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8650 | &nbsp;&nbsp; 8699 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5810 | &nbsp;&nbsp; 5881 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6580 | &nbsp;&nbsp; 6598 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4970 | &nbsp;&nbsp; 5020 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4834 | &nbsp;&nbsp; 4851 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class B Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1274 | &nbsp;&nbsp; 1275 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class C Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 6573 | &nbsp;&nbsp; 6589 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class D Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2290 | &nbsp;&nbsp; 2299 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14260 | &nbsp;&nbsp; 14291 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8023 | &nbsp;&nbsp; 8081 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11910 | &nbsp;&nbsp; 11984 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 10980 | &nbsp;&nbsp; 11054 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.038% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1666 | &nbsp;&nbsp; 1678 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.925% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 10461 | &nbsp;&nbsp; 10530 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.185% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 666 | &nbsp;&nbsp; 671 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.121% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1381 | &nbsp;&nbsp; 1389 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class D Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 | &nbsp;&nbsp; 1038 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13832 | &nbsp;&nbsp; 13908 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 14800 | &nbsp;&nbsp; 14863 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 18200 | &nbsp;&nbsp; 18393 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 23050 | &nbsp;&nbsp; 23219 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 12080 | &nbsp;&nbsp; 12055 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program LLC Class A Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 30240 | &nbsp;&nbsp; 30225 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust Class A Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 16051 | &nbsp;&nbsp; 16122 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust Class A Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 9746 | &nbsp;&nbsp; 9759 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A3 Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20490 | &nbsp;&nbsp; 20603 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A3 Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36730 | &nbsp;&nbsp; 36845 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A4 Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5690 | &nbsp;&nbsp; 5737 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A4 Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7670 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class B Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4280 | &nbsp;&nbsp; 4317 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class B Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp; 3154 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class C Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4950 | &nbsp;&nbsp; 4963 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 31480 | &nbsp;&nbsp; 31965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 25556 | &nbsp;&nbsp; 25878 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.130% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 | &nbsp;&nbsp; 1710 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7326 | &nbsp;&nbsp; 7348 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4340 | &nbsp;&nbsp; 4350 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11030 | &nbsp;&nbsp; 11112 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1747 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17910 | &nbsp;&nbsp; 17909 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 | &nbsp;&nbsp; 4479 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4580 | &nbsp;&nbsp; 4583 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6350 | &nbsp;&nbsp; 6357 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 18980 | &nbsp;&nbsp; 19122 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 21310 | &nbsp;&nbsp; 21368 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22480 | &nbsp;&nbsp; 22752 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25740 | &nbsp;&nbsp; 25893 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7499 | &nbsp;&nbsp; 7524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5441 | &nbsp;&nbsp; 5473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19580 | &nbsp;&nbsp; 19688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11950 | &nbsp;&nbsp; 12008 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.660% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8851 | &nbsp;&nbsp; 8869 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5397 | &nbsp;&nbsp; 5419 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 32280 | &nbsp;&nbsp; 32560 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 3.960% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 28140 | &nbsp;&nbsp; 28120 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2930 | &nbsp;&nbsp; 2951 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12370 | &nbsp;&nbsp; 12387 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9800 | &nbsp;&nbsp; 9910 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank Auto Credit-Linked Notes Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.728% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 17306 | &nbsp;&nbsp; 17294 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;US Bank C&I Credit-Linked Notes Class B1 Series 2025-SUP2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.818% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 12324 | &nbsp;&nbsp; 12342 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;US Bank NA Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.789% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 916 | &nbsp;&nbsp; 926 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;US Bank NA Class B Series 2025-SUP1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 17794 | &nbsp;&nbsp; 17803 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;USAA Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13087 | &nbsp;&nbsp; 13162 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;USB Auto Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15880 | &nbsp;&nbsp; 16004 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-6 | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 19770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19822 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15964 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8562 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2023-7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.490% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1550 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 21880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22040 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25740 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 34890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34920 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4499 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11082 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10586 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 3.990% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22311 |
| <sup>3,4,6</sup> | &nbsp;&nbsp;&nbsp;Voya CLO 2022-3 Ltd. Class A1R2 Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;&nbsp;&nbsp; 5.014% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class ASB Series 2019-C54 | &nbsp;&nbsp;&nbsp;&nbsp; 3.063% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1274 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8047 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class A3 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 23760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23746 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5656 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class B Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 10210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1885 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6949 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A2A Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 12280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12337 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,496,452)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,496,452)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,496,452)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,496,452)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,496,452)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4519513** |
| **Corporate Bonds (58.5%)** | **Corporate Bonds (58.5%)** | **Corporate Bonds (58.5%)** | **Corporate Bonds (58.5%)** | **Corporate Bonds (58.5%)** | **Corporate Bonds (58.5%)** |
| **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 43444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43011 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4969 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4233 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45924 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 27451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27460 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.567% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 82228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82836 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 24062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24016 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12255 |
|  | &nbsp;&nbsp;&nbsp;Sprint LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8274 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4894 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Telstra Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15315 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 17796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17645 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7358 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 57757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57423 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3826 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **360285** |
| **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25780 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp., SOFR + 0.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4.796% | &nbsp;&nbsp;&nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70089 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp., SOFR + 0.710% | &nbsp;&nbsp;&nbsp;&nbsp; 4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 37260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37278 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp., SOFR + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31605 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14796 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC, SOFR + 0.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4.912% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24080 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC, SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5.069% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 19819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19873 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9629 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 16250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16243 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2636 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16115 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11484 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12147 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1862 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc., SOFR + 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 47140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47154 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Home Depot Inc., SOFR + 0.330% | &nbsp;&nbsp;&nbsp;&nbsp; 4.462% | &nbsp;&nbsp;&nbsp;&nbsp;12/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 22285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22280 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3643 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1174 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3639 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18031 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5136 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 59445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59474 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 37010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37339 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC, SOFR + 0.630% | &nbsp;&nbsp;&nbsp;&nbsp; 4.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34042 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19694 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Services US Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9732 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Services US Corp., SOFR + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp; 5.848% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 36120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36255 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10827 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3982 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd., 3M Australian Bank Bill Rate + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.589% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 15050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9865 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9125 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7851 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., SOFR + 0.720% | &nbsp;&nbsp;&nbsp;&nbsp; 4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 66665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67139 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., SOFR + 0.770% | &nbsp;&nbsp;&nbsp;&nbsp; 5.057% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22418 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Financial Services Australia Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 57605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57768 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC, SOFR + 1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 5.324% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 40610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40693 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **875272** |
| **Consumer Staples (2.9%)** | **Consumer Staples (2.9%)** | **Consumer Staples (2.9%)** | **Consumer Staples (2.9%)** | **Consumer Staples (2.9%)** | **Consumer Staples (2.9%)** |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20544 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 31934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31546 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 28570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28275 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.668% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 52207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51620 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19763 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 33072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33160 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc., SOFR + 0.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4.891% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27022 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7927 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5018 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13752 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35871 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5051 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Mitsubishi Corp., SOFR + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4.986% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25417 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 15819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15697 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30229 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7182 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2680 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7894 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14127 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Philip Morris International Inc., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4.898% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14602 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 47008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46536 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **443913** |
| **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3708 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15291 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11946 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 80585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81413 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10039 |
|  | &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2837 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9101 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7103 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2530 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7592 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 24201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24140 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7353 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1321 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3339 |
|  | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14336 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2584 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3235 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11300 |
|  | &nbsp;&nbsp;&nbsp;SA Global Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.602% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 27012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26580 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1662 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22774 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8065 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4709 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 18360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18427 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **301385** |
| **Financials (30.3%)** | **Financials (30.3%)** | **Financials (30.3%)** | **Financials (30.3%)** | **Financials (30.3%)** | **Financials (30.3%)** |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6857 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 59732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58770 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16014 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2426 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5395 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2536 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 27050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26949 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26155 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11329 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 30684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29909 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4772 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.280% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2864 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.645% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18099 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25983 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Express Co., SOFR + 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36388 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Express Co., SOFR + 0.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5.007% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41108 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7554 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Apollo Management Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30107 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 18848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18544 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14987 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.684% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 19498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19575 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 90170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90745 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15554 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding, SOFR + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.136% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25022 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding, SOFR + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22242 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Banco Santander SA, SOFR + 1.120% | &nbsp;&nbsp;&nbsp;&nbsp; 5.222% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 29800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29974 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.559% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16129 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.734% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12426 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.376% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15045 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7676 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4.905% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29032 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19536 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 4.062% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41936 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.878% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84012 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 4.937% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36741 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.441% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 24670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24824 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.992% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 23783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23768 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4.917% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60648 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia, SOFR + 0.760% | &nbsp;&nbsp;&nbsp;&nbsp; 4.918% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 53716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53719 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia, SOFR + 0.890% | &nbsp;&nbsp;&nbsp;&nbsp; 5.154% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75096 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.896% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 35324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35746 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.753% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39981 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3527 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA, SOFR + 1.430% | &nbsp;&nbsp;&nbsp;&nbsp; 5.713% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 14550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14667 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 18370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18398 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5013 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 43818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44008 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 81400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82052 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce, SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4.986% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 39651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39676 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce, SOFR + 0.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5.096% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 36860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36983 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7982 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3675 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1360 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.576% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24717 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.876% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49343 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16688 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21081 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc., SOFR + 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5.056% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 37600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37613 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.320% | &nbsp;&nbsp;&nbsp;&nbsp; 4.893% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15715 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, SOFR + 0.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4.905% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 37371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37537 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 1.106% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13985 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 4.655% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9743 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA, SOFR + 0.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9903 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 52604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52167 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 37130 | &nbsp;&nbsp; 37385 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.857% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15992 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.589% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7292 | &nbsp;&nbsp; 7365 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.247% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4962 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14956 | &nbsp;&nbsp; 15039 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA, SOFR + 1.130% | &nbsp;&nbsp;&nbsp;&nbsp; 5.232% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 22610 | &nbsp;&nbsp; 22689 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4843 | &nbsp;&nbsp; 4929 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12278 | &nbsp;&nbsp; 12259 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding, SOFR + 0.710% | &nbsp;&nbsp;&nbsp;&nbsp; 4.868% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25278 | &nbsp;&nbsp; 25331 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1192 | &nbsp;&nbsp; 1136 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17200 | &nbsp;&nbsp; 17353 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA, SOFR + 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 4.885% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 30040 | &nbsp;&nbsp; 30053 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 4568 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19704 | &nbsp;&nbsp; 19731 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 19045 | &nbsp;&nbsp; 18890 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2111 | &nbsp;&nbsp; 2099 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9892 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4648 | &nbsp;&nbsp; 4647 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp; 4881 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 5.283% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 35880 | &nbsp;&nbsp; 36000 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 5.414% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 25155 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 51027 | &nbsp;&nbsp; 49866 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc., SOFR + 0.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5.007% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 25008 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 36381 | &nbsp;&nbsp; 36507 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 37243 | &nbsp;&nbsp; 37127 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 65365 | &nbsp;&nbsp; 66631 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.755% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7937 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8985 | &nbsp;&nbsp; 8630 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 13216 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc, SOFR + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 5.248% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25560 | &nbsp;&nbsp; 25642 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc, SOFR + 1.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21600 | &nbsp;&nbsp; 21678 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.871% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45848 | &nbsp;&nbsp; 46250 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Huntington National Bank, SOFR + 0.720% | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp; 74971 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25518 | &nbsp;&nbsp; 25456 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.017% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25360 | &nbsp;&nbsp; 25287 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 23177 | &nbsp;&nbsp; 23145 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 54620 | &nbsp;&nbsp; 54614 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14646 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7570 | &nbsp;&nbsp; 7457 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4.879% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 29520 | &nbsp;&nbsp; 29557 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 4.943% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 28564 | &nbsp;&nbsp; 28686 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5.013% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 56000 | &nbsp;&nbsp; 56320 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.462% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26794 | &nbsp;&nbsp; 27162 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3267 | &nbsp;&nbsp; 3226 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc, SOFR + 1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 5.302% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 68743 | &nbsp;&nbsp; 69046 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8894 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3326 | &nbsp;&nbsp; 3327 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 44619 | &nbsp;&nbsp; 44993 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc., SOFR + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4.984% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 18520 | &nbsp;&nbsp; 18580 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40000 | &nbsp;&nbsp; 39939 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 1.512% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5581 | &nbsp;&nbsp; 5475 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14060 | &nbsp;&nbsp; 14343 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4694 | &nbsp;&nbsp; 4774 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, SOFR + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 52000 | &nbsp;&nbsp; 52173 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, SOFR + 0.940% | &nbsp;&nbsp;&nbsp;&nbsp; 5.034% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 59295 | &nbsp;&nbsp; 59592 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.466% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 44450 | &nbsp;&nbsp; 44669 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5991 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.702% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 65120 | &nbsp;&nbsp; 65187 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 35000 | &nbsp;&nbsp; 35300 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 55450 | &nbsp;&nbsp; 56007 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.472% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10848 | &nbsp;&nbsp; 10854 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NatWest Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.416% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8400 | &nbsp;&nbsp; 8571 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;NatWest Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17750 | &nbsp;&nbsp; 17757 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.653% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 | &nbsp;&nbsp; 2173 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.329% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23443 | &nbsp;&nbsp; 22914 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3801 | &nbsp;&nbsp; 3881 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc., SOFR + 0.670% | &nbsp;&nbsp;&nbsp;&nbsp; 4.856% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21000 | &nbsp;&nbsp; 21044 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6085 | &nbsp;&nbsp; 6081 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10365 | &nbsp;&nbsp; 10189 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 | &nbsp;&nbsp; 2255 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5067 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.429% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31536 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.758% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10010 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 37204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37417 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.615% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1023 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4539 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.715% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7064 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.995% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19457 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.790% | &nbsp;&nbsp;&nbsp;&nbsp; 4.871% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 63530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63684 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4.909% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 41228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41256 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55155 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4493 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 22200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22422 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.456% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4473 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc, SOFR + 1.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5.327% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15114 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9197 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;State Street Corp., SOFR + 0.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4.723% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19538 |
|  | &nbsp;&nbsp;&nbsp;Suci Second Investment Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 35713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35751 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd., SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.026% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25417 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd., SOFR + 0.980% | &nbsp;&nbsp;&nbsp;&nbsp; 5.257% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 36860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37223 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 21658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21865 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.568% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102561 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26023 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, SOFR + 0.820% | &nbsp;&nbsp;&nbsp;&nbsp; 4.883% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 33636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33765 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.671% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 36237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36311 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 72140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72406 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.136% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16935 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.047% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 28162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28436 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 55770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56214 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.305% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14309 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.494% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22023 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.869% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 18971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18840 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG, SOFR + 0.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4.967% | &nbsp;&nbsp;&nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 72139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72059 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.787% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 49923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51155 |
|  | &nbsp;&nbsp;&nbsp;US Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 37537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37849 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;US Bank NA, SOFR + 0.690% | &nbsp;&nbsp;&nbsp;&nbsp; 4.773% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36037 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9371 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18385 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46250 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6506 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co., SOFR + 0.880% | &nbsp;&nbsp;&nbsp;&nbsp; 5.038% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 48409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48454 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4600980** |
| **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 17356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17182 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4409 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14396 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4969 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 53908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54272 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5533 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 21822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21848 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 41620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41245 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17780 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13608 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 38485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38316 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17496 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5004 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10010 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23940 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HCA Inc., SOFR + 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5.082% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13257 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Highmark Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7185 |
|  | &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 33287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33031 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 17232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17232 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4806 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc., SOFR + 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4.599% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 29760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29782 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37743 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **433044** |
| **Industrials (2.3%)** | **Industrials (2.3%)** | **Industrials (2.3%)** | **Industrials (2.3%)** | **Industrials (2.3%)** | **Industrials (2.3%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16986 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14992 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3673 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.196% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4972 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19101 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 34806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35146 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3997 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12709 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2703 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6113 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15062 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9825 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 40541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40662 |
|  | &nbsp;&nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.373% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6139 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3234 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 28270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28703 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14593 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15250 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2359 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8737 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16514 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 51539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50822 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19498 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;WSO Finance Pty Ltd., 3M Australian Bank Bill Rate + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.559% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1494 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **353284** |
| **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 20914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20670 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.493% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 49736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49713 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10638 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 32343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32240 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13270 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.865% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25023 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 13126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13127 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10618 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23693 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6788 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc, SOFR + 0.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4.998% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26251 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16516 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8062 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **256609** |
| **Real Estate (2.4%)** | **Real Estate (2.4%)** | **Real Estate (2.4%)** | **Real Estate (2.4%)** | **Real Estate (2.4%)** | **Real Estate (2.4%)** |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3995 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 22631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22529 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10869 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9703 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7207 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8399 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2234 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2538 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4150 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20597 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5675 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;BWP Property Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3277 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1906 |
|  | &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7160 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7989 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2658 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9493 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18994 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18952 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4093 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11124 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3307 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7596 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 23369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23252 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17860 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7582 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5023 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 12387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12382 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11049 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6739 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3973 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5034 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2413 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3727 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3753 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7613 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5833 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9922 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 21052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21033 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3304 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9767 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 14567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14577 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **369281** |
| **Technology (3.4%)** | **Technology (3.4%)** | **Technology (3.4%)** | **Technology (3.4%)** | **Technology (3.4%)** | **Technology (3.4%)** |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20793 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.459% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3976 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 47206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47474 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 79002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79247 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6263 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6287 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co., SOFR + 0.960% | &nbsp;&nbsp;&nbsp;&nbsp; 5.118% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12039 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7217 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5707 |
|  | &nbsp;&nbsp;&nbsp;IBM International Capital Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2331 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 15336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15350 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25436 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10716 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1881 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21202 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10696 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 865 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 33904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33931 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 55003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54829 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 19780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19582 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 27772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27250 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14223 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18299 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Oracle Corp., SOFR + 0.760% | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18832 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 39808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40071 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2081 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17118 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **523696** |
| **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8800 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4197 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc., SOFR + 0.520% | &nbsp;&nbsp;&nbsp;&nbsp; 4.777% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 22240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22261 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7274 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15348 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 46312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45749 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3983 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25634 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9136 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 37763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37208 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11960 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1069 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2341 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16928 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4894 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11690 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.685% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14871 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2042 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20423 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 24149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23932 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9066 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;United Energy Distribution Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3772 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Victoria Power Networks Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.603% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6773 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4111 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2241 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22943 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1905 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9541 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **357532** |
| **Total Corporate Bonds (Cost $8,833,008)** | **Total Corporate Bonds (Cost $8,833,008)** | **Total Corporate Bonds (Cost $8,833,008)** | **Total Corporate Bonds (Cost $8,833,008)** | **Total Corporate Bonds (Cost $8,833,008)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8875281** |
| **Sovereign Bonds (2.5%)** | **Sovereign Bonds (2.5%)** | **Sovereign Bonds (2.5%)** | **Sovereign Bonds (2.5%)** | **Sovereign Bonds (2.5%)** | **Sovereign Bonds (2.5%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 35437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35701 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 21801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21882 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12585 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14552 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17845 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3111 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Morocco | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5130 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13397 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers' Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29838 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30308 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp; 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 60875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59580 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12715 |
|  | &nbsp;&nbsp;&nbsp;Republic of Guatemala | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1644 |
|  | &nbsp;&nbsp;&nbsp;Republic of Guatemala | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6371 |
|  | &nbsp;&nbsp;&nbsp;Republic of Paraguay | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3950 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 24667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24585 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7517 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 21470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21715 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 21754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25662 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3296 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25560 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4317 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7833 |
| **Total Sovereign Bonds (Cost $386,939)** | **Total Sovereign Bonds (Cost $386,939)** | **Total Sovereign Bonds (Cost $386,939)** | **Total Sovereign Bonds (Cost $386,939)** | **Total Sovereign Bonds (Cost $386,939)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**389094** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (6.0%)** | **Temporary Cash Investments (6.0%)** | **Temporary Cash Investments (6.0%)** | **Temporary Cash Investments (6.0%)** | **Temporary Cash Investments (6.0%)** | **Temporary Cash Investments (6.0%)** |
| **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.141% |  | &nbsp;&nbsp;&nbsp;&nbsp;1182766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118277 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** |
| &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;3.715%–3.723% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 818228 | &nbsp;&nbsp; 789181 |
| **Total Temporary Cash Investments (Cost $907,325)** | **Total Temporary Cash Investments (Cost $907,325)** | **Total Temporary Cash Investments (Cost $907,325)** | **Total Temporary Cash Investments (Cost $907,325)** | &nbsp;&nbsp;&nbsp;&nbsp;**907458** |
| **Total Investments (99.8%) (Cost $15,074,554)** | **Total Investments (99.8%) (Cost $15,074,554)** | **Total Investments (99.8%) (Cost $15,074,554)** | **Total Investments (99.8%) (Cost $15,074,554)** | **15141374** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25506** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **15166880** |
| Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| 1 | Securities with a value of $6,643 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $7,121 have been segregated as initial margin for open futures contracts. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At October 31, 2025, the aggregate value was $4,413,672, representing 29.1% of net assets. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of October 31, 2025. |
| 6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 7 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 8 | Face amount denominated in Australian dollars. |
| 9 | Guaranteed by the Republic of Azerbaijan. |
| 10 | Face amount denominated in euro. |
| 11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 3M—3-month. |
|  | CLO—Collateralized Loan Obligation. |
|  | DAC—Designated Activity Company. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR—Secured Overnight Financing Rate. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | December 2025 | 2696 | 561421 | &nbsp;&nbsp;(118) |
| Short Futures Contracts |  |  |  |  |
| 5-Year U.S. Treasury Note | December 2025 | (2335) | (255008) | &nbsp;&nbsp;460 |
| AUD 3-Year Treasury Bond | December 2025 | (199) | (13896) | &nbsp;&nbsp;65 |
| Euro-Schatz | December 2025 | (117) | (14441) | &nbsp;&nbsp;2 |
|  |  |  |  | &nbsp;&nbsp;527 |
|  |  |  |  | &nbsp;&nbsp;409 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| JPMorgan Chase Bank, N.A. | 12/17/2025 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;21239 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;13794 | &nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;94779 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;143518 | &nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6653 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;9974 | &nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;8614 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(24) |
| Deutsche Bank AG | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| State Street Bank & Trust Co. | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;33716 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;28550 | &nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;(33) |

---

---

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

---

At October 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $1,042 in connection with open forward currency contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination<br> Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 10/30/2026 | N/A | &nbsp;&nbsp;&nbsp;2235000 | &nbsp;&nbsp;&nbsp;3.505<sup>1</sup> | &nbsp;&nbsp;&nbsp;(4.130)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(2835) | &nbsp;&nbsp;&nbsp;(2887) |
| 10/29/2027 | N/A | &nbsp;&nbsp;&nbsp;617500 | &nbsp;&nbsp;&nbsp;4.130<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.283)<sup>4</sup> | &nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;1419 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(1485) | &nbsp;&nbsp;&nbsp;(1468) |

---

---

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

---

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

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

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

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

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

------

collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

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

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

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

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

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

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

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

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

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

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450028 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450028 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4519513 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4519513 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8875281 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8875281 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389094 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389094 |
| Temporary Cash Investments | 118277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789181 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907458 |
| Total | 118277 | &nbsp;&nbsp;&nbsp;15023097 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15141374 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1795 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1419 |
| Total | &nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;3214 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3741 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (118) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(118) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2887) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2887) |
| Total | (118) | &nbsp;&nbsp;&nbsp;(2920) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3038) |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $15246470650.03

**Total Liabilities:** $134046175.65

**Net Assets:** $15112424474.38

**Delayed Delivery Securities:** $37660000.00

**Cash Not Reported:** $99035120.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -102264.54787119 | **1-Year:** -1170078.55941365 | **5-Year:** -462951.44867304 | **10-Year:** -89.92693642 | **30-Year:** 0.00000000

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

- **3-Month:** -926.50417194 | **1-Year:** -9167.10527473 | **5-Year:** -1697.01747598 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151975 | 0.64%                | 0.43%                | 0.33%                |
| Class ID C000151976 | 0.58%                | 0.48%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1985628.00              | $36901978.28                               |
| Month 2  | $9092663.64              | $2090292.38                                |
| Month 3  | $3160581.31              | $-15843861.64                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac STACR REMIC Trust 2024-HQA2                       | STACR 2024-HQA2 M1                | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    5205692 | PA      | $5217054.17   | 0.03%             | 2044-08-25      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A B                    | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4594399 | PA      | $4606598.71   | 0.03%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Company/The                                        | CAMPBELLS CO/THE                  | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   33072000 | PA      | $33159909.34  | 0.22%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 B                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21100000 | PA      | $21273927.30  | 0.14%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   42000000 | PA      | $41936351.10  | 0.28%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   51027000 | PA      | $49865735.70  | 0.33%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                           | LSEGA FIN PLC                     | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $8894191.59   | 0.06%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                   | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $74971117.50  | 0.50%             | 2028-04-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                           | TEVT 2023-1 A3                    | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11030000 | PA      | $11112346.67  | 0.07%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B A4                   | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6760000 | PA      | $6820786.60   | 0.05%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7574000 | PA      | $7675554.31   | 0.05%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A3                  | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7930000 | PA      | $8067702.86   | 0.05%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                            | HAROT 2024-2 A3                   | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24540000 | PA      | $24805407.46  | 0.16%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | OCT57 2021-1A AR                  | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4000000 | PA      | $4001220.00   | 0.03%             | 2034-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $826264.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   32343000 | PA      | $32240454.90  | 0.21%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                              | CODELCO INC                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   20914000 | PA      | $20669895.56  | 0.14%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7591000 | PA      | $7592303.37   | 0.05%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5003716.35   | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC                  | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   20562000 | PA      | $20543476.31  | 0.14%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                      | WOART 2023-B A3                   | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4806799 | PA      | $4816233.88   | 0.03%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                 | CAS 2025-R01 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6855604 | PA      | $6859908.80   | 0.05%             | 2045-01-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7064086.89   | 0.05%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   37763000 | PA      | $37207998.32  | 0.25%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                   | CAPST 2024-1 A                    | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3320000 | PA      | $3334992.46   | 0.02%             | 2028-10-16      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-1 C                     | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    1530000 | PA      | $1550247.26   | 0.01%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                      | FORD MOTOR CRED                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $2636549.69   | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                             | HEALTHPEAK OP                     | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7857000 | PA      | $7581529.81   | 0.05%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                         | HART 2023-A A3                    | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1358925 | PA      | $1360146.38   | 0.01%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   19498000 | PA      | $19574787.80  | 0.13%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29880000 | PA      | $29085145.39  | 0.19%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                       | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   14550000 | PA      | $14667169.70  | 0.10%             | 2029-05-09      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co              | GE CAPITAL INTL                   | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    6144000 | PA      | $6139417.44   | 0.04%             | 2025-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                            | REALTY INCOME                     | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7609000 | PA      | $7613367.34   | 0.05%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   41228000 | PA      | $41255510.21  | 0.27%             | 2029-01-24      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                      | GCCT 2021-1A A                    | CUSIP: 380881FB3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-CBDO         | CORP              | US        |   47940000 | PA      | $46865142.05  | 0.31%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                  | GMALT 2023-3 A4                   | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6007090.80   | 0.04%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                  | GMALT 2024-3 B                    | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7860000 | PA      | $7876883.28   | 0.05%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6240000 | PA      | $6292377.31   | 0.04%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-2 Trust                       | SCLP 2025-2 A                     | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16051158 | PA      | $16122383.60  | 0.11%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   53716000 | PA      | $53718748.65  | 0.36%             | 2028-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                           | DELTA AIR LINES                   | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   40541000 | PA      | $40661676.37  | 0.27%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                 | JEFFERIES GROUP                   | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   54620000 | PA      | $54614432.58  | 0.36%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                  | SABINE PASS LIQU                  | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1662046.58   | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                      | BAXTER INTL                       | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4408694.21   | 0.03%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                     | ROGERS COMMUNIC                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   12430000 | PA      | $12255405.86  | 0.08%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                           | MTLRF 2025-1A A2                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9380000 | PA      | $9430378.10   | 0.06%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   19819000 | PA      | $19872724.95  | 0.13%             | 2026-08-13      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   24670000 | PA      | $24823951.16  | 0.16%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                  | SYNOPSYS INC                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   39808000 | PA      | $40070878.50  | 0.27%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2025-A B                    | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1666019 | PA      | $1678240.55   | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B D                    | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1211843 | PA      | $1216172.37   | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B D                    | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2193457 | PA      | $2201248.38   | 0.01%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc                                        | BROOKFIELD FIN                    | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5049000 | PA      | $5012762.62   | 0.03%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7405000 | PA      | $7357621.33   | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                  | HACLN 2025-1 B                    | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14148245 | PA      | $14227268.75  | 0.09%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                        | CRVNA 2024-P4 A3                  | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9680000 | PA      | $9720561.14   | 0.06%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A4                  | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5690000 | PA      | $5737240.66   | 0.04%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                            | ALLYA 2023-A B                    | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1434000 | PA      | $1436292.09   | 0.01%             | 2034-01-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18385058.21  | 0.12%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | EURO-SCHATZ FUT   Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -117 | NC      | $1943.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                           | TEVT 2023-1 A4                    | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1720000 | PA      | $1747263.38   | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 D                     | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3100232.19   | 0.02%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                | NALT 2024-A A3                    | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26040000 | PA      | $26116370.11  | 0.17%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B                 | ABCLN_2025-B-C 4.697 9/15/2033    | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7780000 | PA      | $7780256.74   | 0.05%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                          | SBAT 2025-SF1 B                   | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1274371 | PA      | $1275463.50   | 0.01%             | 2031-03-17      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                 | SDART 2023-4 A3                   | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1859218 | PA      | $1862920.55   | 0.01%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 B                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30232632 | PA      | $30346745.15  | 0.20%             | 2033-02-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   46000000 | PA      | $45924099.08  | 0.30%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                 | CHAOT 2025-1A A3                  | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18360000 | PA      | $18481288.00  | 0.12%             | 2030-06-25      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2023-2A A1                   | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    5475911 | PA      | $5546413.99   | 0.04%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                              | MANUF & TRADERS                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   44619000 | PA      | $44993406.51  | 0.30%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14095000 | PA      | $14126889.09  | 0.09%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                           | SA GLOBAL SUKU                    | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   27012000 | PA      | $26580107.83  | 0.18%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                          | ALLCU 2025-1A A4                  | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2190000 | PA      | $2194912.39   | 0.01%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-2                                  | CCG 2025-2 A2                     | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   37960000 | PA      | $37964774.61  | 0.25%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                       | STACR 2025-DNA3 A1                | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   13186250 | PA      | $13198692.55  | 0.09%             | 2045-09-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                | OMEGA HEALTHCARE                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5033795.60   | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B A3                    | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33070000 | PA      | $33241639.91  | 0.22%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                         | BANQ FED CRD MUT                  | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   35324000 | PA      | $35746329.51  | 0.24%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                   | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   47008000 | PA      | $46535689.47  | 0.31%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-1 C                     | CUSIP: 92348KCP6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   11380000 | PA      | $11393158.69  | 0.08%             | 2028-12-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   22340000 | PA      | $22418235.35  | 0.15%             | 2026-08-07      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                      | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   22710000 | PA      | $14593339.72  | 0.10%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A A3                  | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6020000 | PA      | $6055932.18   | 0.04%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                         | TRANSCONT GAS PL                  | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4709214.37   | 0.03%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2210000 | PA      | $2172663.40   | 0.01%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                  | STRYKER CORP                      | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   17232000 | PA      | $17232000.00  | 0.11%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2023-1A A1                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    3120521 | PA      | $3137844.72   | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust             | NAVMT 2024-1 A                    | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   42640000 | PA      | $42899852.42  | 0.28%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                | SDART 2025-2 A3                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22760000 | PA      | $22878841.34  | 0.15%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                          | WILLIAMS COS INC                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   18360000 | PA      | $18427174.65  | 0.12%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                      | TMUST 2025-2A A                   | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25740000 | PA      | $25892571.28  | 0.17%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 C                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17080000 | PA      | $17022327.67  | 0.11%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                     | HAROT 2023-2 A3                   | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6255648 | PA      | $6282128.30   | 0.04%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A2                   | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14260000 | PA      | $14291176.64  | 0.09%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                         | STELLANTIS FINAN                  | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9690000 | PA      | $9732400.92   | 0.06%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3              | SFAST 2025-3A A3                  | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12080000 | PA      | $12054878.43  | 0.08%             | 2031-04-21      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $9124808.13   | 0.06%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-2                                      | TMUST 2024-2A A                   | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21310000 | PA      | $21368487.43  | 0.14%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   25570000 | PA      | $25779995.41  | 0.17%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   25760000 | PA      | $25982565.88  | 0.17%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-3A A1                  | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39617000 | PA      | $39864772.64  | 0.26%             | 2028-11-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A A1                  | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   35050000 | PA      | $35287481.28  | 0.23%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                       | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   23580000 | PA      | $23693249.79  | 0.16%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16391000 | PA      | $16115043.42  | 0.11%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A       | WOLS 2023-A A4                    | CUSIP: 981944AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1885174 | PA      | $1885431.95   | 0.01%             | 2028-07-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45000000 | PA      | $44915625.00  | 0.30%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 A4                   | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4340000 | PA      | $4385691.95   | 0.03%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                         | EFF 2024-3 A2                     | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3182030 | PA      | $3197451.70   | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | US 5YR NOTE (CBT) Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2418 | NC      | $459891.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                      | BAXTER INTL                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   14816000 | PA      | $14396195.01  | 0.10%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 C                     | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2480000 | PA      | $2480849.15   | 0.02%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   30385000 | PA      | $30229474.68  | 0.20%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                    | ABBVIE INC                        | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17356000 | PA      | $17182604.36  | 0.11%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                    | TAOT 2024-A A3                    | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19580070 | PA      | $19688504.83  | 0.13%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15044501.10  | 0.10%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A A3                   | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12220000 | PA      | $12333217.08  | 0.08%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                            | UNITED ENERGY D                   | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |    5870000 | PA      | $3771945.81   | 0.02%             | 2026-10-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 A2A                  | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8492903 | PA      | $8506902.14   | 0.06%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                    | NAROT 2023-B A3                   | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11914679 | PA      | $12001812.06  | 0.08%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                            | BOBA 2023-2A A1R                  | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |    2900000 | PA      | $2900394.69   | 0.02%             | 2036-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                     | ARIZONA PUB SERV                  | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4273000 | PA      | $4197427.89   | 0.03%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7254000 | PA      | $7206859.88   | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A A3                  | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19500000 | PA      | $19469507.85  | 0.13%             | 2032-11-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 A3                   | CUSIP: 10807UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38300000 | PA      | $38222768.05  | 0.25%             | 2029-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust 2025-A                                 | XROAD 2025-A A2                   | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11090000 | PA      | $11146376.02  | 0.07%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 B                    | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18920000 | PA      | $19035094.14  | 0.13%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                    | ALBERTA PROVINCE                  | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |   30720000 | PA      | $30307728.38  | 0.20%             | 2026-08-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                        | HP INC                            | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7217433.78   | 0.05%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                              | BRIXMOR OPERATIN                  | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   20632000 | PA      | $20596640.47  | 0.14%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                         | BARK 2021-1A BR                   | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    3320000 | PA      | $3311768.72   | 0.02%             | 2034-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15560000 | PA      | $16014441.94  | 0.11%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                           | FORDO 2023-A A3                   | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4465646 | PA      | $4475537.98   | 0.03%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                    | ECOLAB INC                        | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   10770000 | PA      | $10637521.03  | 0.07%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2020-2A A                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    5353333 | PA      | $5331305.43   | 0.04%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                      | BAE SYSTEMS HLDG                  | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16985714.22  | 0.11%             | 2025-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                           | FORDL 2025-B B                    | CUSIP: 34533MAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $3262216.75   | 0.02%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                | NALT 2024-A A4                    | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3107183.18   | 0.02%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                    | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5581000 | PA      | $5474653.65   | 0.04%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $25147.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                       | STACR 2024-DNA3 A1                | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    3284900 | PA      | $3291060.83   | 0.02%             | 2044-10-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B                 | ABCLN_2025-B-A2 4.305 9/15/2033   | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15360000 | PA      | $15360642.05  | 0.10%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |    6040000 | PA      | $3981671.23   | 0.03%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   45850000 | PA      | $46249530.48  | 0.31%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20912000 | PA      | $21201936.93  | 0.14%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2022-2                              | KCOT 2022-2A A3                   | CUSIP: 50117JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1206072 | PA      | $1205811.33   | 0.01%             | 2026-12-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                   | CENCORA INC                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5605000 | PA      | $5532760.35   | 0.04%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   26794000 | PA      | $27161729.97  | 0.18%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2022-5A C                   | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     430000 | PA      | $431342.29    | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                             | CONOCOPHIL CO                     | CUSIP: 20826FBV7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10039482.30  | 0.07%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA                  | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7292000 | PA      | $7365202.78   | 0.05%             | 2026-07-05      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-6 B                     | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   19770000 | PA      | $19822123.61  | 0.13%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B C                    | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1381011 | PA      | $1389293.35   | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                      | EBAY INC                          | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    9770000 | PA      | $9629515.70   | 0.06%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   15050000 | PA      | $9865453.43   | 0.07%             | 2026-04-06      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | UNITED TECH CORP                  | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $8737521.90   | 0.06%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   39651000 | PA      | $39676085.21  | 0.26%             | 2028-09-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                       | PPL CAPITAL FDG                   | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   20555000 | PA      | $20422678.63  | 0.14%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13257142.27  | 0.09%             | 2028-03-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                     | HAROT 2024-1 A3                   | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16486516 | PA      | $16629036.64  | 0.11%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                 | USCLN 2025-SUP2 B1                | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12324294 | PA      | $12341525.03  | 0.08%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A A3                  | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19580000 | PA      | $19668989.14  | 0.13%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2025-A2 A                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25556000 | PA      | $25878279.05  | 0.17%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2023-1 B                    | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4030903.20   | 0.03%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A B                   | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1970000 | PA      | $1965124.64   | 0.01%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                     | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    1651000 | PA      | $1644000.29   | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                   | EVGRN 2025-CRT5 C                 | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    3110000 | PA      | $3141030.03   | 0.02%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                     | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15991845.76  | 0.11%             | 2028-01-07      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co                                         | SOUTHWEST AIR                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   19296000 | PA      | $19497754.73  | 0.13%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                         | HART 2024-A A3                    | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12670000 | PA      | $12780244.20  | 0.08%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                 | SDART 2024-5 B                    | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10940000 | PA      | $10966106.12  | 0.07%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                           | GLOBAL PAY INC                    | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9891938.70   | 0.07%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 A3                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32700000 | PA      | $32805768.15  | 0.22%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                              | ERP OPERATING LP                  | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3346000 | PA      | $3307156.45   | 0.02%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                      | FORD MOTOR CRED                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $16243210.59  | 0.11%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                | HALST 2024-B A3                   | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13576646.25  | 0.09%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A D                    | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     549130 | PA      | $556593.56    | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                     | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   37130000 | PA      | $37384809.45  | 0.25%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6264000 | PA      | $6287194.59   | 0.04%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B C                    | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4683268 | PA      | $4702430.08   | 0.03%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   15163000 | PA      | $15348242.73  | 0.10%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                | GE HEALTHCARE                     | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17496005.09  | 0.12%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                   | AMEREN CORP                       | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $8800218.33   | 0.06%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A3                     | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13720000 | PA      | $13854871.72  | 0.09%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                    | USCLN 2025-SUP1 B                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17793864 | PA      | $17802531.11  | 0.12%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2        | HACLN 2025-2 B1                   | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22575284 | PA      | $22653739.92  | 0.15%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7838000 | PA      | $7894249.64   | 0.05%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                           | WOSAT 2025-A A2A                  | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15150000 | PA      | $15130171.68  | 0.10%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18760000 | PA      | $18831867.68  | 0.12%             | 2028-08-03      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25821000 | PA      | $25633604.09  | 0.17%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                         | HART 2023-B A3                    | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5694989 | PA      | $5735548.91   | 0.04%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                       | DIGITAL REALTY                    | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   18438000 | PA      | $18952403.42  | 0.13%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8541000 | PA      | $8398660.99   | 0.06%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                          | SBAT 2025-SF1 D                   | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2290000 | PA      | $2299400.91   | 0.02%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   68743000 | PA      | $69046020.52  | 0.46%             | 2028-11-26      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                    | HPS CORPORATE LE                  | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   36381000 | PA      | $36507364.31  | 0.24%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16934878.95  | 0.11%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | GBP/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16751.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-1            | PFAST 2023-1A A3                  | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4844068 | PA      | $4858979.04   | 0.03%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN                  | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   37010000 | PA      | $37339491.15  | 0.25%             | 2026-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 C                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26400000 | PA      | $26703945.84  | 0.18%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1               | GMREV 2021-1 A                    | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51130000 | PA      | $49840941.12  | 0.33%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C A4                   | CUSIP: 44935GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25500000 | PA      | $25646296.05  | 0.17%             | 2029-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-2 A3                   | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26220000 | PA      | $26427051.47  | 0.17%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   47140000 | PA      | $47154525.25  | 0.31%             | 2028-04-04      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                     | SUCI SECOND INVE                  | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   35713000 | PA      | $35751423.62  | 0.24%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                              | MANUF & TRADERS                   | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    3326000 | PA      | $3326851.26   | 0.02%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-1 A2                     | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6570000 | PA      | $6590142.96   | 0.04%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4468000 | PA      | $4233044.14   | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                  | WLAKE 2025-3A B                   | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10210000 | PA      | $10192539.88  | 0.07%             | 2031-07-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                      | MOLSON COORS                      | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   15819000 | PA      | $15697057.34  | 0.10%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   90170000 | PA      | $90744920.31  | 0.60%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                     | HAROT 2023-3 A3                   | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10779283 | PA      | $10858992.86  | 0.07%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                        | BOARDWALK PIPELI                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3707559.09   | 0.02%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   36350000 | PA      | $36387678.23  | 0.24%             | 2029-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1            | PFAST 2024-1A A4                  | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5669925.28   | 0.04%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                           | FORDL 2025-B A4                   | CUSIP: 34533MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15950000 | PA      | $16054384.78  | 0.11%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2679836.83   | 0.02%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                            | SONOCO PRODUCTS                   | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    8269000 | PA      | $8061664.75   | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                             | CDP FINANCIAL                     | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |   12800000 | PA      | $12585158.53  | 0.08%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $7850617.43   | 0.05%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-2    | GALC 2024-2 A2                    | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7642660 | PA      | $7679359.73   | 0.05%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B B                     | CUSIP: 65481RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5470000 | PA      | $5496812.85   | 0.04%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA B                   | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4280000 | PA      | $4317473.11   | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24079677.12  | 0.16%             | 2027-03-19      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Telstra Group Ltd                                             | TELSTRA GROUP                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |   23410000 | PA      | $15315040.67  | 0.10%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19780000 | PA      | $19581677.81  | 0.13%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                    | TAOT 2023-C A3                    | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5441294 | PA      | $5472605.49   | 0.04%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $7182117.36   | 0.05%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   19462000 | PA      | $19100582.10  | 0.13%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B D                    | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1033691 | PA      | $1037634.00   | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                  | SBALT 2024-B A4                   | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5810000 | PA      | $5881218.98   | 0.04%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                     | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    6421000 | PA      | $6371333.37   | 0.04%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   37260000 | PA      | $37277952.61  | 0.25%             | 2027-07-09      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25007648.75  | 0.17%             | 2029-10-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                 | TESLA 2023-B A3                   | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1708762 | PA      | $1710391.72   | 0.01%             | 2026-09-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings Inc                                           | PAYPAL HOLDING                    | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21043558.83  | 0.14%             | 2028-03-06      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14520000 | PA      | $14602360.20  | 0.10%             | 2028-04-28      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                | MBALT 2025-A A3                   | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590000 | PA      | $11725868.41  | 0.08%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A C                   | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3160000 | PA      | $3176765.70   | 0.02%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                      | COOPERATIEVE RAB                  | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9665000 | PA      | $9742687.75   | 0.06%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13716000 | PA      | $13607967.98  | 0.09%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC                  | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   17796000 | PA      | $17644626.87  | 0.12%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   36860000 | PA      | $36982640.59  | 0.24%             | 2027-09-11      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   25556000 | PA      | $25559680.06  | 0.17%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                      | VISTRA OPERATION                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4111328.57   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B B                    | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7850000 | PA      | $7947248.16   | 0.05%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   23443000 | PA      | $22914359.18  | 0.15%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12708566.65  | 0.08%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   27050000 | PA      | $26948685.85  | 0.18%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                      | GCAR 2025-3A A3                   | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6360000 | PA      | $6376705.81   | 0.04%             | 2029-03-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6998000 | PA      | $7102695.61   | 0.05%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                | SUMITOMO TR&BK                    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   25360000 | PA      | $25416499.54  | 0.17%             | 2028-09-11      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5135573.57   | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                    | USCLN 2023-1 B                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     916211 | PA      | $926105.26    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $19538145.12  | 0.13%             | 2027-10-22      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                             | BMARK 2019-B15 AAB                | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4760374 | PA      | $4643437.42   | 0.03%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1               | COPAR 2024-1 A4                   | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3300000 | PA      | $3347064.60   | 0.02%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                 | CGCMT 2019-GC41 AAB               | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1810891 | PA      | $1765823.96   | 0.01%             | 2056-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                         | SBALT 2025-A A4                   | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4970000 | PA      | $5020131.89   | 0.03%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B                 | ABCLN_2025-B-B 4.501 9/15/2033    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7620000 | PA      | $7620275.84   | 0.05%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                    | NASDAQ INC                        | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5991408.36   | 0.04%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   14060000 | PA      | $14343492.48  | 0.09%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust 2024-1                                  | HUNT 2024-1A A3                   | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15449092 | PA      | $15587146.35  | 0.10%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                            | GMALT 2024-2 A4                   | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9730000 | PA      | $9830314.35   | 0.07%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                  | SBALT 2024-A A4                   | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8650000 | PA      | $8699401.02   | 0.06%             | 2029-01-22      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31560000 | PA      | $31790769.88  | 0.21%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A3                  | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20490000 | PA      | $20602779.01  | 0.14%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                            | SCCU 2023-1A A3                   | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8022645 | PA      | $8080574.53   | 0.05%             | 2028-10-16      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                  | CCG 2025-1 A2                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6380000 | PA      | $6401678.60   | 0.04%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                  | GMALT 2024-1 A3                   | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16907252 | PA      | $16949171.60  | 0.11%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2        | HACLN 2024-2 B1                   | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6091240 | PA      | $6152856.56   | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-1                           | DEFT 2023-1 A3                    | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3950522 | PA      | $3953291.17   | 0.03%             | 2028-09-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10389984 | PA      | $10407857.48  | 0.07%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                | CARMX 2024-1 A2A                  | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      63573 | PA      | $63593.34     | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-B A                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5114000 | PA      | $5159159.18   | 0.03%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2            | PFAST 2023-2A A3                  | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5474214 | PA      | $5516493.75   | 0.04%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                | WOLS 2025-A A3                    | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13180000 | PA      | $13248934.04  | 0.09%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A B                    | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2890000 | PA      | $2922867.39   | 0.02%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   19500000 | PA      | $19457258.15  | 0.13%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                        | FORDR 2022-1 C                    | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7029000 | PA      | $7034215.52   | 0.05%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A C                   | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2450000 | PA      | $2443628.29   | 0.02%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd               | VOLKSWAGEN AUST                   | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |    8540000 | PA      | $5594561.60   | 0.04%             | 2026-04-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                      | AMERICAN HOMES 4                  | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   10855000 | PA      | $10869086.75  | 0.07%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA A4                  | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7650000 | PA      | $7669798.20   | 0.05%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1        | AHART 2025-1A A3                  | CUSIP: 02650VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16200000 | PA      | $16229762.64  | 0.11%             | 2030-11-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                            | SIXTH STREET                      | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4492597.78   | 0.03%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-D A                    | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17743000 | PA      | $18021650.27  | 0.12%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Voya Financial Inc                                            | VOYA FINANCIAL                    | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    9402000 | PA      | $9371162.94   | 0.06%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                          | WEC ENERGY GROUP                  | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1904802.09   | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                 | OWENS CORNING                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    6655000 | PA      | $6787790.88   | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | RTX CORP                          | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   16633000 | PA      | $16513999.70  | 0.11%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                     | MID-AMER APT LP                   | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   12387000 | PA      | $12382351.04  | 0.08%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A A3                  | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32780000 | PA      | $32830179.62  | 0.22%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                           | FORDL 2023-B A4                   | CUSIP: 34529NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5971822 | PA      | $5978183.02   | 0.04%             | 2027-01-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2023-B                               | TLOT 2023-B A3                    | CUSIP: 89240HAD7<br>LEI: 254900ILC8EOVFWZQA04 | Long             | ABS-CBDO         | CORP              | US        |    8851264 | PA      | $8869229.91   | 0.06%             | 2026-11-20      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   21658000 | PA      | $21865360.41  | 0.14%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                 | SDART 2024-1 B                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5950000 | PA      | $5971273.04   | 0.04%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                  | CAS 2025-R05 2A1                  | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9749579 | PA      | $9764822.37   | 0.06%             | 2045-07-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A B                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1994482 | PA      | $2025664.54   | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CDP Financial Inc                                             | CDP FINANCIAL                     | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   14800000 | PA      | $14551589.55  | 0.10%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                       | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3580000 | PA      | $3526734.50   | 0.02%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                     | GATX CORP                         | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2099331.47   | 0.01%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   23783000 | PA      | $23768352.05  | 0.16%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   81400000 | PA      | $82052312.74  | 0.54%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                              | CROWN CASTLE INT                  | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8071000 | PA      | $7988753.93   | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   16520000 | PA      | $10826714.62  | 0.07%             | 2026-04-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                           | FORDL 2024-A B                    | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8430000 | PA      | $8479856.71   | 0.06%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B C                     | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2870000 | PA      | $2883342.06   | 0.02%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A A4                   | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6030000 | PA      | $6102302.11   | 0.04%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B B                    | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1519177 | PA      | $1537653.71   | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   24201000 | PA      | $24140302.44  | 0.16%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97228000 | PA      | $97717937.73  | 0.65%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A3                   | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6650000 | PA      | $6638589.27   | 0.04%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                   | BRDCOM CRP / FIN                  | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   21005000 | PA      | $20793297.54  | 0.14%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                  | ING GROEP NV                      | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   25518000 | PA      | $25455989.98  | 0.17%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                           | FORDL 2024-A A4                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1710000 | PA      | $1718299.66   | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B D                    | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2338447 | PA      | $2371209.61   | 0.02%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1880543.60   | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                           | SAUDI INT BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |   13505000 | PA      | $13397072.09  | 0.09%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                    | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47206000 | PA      | $47473899.71  | 0.31%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12650000 | PA      | $12426264.51  | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3267000 | PA      | $3226034.43   | 0.02%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-3                      | GSAR 2025-3A A2                   | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15761000 | PA      | $15823117.25  | 0.10%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12038449.32  | 0.08%             | 2028-09-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                      | US BANK NA OHIO                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   37537000 | PA      | $37849206.49  | 0.25%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                          | WEC ENERGY GROUP                  | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   22937000 | PA      | $22942738.38  | 0.15%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7238000 | PA      | $7353099.18   | 0.05%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A C                    | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1928769 | PA      | $1950415.23   | 0.01%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                    | STHRN GAS CRIDOR                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |   22570000 | PA      | $22773910.92  | 0.15%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust 2024-1                      | GRNST 2024-1A A2                  | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1379870 | PA      | $1381575.70   | 0.01%             | 2027-08-16      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                    | NETWORK FINANCE                   | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |    3650000 | PA      | $2341360.21   | 0.02%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                           | DEFT 2023-3 A3                    | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15170810 | PA      | $15265632.53  | 0.10%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A A4                   | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6820000 | PA      | $6890278.05   | 0.05%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                  | CCG 2024-1 A2                     | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12508872 | PA      | $12605806.92  | 0.08%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A2                   | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15170000 | PA      | $15161714.15  | 0.10%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2024-A                           | WOSAT 2024-A A3                   | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12280000 | PA      | $12337087.26  | 0.08%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                | HALST 2024-A A3                   | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9133445 | PA      | $9156077.13   | 0.06%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                            | VWALT 2024-A A3                   | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21880000 | PA      | $22039881.54  | 0.15%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2023-C A                    | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8384000 | PA      | $8483754.51   | 0.06%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                        | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   49923000 | PA      | $51155458.09  | 0.34%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                            | TLOT 2024-A A3                    | CUSIP: 89238GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5397447 | PA      | $5419480.21   | 0.04%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-A                                  | ARIFL 2024-A A2                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4226134 | PA      | $4250655.76   | 0.03%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A B                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3110000 | PA      | $3128900.40   | 0.02%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29520000 | PA      | $29556967.90  | 0.20%             | 2029-01-24      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   79002000 | PA      | $79247373.89  | 0.52%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                 | SDART 2025-3 A3                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19680000 | PA      | $19754280.19  | 0.13%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond              | REP OF POLAND                     | CUSIP: 731011AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   24667000 | PA      | $24585307.09  | 0.16%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                           | FORDO 2023-B A3                   | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8985646 | PA      | $9042612.46   | 0.06%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                   | EVGRN 2025-CRT5 B                 | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    3540000 | PA      | $3578809.73   | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                             | HUNT INGALLS IND                  | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    3286000 | PA      | $3233801.20   | 0.02%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-3A B                   | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6204000 | PA      | $6242147.16   | 0.04%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3674553.23   | 0.02%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B                 | ABCLN_2025-B-D 4.942 9/15/2033    | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2920000 | PA      | $2920094.32   | 0.02%             | 2033-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                              | GALAXY PIPELINE                   | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   14714124 | PA      | $14335809.26  | 0.09%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                         | DOWDUPONT                         | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   49736000 | PA      | $49713214.94  | 0.33%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                | PILOT 2025-1A A3                  | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590000 | PA      | $11699028.29  | 0.08%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                    | CNH INDUSTRIAL                    | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    6073000 | PA      | $6112950.87   | 0.04%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10365000 | PA      | $10189370.46  | 0.07%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                     | RIO TINTO FIN PL                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   26030000 | PA      | $26251285.98  | 0.17%             | 2028-03-14      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37243000 | PA      | $37127485.25  | 0.25%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   15430000 | PA      | $15553947.80  | 0.10%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 A4                   | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11110000 | PA      | $11141603.51  | 0.07%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                              | EQUITABLE AMERIC                  | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   12278000 | PA      | $12259249.78  | 0.08%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                    | TAOT 2023-B A3                    | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7498559 | PA      | $7523744.06   | 0.05%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                | MTBAT 2025-1A A3                  | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10150000 | PA      | $10273659.48  | 0.07%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                  | CAS 2025-R06 1A1                  | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7521788 | PA      | $7524149.78   | 0.05%             | 2045-09-25      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                       | STACR 2025-DNA2 A1                | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    8043750 | PA      | $8068954.29   | 0.05%             | 2045-05-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   33636000 | PA      | $33764704.12  | 0.22%             | 2028-01-31      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                   | WORKDAY INC                       | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   17264000 | PA      | $17118302.37  | 0.11%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                  | CAS 2023-R07 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4307408 | PA      | $4335715.22   | 0.03%             | 2043-09-25      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                     | GATX CORP                         | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   19045000 | PA      | $18889813.72  | 0.12%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38580000 | PA      | $38781051.95  | 0.26%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                      | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3993000 | PA      | $3975451.12   | 0.03%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                         | STELLANTIS FINAN                  | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36120000 | PA      | $36254596.85  | 0.24%             | 2028-09-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   72139000 | PA      | $72058724.44  | 0.48%             | 2029-12-23      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A D                    | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2341569 | PA      | $2367710.98   | 0.02%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                            | VZMT 2024-4 C                     | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7824000 | PA      | $7881905.42   | 0.05%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-5 B                     | CUSIP: 92348KEH2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    8550000 | PA      | $8562050.37   | 0.06%             | 2031-06-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                          | CHENIERE CORP CH                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   80585000 | PA      | $81412541.06  | 0.54%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                  | HPEFS 2023-2A A3                  | CUSIP: 44328UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     468436 | PA      | $468766.04    | 0.00%             | 2031-01-21      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                  | WLAKE 2025-2A B                   | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5656442.86   | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   82228000 | PA      | $82836057.15  | 0.55%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   30684000 | PA      | $29909408.50  | 0.20%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                         | MOROCCO KINGDOM                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    5350000 | PA      | $5129563.95   | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                     | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   14925000 | PA      | $15062483.58  | 0.10%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                          | KRAFT HEINZ FOOD                  | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   13816000 | PA      | $13751493.79  | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    2905000 | PA      | $3296127.23   | 0.02%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1               | AMCAR 2024-1 A3                   | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23160000 | PA      | $23361698.12  | 0.15%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                       | HDMOT 2024-A A3                   | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20399202 | PA      | $20584029.22  | 0.14%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A B                     | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3160000 | PA      | $3201268.65   | 0.02%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                            | VZMT 2024-4 B                     | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5560000 | PA      | $5599360.91   | 0.04%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A       | WOLS 2024-A A3                    | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14240000 | PA      | $14348346.46  | 0.09%             | 2027-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                        | CITZN 2024-1 A3                   | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19490891 | PA      | $19588406.19  | 0.13%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                 | SDART 2025-3 B                    | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11890000 | PA      | $11936994.04  | 0.08%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                           | NATWEST MARKETS                   | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    8400000 | PA      | $8570583.92   | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                        | PARAGUAY                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    3946000 | PA      | $3949460.48   | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                               | BAE SYSTEMS PLC                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   14828000 | PA      | $14991665.38  | 0.10%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                      | MARSH & MCLENNAN                  | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18520000 | PA      | $18579869.42  | 0.12%             | 2027-11-08      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2             | ESART 2025-2 A3                   | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7280000 | PA      | $7311542.78   | 0.05%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                     | AVALONBAY COMMUN                  | CUSIP: 05348EAW9<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2538512.88   | 0.02%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                            | AON CORP/AON GLO                  | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7697000 | PA      | $7554431.24   | 0.05%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                       | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   10636000 | PA      | $10618353.60  | 0.07%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7875000 | PA      | $7936952.00   | 0.05%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   48000000 | PA      | $48108432.00  | 0.32%             | 2028-09-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                      | COOPERATIEVE RAB                  | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   14125000 | PA      | $13985020.12  | 0.09%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 B                     | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $557224.97    | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA A3                  | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36730000 | PA      | $36844553.52  | 0.24%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                         | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    2993333 | PA      | $3111212.47   | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                | BMWLT 2025-1 A3                   | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16900000 | PA      | $17006121.86  | 0.11%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                             | ARES CAPITAL COR                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   18848000 | PA      | $18543605.93  | 0.12%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                               | DRVPNK 2025-1A A3                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12630000 | PA      | $12719482.29  | 0.08%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    9022000 | PA      | $9135984.49   | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                              | DUKE ENERGY COR                   | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   46312000 | PA      | $45749227.69  | 0.30%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1               | AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4869464 | PA      | $4887664.24   | 0.03%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9817000 | PA      | $9703253.76   | 0.06%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                           | FORDL 2023-B B                    | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10010000 | PA      | $10054694.65  | 0.07%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B A2                   | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     736157 | PA      | $740862.71    | 0.00%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90000000 | PA      | $91100390.40  | 0.60%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   84000000 | PA      | $84012088.44  | 0.56%             | 2028-09-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                 | VFET 2025-1A A3                   | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10520000 | PA      | $10585760.52  | 0.07%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2024-1A A1                   | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    5638366 | PA      | $5694557.52   | 0.04%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                               | TLOT 2024-B A4                    | CUSIP: 891943AE2<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-CBDO         | CORP              | US        |   12370000 | PA      | $12386626.52  | 0.08%             | 2029-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust                                         | CCG 2023-2 A2                     | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1912960 | PA      | $1934440.56   | 0.01%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 B                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7200000 | PA      | $7272636.48   | 0.05%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-1 A2                    | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8050000 | PA      | $8072498.95   | 0.05%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                       | DIGITAL REALTY                    | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   19129000 | PA      | $18994126.78  | 0.13%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   63530000 | PA      | $63683566.62  | 0.42%             | 2027-07-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1                   | VFET 2024-1A A3                   | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11050000 | PA      | $11081710.19  | 0.07%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                 | BRISBANE AIRPORT                  | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |    4160000 | PA      | $2703371.38   | 0.02%             | 2026-06-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-A                                  | ARIFL 2023-A A2                   | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     761936 | PA      | $762851.30    | 0.01%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                 | SDART 2024-1 A3                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6806210 | PA      | $6814803.04   | 0.05%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                   | EQUIFAX INC                       | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4929052.41   | 0.03%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                            | SONOCO PRODUCTS                   | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   16485000 | PA      | $16515755.41  | 0.11%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $19535513.20  | 0.13%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A B                   | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1690000 | PA      | $1687645.83   | 0.01%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN                  | CUSIP: 58769JAP2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   59445000 | PA      | $59474148.86  | 0.39%             | 2026-01-09      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co                                          | NATIONAL FUEL GA                  | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1068540.20   | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                            | UBS AG STAMFORD                   | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   55770000 | PA      | $56213662.06  | 0.37%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                            | ALLYA 2024-2 A3                   | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9620000 | PA      | $9623632.51   | 0.06%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                            | ALLYA 2023-1 A3                   | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8031946 | PA      | $8096494.38   | 0.05%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                       | STACR 2025-DNA4 A1                | CUSIP: 35564UBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10980000 | PA      | $10983431.25  | 0.07%             | 2045-10-25      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B A2                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3244205 | PA      | $3270083.88   | 0.02%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11484060.20  | 0.08%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   44450000 | PA      | $44669037.60  | 0.30%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $17780038.52  | 0.12%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A B                    | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3800000 | PA      | $3845642.56   | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA                  | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   22610000 | PA      | $22688766.00  | 0.15%             | 2029-01-09      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                               | WEYERHAEUSER CO                   | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    9740000 | PA      | $9766930.42   | 0.06%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4931000 | PA      | $4893609.85   | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   34806000 | PA      | $35146017.38  | 0.23%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                          | ALLCU 2025-1A A3                  | CUSIP: 01986QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5830000 | PA      | $5839490.07   | 0.04%             | 2028-12-26      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   43444000 | PA      | $43011184.81  | 0.28%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                           | FORDL 2024-B B                    | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6470000 | PA      | $6536076.17   | 0.04%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                     | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1022558.73   | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   55450000 | PA      | $56006770.68  | 0.37%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   45848000 | PA      | $46250497.76  | 0.31%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                  | NNN REIT                          | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    6741000 | PA      | $6738558.68   | 0.04%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | UNITED TECH CORP                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   51539000 | PA      | $50821651.85  | 0.34%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                     | ROGERS COMMUNIC                   | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   24062000 | PA      | $24016277.39  | 0.16%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                              | DLLST 2024-1A A3                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7101501 | PA      | $7129076.68   | 0.05%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                 | EMPRESA NACIONAL                  | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    2874000 | PA      | $2836942.70   | 0.02%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                           | RCKTL 2025-1A B                   | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     990000 | PA      | $987643.40    | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 C                     | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    5940000 | PA      | $5973540.21   | 0.04%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  102000000 | PA      | $102560797.02 | 0.68%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                       | LITPK 2025-1A A                   | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3980000 | PA      | $3971739.11   | 0.03%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                        | FORDR 2022-1 A                    | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22720000 | PA      | $22651549.18  | 0.15%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                             | ALLSTATE CORP                     | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2863619.42   | 0.02%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                | BMWLT 2025-1 A4                   | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15040000 | PA      | $15186698.66  | 0.10%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                     | AFLAC INC                         | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $2535982.17   | 0.02%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                            | GOLDMAN SACHS BK                  | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25155028.50  | 0.17%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                  | SBALT 2024-B A3                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14268437 | PA      | $14358928.84  | 0.10%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A C                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6335000 | PA      | $6410321.88   | 0.04%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                   | CITIBANK NA                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $24716832.60  | 0.16%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-3             | ESART 2025-3 A3                   | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11840000 | PA      | $11818472.51  | 0.08%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A A2                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13666770 | PA      | $13698993.84  | 0.09%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                   | SAN DIEGO G & E                   | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   24149000 | PA      | $23932456.40  | 0.16%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2255405.08   | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1360424.71   | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund             | Vanguard Market Liquidity Fund    | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   24484936 | NS      | $24484936.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                 | TESLA 2024-A A3                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7325717 | PA      | $7348002.67   | 0.05%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                         | MBALT 2023-A A3                   | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2333413 | PA      | $2333896.00   | 0.02%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B B                    | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   10460951 | PA      | $10529558.79  | 0.07%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-2 C                    | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5610000 | PA      | $5667714.56   | 0.04%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                      | VISTRA OPERATION                  | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2241470.51   | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                           | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2606000 | PA      | $2583814.65   | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                 | SDART 2024-5 A3                   | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16180000 | PA      | $16208933.08  | 0.11%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                           | DEFT 2023-2 A3                    | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1710425 | PA      | $1715775.30   | 0.01%             | 2029-01-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A B                    | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2733016 | PA      | $2767353.24   | 0.02%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37500000 | PA      | $37853027.25  | 0.25%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                   | TREASURY BILL                     | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  818228000 | PA      | $789180906.00 | 5.22%             | 2026-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11954000 | PA      | $12147028.05  | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3          | BLAST 2025-3 A3                   | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15640000 | PA      | $15694521.04  | 0.10%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                           | DRIVE 2024-2 B                    | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12860000 | PA      | $12885079.57  | 0.09%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                      | CONSTELLATION BR                  | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5004000 | PA      | $5018285.87   | 0.03%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                            | HOME DEPOT INC                    | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   22285000 | PA      | $22279982.09  | 0.15%             | 2025-12-24      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     690000 | PA      | $691622.78    | 0.00%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $70088723.60  | 0.46%             | 2026-12-11      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-E A                    | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36420000 | PA      | $36419814.26  | 0.24%             | 2029-07-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                             | BROWN & BROWN                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   43818000 | PA      | $44008370.81  | 0.29%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                | BMWLT 2024-1 A3                   | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23606330 | PA      | $23675293.90  | 0.16%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14646457.65  | 0.10%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                    | FISERV INC                        | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4568171.11   | 0.03%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                      | GCAR 2025-3A B                    | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7620000 | PA      | $7632725.40   | 0.05%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                         | BARK 2021-1A AR                   | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    2480000 | PA      | $2478760.00   | 0.02%             | 2034-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BWP Property Group Ltd                                        | BWP PROPERTY GRO                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    5030000 | PA      | $3276605.05   | 0.02%             | 2026-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                               | MITSUBISHI CORP                   | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   25361000 | PA      | $25416657.50  | 0.17%             | 2028-09-09      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                 | SDART 2024-3 A3                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8484400 | PA      | $8520469.36   | 0.06%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                           | DRIVE 2024-1 A3                   | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4187722 | PA      | $4188843.80   | 0.03%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                   | USCAR 2025-1A A3                  | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15880000 | PA      | $16004238.77  | 0.11%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                               | CVS HEALTH CORP                   | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   21822000 | PA      | $21848044.34  | 0.14%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                             | LADAR 2024-2A A3                  | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7791690 | PA      | $7839239.92   | 0.05%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                            | REALTY INCOME                     | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3752782.50   | 0.02%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8687.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A D                    | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3071889 | PA      | $3080767.73   | 0.02%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                           | DRIVE 2024-1 B                    | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11410000 | PA      | $11460761.95  | 0.08%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                           | BRIT COLUMBIA                     | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   60875000 | PA      | $59579951.95  | 0.39%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   23900000 | PA      | $15714977.43  | 0.10%             | 2031-08-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                       | STACR 2024-DNA3 M1                | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    1326193 | PA      | $1326191.33   | 0.01%             | 2044-10-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                               | CVS HEALTH CORP                   | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   41620000 | PA      | $41244989.23  | 0.27%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                   | CITIBANK NA                       | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   49000000 | PA      | $49342857.41  | 0.33%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                         | NORTHROP GRUMMAN                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15249903.44  | 0.10%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                            | SBAT 2024-A A3                    | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4833643 | PA      | $4851252.67   | 0.03%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2024-1 A1                   | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   22925000 | PA      | $23304229.94  | 0.15%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2448000 | PA      | $2425686.41   | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                  | CAS 2024-R01 1M1                  | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8429591 | PA      | $8429590.81   | 0.06%             | 2044-01-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                  | GMALT 2023-3 B                    | CUSIP: 379929AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6290000 | PA      | $6311531.30   | 0.04%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                            | CONAGRA BRANDS                    | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7847000 | PA      | $7927058.86   | 0.05%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19130000 | PA      | $18299307.49  | 0.12%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 B                     | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   15860000 | PA      | $15963917.89  | 0.11%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                | CANADIAN NATL RE                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   12016000 | PA      | $11946309.72  | 0.08%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                             | EXPEDIA GRP INC                   | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   27451000 | PA      | $27460552.12  | 0.18%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                         | TRUIST FINANCIAL                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   28162000 | PA      | $28436353.64  | 0.19%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |   21754000 | PA      | $25661526.07  | 0.17%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A A2                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1517879 | PA      | $1541495.04   | 0.01%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A2                     | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14040000 | PA      | $14088171.24  | 0.09%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                | HALST 2024-C B                    | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16550000 | PA      | $16703959.69  | 0.11%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                    | COPT DEFENSE LP                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    7222000 | PA      | $7160486.69   | 0.05%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                  | CAS 2024-R05 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2511899 | PA      | $2511126.04   | 0.02%             | 2044-07-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                    | SHIRE ACQ INV IE                  | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   33287000 | PA      | $33030914.45  | 0.22%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                           | GLOBAL PAY INC                    | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4881429.12   | 0.03%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                         | EFF 2024-1 A2                     | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4050242 | PA      | $4079359.16   | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                             | BAAT 2023-2A A3                   | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10483023 | PA      | $10586182.03  | 0.07%             | 2028-06-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   72140000 | PA      | $72406283.89  | 0.48%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                       | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3727201.73   | 0.02%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   13353000 | PA      | $13270223.82  | 0.09%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                  | CAS 2025-R04 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4815386 | PA      | $4823229.03   | 0.03%             | 2045-05-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                             | TAKE-TWO INTERAC                  | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $4893782.49   | 0.03%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   27772000 | PA      | $27250179.67  | 0.18%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                    | DOC DR LLC                        | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11209000 | PA      | $11124252.00  | 0.07%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                        | BAAT 2024-1A A3                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9956743 | PA      | $10026417.53  | 0.07%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                           | RCKTL 2025-1A A                   | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7464982 | PA      | $7479167.02   | 0.05%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1A A2                  | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9890000 | PA      | $9928205.07   | 0.07%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                           | DRIVE 2024-2 A3                   | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20600000 | PA      | $20615804.32  | 0.14%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3664000 | PA      | $3639172.33   | 0.02%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                         | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   17601000 | PA      | $17845162.30  | 0.12%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 A3                   | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17740000 | PA      | $17703792.66  | 0.12%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA                  | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   37371000 | PA      | $37536742.63  | 0.25%             | 2028-03-14      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3801000 | PA      | $3881456.68   | 0.03%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   36237000 | PA      | $36310814.77  | 0.24%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2023-C                | HALST 2023-C A3                   | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3295086 | PA      | $3301478.23   | 0.02%             | 2026-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                        | CON EDISON CO                     | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   22240000 | PA      | $22261377.76  | 0.15%             | 2027-11-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                  | ING GROEP NV                      | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   25360000 | PA      | $25286894.22  | 0.17%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                           | VOYA 2022-3A A1R2                 | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    2910000 | PA      | $2910124.26   | 0.02%             | 2036-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond        | SOUTH AFRICA                      | CUSIP: 836205AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   21470000 | PA      | $21715043.12  | 0.14%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                           | SOCIETE GENERALE                  | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22200000 | PA      | $22421923.85  | 0.15%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B C                    | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1139383 | PA      | $1152598.93   | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                            | FCCU 2025-1A A3                   | CUSIP: 31424YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10900000 | PA      | $11001476.82  | 0.07%             | 2030-06-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                  | GMALT 2024-1 B                    | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14370000 | PA      | $14468342.53  | 0.10%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-24237.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                         | ARIFL 2025-B A2                   | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11450000 | PA      | $11504735.58  | 0.08%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-1 LLC                         | EFF 2023-1 A2                     | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1797274 | PA      | $1800974.99   | 0.01%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                    | SPECTRA PARTNERS                  | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    8118000 | PA      | $8064652.64   | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                              | EQUITABLE AMERIC                  | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   25278000 | PA      | $25331372.73  | 0.17%             | 2027-09-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                       | STACR 2025-DNA1 A1                | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    2412500 | PA      | $2414767.75   | 0.02%             | 2045-01-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                       | STACR 2024-DNA1 M1                | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    9444000 | PA      | $9461754.27   | 0.06%             | 2044-02-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                            | TLOT 2024-A A4                    | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2930000 | PA      | $2950882.40   | 0.02%             | 2028-06-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-1                                      | TMUST 2024-1A A                   | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18980000 | PA      | $19122412.63  | 0.13%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   35000000 | PA      | $35299764.15  | 0.23%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                    | NAROT 2024-B A3                   | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23420000 | PA      | $23500239.26  | 0.16%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                              | VENTAS REALTY LP                  | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   21052000 | PA      | $21033437.19  | 0.14%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-1                             | LADAR 2024-1A A3                  | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3354492 | PA      | $3361465.46   | 0.02%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                             | MMAF 2024-A A2                    | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8171649 | PA      | $8194718.99   | 0.05%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA                  | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   14956000 | PA      | $15038722.68  | 0.10%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                              | VENTAS REALTY LP                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3304400.69   | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 C                    | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2686360 | PA      | $2698012.60   | 0.02%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                            | DRSLF 2022-113A AR3               | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |    1150000 | PA      | $1149213.86   | 0.01%             | 2037-10-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                | CARMX 2025-3 A3                   | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17590000 | PA      | $17704811.69  | 0.12%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                            | VWALT 2025-A A4                   | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8860000 | PA      | $8945794.92   | 0.06%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                            | GMALT 2024-2 B                    | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5110000 | PA      | $5165762.88   | 0.03%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                  | CAS 2024-R04 1A1                  | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4930549 | PA      | $4938240.54   | 0.03%             | 2044-05-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | SWP: OIS 3.505000 30-OCT-2026 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 2235000000 | NC      | $-2757853.32  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                  | NNN REIT                          | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3973100.68   | 0.03%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2023-A2 A                   | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31480000 | PA      | $31965346.05  | 0.21%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   23907000 | PA      | $23939925.44  | 0.16%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B B                    | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2322699 | PA      | $2338284.05   | 0.02%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                   | OVINTIV INC                       | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   11299000 | PA      | $11300339.95  | 0.07%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                    | ZIMMER BIOMET                     | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   37500000 | PA      | $37743226.13  | 0.25%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                  | GMALT 2023-3 A3                   | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     652166 | PA      | $652441.63    | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A       | WOLS 2024-A B                     | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8240000 | PA      | $8366495.54   | 0.06%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                  | SBALT 2024-C A3                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6030000 | PA      | $6040920.33   | 0.04%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A C                    | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6546795 | PA      | $6561982.21   | 0.04%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CubeSmart LP                                                  | CUBESMART LP                      | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    2659000 | PA      | $2657545.69   | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                               | JERSEY CENT P&L                   | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   11990000 | PA      | $11960259.64  | 0.08%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                      | EQT CORP                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3366000 | PA      | $3338619.98   | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A C                   | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2460000 | PA      | $2491180.25   | 0.02%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                            | INGERSOLL RAND                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   28270000 | PA      | $28703342.91  | 0.19%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C B                    | CUSIP: 44935GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7100000 | PA      | $7139900.58   | 0.05%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-2 A2                     | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18820000 | PA      | $18884829.25  | 0.12%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                   | CAPST 2025-1 A                    | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16230000 | PA      | $16229918.85  | 0.11%             | 2029-08-16      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B A4                    | CUSIP: 65481RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19290000 | PA      | $19366853.29  | 0.13%             | 2029-07-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                       | STACR 2024-DNA2 M1                | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |   11771797 | PA      | $11805526.85  | 0.08%             | 2044-05-25      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37600000 | PA      | $37613464.56  | 0.25%             | 2029-03-04      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                       | EQUITABLE FINANC                  | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1135944.77   | 0.01%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                  | WLAKE 2025-2A A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8030000 | PA      | $8047335.97   | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25022409.25  | 0.17%             | 2028-09-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR                  | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   23369000 | PA      | $23252267.87  | 0.15%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A A4                    | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8360000 | PA      | $8466277.34   | 0.06%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A C                   | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4570000 | PA      | $4594327.02   | 0.03%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 A3                    | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5810000 | PA      | $5861709.58   | 0.04%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-A A                    | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25980000 | PA      | $26002355.79  | 0.17%             | 2028-01-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA C                   | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4950000 | PA      | $4963027.41   | 0.03%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP                  | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   29760000 | PA      | $29781802.77  | 0.20%             | 2026-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1               | GMREV 2021-1 C                    | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7080000 | PA      | $6899737.54   | 0.05%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                | SUMITOMO TR&BK                    | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   36860000 | PA      | $37223111.91  | 0.25%             | 2027-09-10      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank NA                                           | FIFTH THIRD BANK                  | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $17352595.65  | 0.11%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B C                    | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1702815 | PA      | $1708717.94   | 0.01%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                         | EFF 2024-4 A2                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6177310 | PA      | $6195036.13   | 0.04%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $13216109.92  | 0.09%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9196607.37   | 0.06%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                  | GMALT 2024-3 A4                   | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5820000 | PA      | $5830304.31   | 0.04%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                         | SBALT 2025-A A3                   | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10880000 | PA      | $10940237.12  | 0.07%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                | HALST 2024-B A4                   | CUSIP: 44934FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2728799.82   | 0.02%             | 2028-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2022-4A A                   | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    8650000 | PA      | $8732003.73   | 0.06%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   26000000 | PA      | $26023215.14  | 0.17%             | 2028-10-13      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3672946.55   | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    7500000 | PA      | $7833264.75   | 0.05%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond        | SOUTH AFRICA                      | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    7510000 | PA      | $7517014.72   | 0.05%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                            | DEFT 2024-2 A3                    | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3120000 | PA      | $3137830.18   | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP                  | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4822000 | PA      | $4806682.97   | 0.03%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                      | TLOT 2025-A A3                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32280000 | PA      | $32560319.52  | 0.22%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                       | STACR 2024-DNA1 A1                | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    7957392 | PA      | $7997179.15   | 0.05%             | 2044-02-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA B                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3150000 | PA      | $3154462.92   | 0.02%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                 | SOUTHERN CAL ED                   | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $9065871.17   | 0.06%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                 | BAT INTL FINANCE                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   52207000 | PA      | $51620447.05  | 0.34%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   15336000 | PA      | $15350220.00  | 0.10%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A B                    | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4580000 | PA      | $4583243.10   | 0.03%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                    | VALET 2024-1 A4                   | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4420000 | PA      | $4499201.10   | 0.03%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                       | STACR 2024-HQA1 M1                | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    3437517 | PA      | $3440719.45   | 0.02%             | 2044-03-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-2 B                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9120000 | PA      | $9209244.67   | 0.06%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    4261000 | PA      | $4317423.74   | 0.03%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26155032.28  | 0.17%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                           | FIFTH THIRD BANK                  | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   30040000 | PA      | $30053033.76  | 0.20%             | 2028-01-28      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3          | BLAST 2025-3 C                    | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5760000 | PA      | $5765889.60   | 0.04%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1        | HACLN 2024-1 B1                   | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4500581 | PA      | $4569020.29   | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Invesco Finance PLC                                           | INVESCO FIN PLC                   | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |   23177000 | PA      | $23144989.09  | 0.15%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                            | EFF 2023-3 A2                     | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6838156 | PA      | $6929514.82   | 0.05%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   40000000 | PA      | $39938613.20  | 0.26%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A C                    | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6350000 | PA      | $6356871.34   | 0.04%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Mid-America Apartments LP                                     | MID-AMER APT LP                   | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   11119000 | PA      | $11048781.40  | 0.07%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                | WOLS 2025-A A4                    | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6900000 | PA      | $6948852.00   | 0.05%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                | CARMX 2023-2 A3                   | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11450387 | PA      | $11492583.01  | 0.08%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                           | NWG 11/6/2028                     | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   17750000 | PA      | $17756956.58  | 0.12%             | 2028-11-06      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                | HDMOT 2025-A A3                   | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23250000 | PA      | $23514171.15  | 0.16%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                 | FITAT 2023-1 A3                   | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27681454 | PA      | $27910606.82  | 0.18%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10777000 | PA      | $10716078.70  | 0.07%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   38485000 | PA      | $38315708.72  | 0.25%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   75034000 | PA      | $75095846.02  | 0.50%             | 2029-02-14      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                   | VFET 2025-2A A3                   | CUSIP: 92886CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22370000 | PA      | $22310703.84  | 0.15%             | 2029-12-17      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A C                    | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4408582 | PA      | $4468235.28   | 0.03%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8985000 | PA      | $8629700.39   | 0.06%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1861605.11   | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A A3                  | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12280472 | PA      | $12302419.18  | 0.08%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                 | BAT INTL FINANCE                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   19653000 | PA      | $19762803.47  | 0.13%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                             | LADAR 2024-3A A3                  | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8830000 | PA      | $8858936.79   | 0.06%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                    | SPRINT CORP                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    8274000 | PA      | $8274000.00   | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   40610000 | PA      | $40692876.89  | 0.27%             | 2026-08-14      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                      | MARS INC                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   35455000 | PA      | $35870776.53  | 0.24%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2023-1 A1                   | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9457000 | PA      | $9525389.24   | 0.06%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   55000000 | PA      | $55155450.35  | 0.36%             | 2028-10-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                  | CAS 2023-R06 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1705370 | PA      | $1711684.57   | 0.01%             | 2043-07-25      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                            | ALLYA 2024-1 A3                   | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14747593 | PA      | $14830376.10  | 0.10%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   57757000 | PA      | $57422867.09  | 0.38%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                 | SDART 2024-2 A3                   | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15604443 | PA      | $15668896.83  | 0.10%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                       | VICTORIA POWER N                  | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |   11500000 | PA      | $7439943.97   | 0.05%             | 2026-04-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                  | CUBESMART LP                      | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    9592000 | PA      | $9492861.69   | 0.06%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                            | VWALT 2025-A A3                   | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25510000 | PA      | $25739544.08  | 0.17%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2023-1 A1                   | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   70918000 | PA      | $71167298.05  | 0.47%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                | CARMX 2022-2 A3                   | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     114058 | PA      | $114017.71    | 0.00%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A C                   | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5560000 | PA      | $5590969.76   | 0.04%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    4694000 | PA      | $4774070.82   | 0.03%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                      | NXP BV/NXP FUNDI                  | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   33904000 | PA      | $33930803.15  | 0.22%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                        | NXP BV/NXP FDG                    | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   55003000 | PA      | $54828803.30  | 0.36%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                       | BPCE                              | CUSIP: 05611C2A0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18370000 | PA      | $18397697.00  | 0.12%             | 2026-01-26      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1     | GMCAR 2024-1 A3                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8249360 | PA      | $8292905.69   | 0.05%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC                  | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   31934000 | PA      | $31545664.36  | 0.21%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   21353000 | PA      | $21080705.05  | 0.14%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                           | ALEXANDRIA REAL                   | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   22631000 | PA      | $22529129.04  | 0.15%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A B                   | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1780000 | PA      | $1789329.51   | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                           | ALEXANDRIA REAL                   | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3994859.92   | 0.03%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                            | BANCO SANTANDER                   | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   29800000 | PA      | $29973573.68  | 0.20%             | 2028-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2025-4               | GSAR 2025-4A A2                   | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22750000 | PA      | $22734166.00  | 0.15%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A A1                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   52310000 | PA      | $52923821.23  | 0.35%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                          | IBM CORP                          | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10939000 | PA      | $10695877.66  | 0.07%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B B                    | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1067867 | PA      | $1072642.30   | 0.01%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A A3                    | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29930000 | PA      | $30288642.21  | 0.20%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR                  | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   17991000 | PA      | $17860075.00  | 0.12%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                    | LADAR 2025-1A A3                  | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17370000 | PA      | $17494548.11  | 0.12%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                           | DEFT 2024-1 A3                    | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5110000 | PA      | $5146189.02   | 0.03%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 A3                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   58140000 | PA      | $58413484.75  | 0.39%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2023-A                                  | USAOT 2023-A A3                   | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13086532 | PA      | $13161837.19  | 0.09%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4968697.56   | 0.03%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14223374.95  | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 C                    | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3740000 | PA      | $3739918.47   | 0.02%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                      | TLOT 2025-A A4                    | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9800000 | PA      | $9910108.88   | 0.07%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                            | WALT DISNEY CO                    | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     847000 | PA      | $845762.63    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16185000 | PA      | $16129028.22  | 0.11%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                     | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10010419.20  | 0.07%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1            | TACLN 2025-1 B                    | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17306261 | PA      | $17293713.72  | 0.11%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11581000 | PA      | $11689830.25  | 0.08%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9311000 | PA      | $9100583.13   | 0.06%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                      | US BANK NA OHIO                   | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   36000000 | PA      | $36037141.92  | 0.24%             | 2027-10-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $29031676.70  | 0.19%             | 2029-01-24      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                              | BRIXMOR OPERATIN                  | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5949000 | PA      | $5674632.60   | 0.04%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 A3                    | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9310000 | PA      | $9336667.56   | 0.06%             | 2031-03-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6085000 | PA      | $6081323.87   | 0.04%             | 2026-01-29      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2234012.91   | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                        | STANDARD CHART                    | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4472933.90   | 0.03%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                   | PNC BANK NA                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   31380000 | PA      | $31536196.77  | 0.21%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                  | ARIFL 2024-B A2                   | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3873022 | PA      | $3899976.99   | 0.03%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | OCT57 2021-1A B1R                 | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5320000 | PA      | $5327587.92   | 0.04%             | 2034-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8068000 | PA      | $7982102.34   | 0.05%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71618367                            | EFF 2024-2 A2                     | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4998425 | PA      | $5020557.56   | 0.03%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7456994.21   | 0.05%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                    | CAISSE AMORT DET                  | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |   21801000 | PA      | $21882411.47  | 0.14%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                        | HP INC                            | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5639000 | PA      | $5706623.85   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                 | SDART 2023-6 A3                   | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1138824 | PA      | $1143538.45   | 0.01%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                          | TANGER PROP LP                    | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9921957.40   | 0.07%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1              | SFAST 2024-1A A3                  | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13832186 | PA      | $13907907.88  | 0.09%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                 | APOLLO MNGMT HLD                  | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   30101000 | PA      | $30107185.76  | 0.20%             | 2026-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                  | SBALT 2024-C A4                   | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6580000 | PA      | $6598351.62   | 0.04%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A A4                  | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5930000 | PA      | $5943289.72   | 0.04%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                               | ONTARIO TEACHERS                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |   30633000 | PA      | $29837963.68  | 0.20%             | 2026-09-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                       | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   13126000 | PA      | $13127128.70  | 0.09%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                  | WP CAREY INC                      | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   14567000 | PA      | $14577110.08  | 0.10%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   48409000 | PA      | $48454380.53  | 0.32%             | 2029-09-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   17980000 | PA      | $18099221.78  | 0.12%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                  | ARIFL 2025-A A2                   | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7490000 | PA      | $7503804.07   | 0.05%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                         | MCCORMICK                         | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    5104000 | PA      | $5051306.61   | 0.03%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   22150000 | PA      | $22242132.93  | 0.15%             | 2026-08-27      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp                                                   | LENNAR CORP                       | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1173812.70   | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                            | VWALT 2025-B A3                   | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34890000 | PA      | $34920061.22  | 0.23%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                        | CITZN 2024-2 A3                   | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24428150 | PA      | $24592282.48  | 0.16%             | 2028-08-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A B                   | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3384532.81   | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  158744000 | PA      | $149355779.83 | 0.99%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                         | BANQ FED CRD MUT                  | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   39600000 | PA      | $39980673.22  | 0.26%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Highmark Inc                                                  | HIGHMARK INC                      | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7185449.35   | 0.05%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                       | BMWLT 2024-2 A4                   | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14800000 | PA      | $14828821.52  | 0.10%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                             | TMUST 2025-1A A                   | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22480000 | PA      | $22751580.88  | 0.15%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| DOC DR LLC                                                    | PHYSICIANS REALT                  | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4096000 | PA      | $4092761.70   | 0.03%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                             | ARES CAPITAL COR                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   14589000 | PA      | $14987059.11  | 0.10%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                           | FORDO 2024-D A4                   | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5800000 | PA      | $5865716.90   | 0.04%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A A3                  | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18200000 | PA      | $18392947.30  | 0.12%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A A4                   | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4480000 | PA      | $4478678.40   | 0.03%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 D                    | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1010710 | PA      | $1012511.18   | 0.01%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 B                    | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3180000 | PA      | $3191173.88   | 0.02%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2023-A                                  | SBALT 2023-A A3                   | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5484335 | PA      | $5513551.53   | 0.04%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   16905000 | PA      | $16927840.18  | 0.11%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A A3                   | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15020000 | PA      | $15135647.99  | 0.10%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                  | CAS 2025-R03 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5896442 | PA      | $5935139.90   | 0.04%             | 2045-03-25      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores Inc                                               | ROSS STORES INC                   | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19693909.80  | 0.13%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10009742.90  | 0.07%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                           | STACR 2025-HQA1 A1                | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5902875 | PA      | $5908423.70   | 0.04%             | 2045-02-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   37204000 | PA      | $37416586.26  | 0.25%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                  | NISOURCE INC                      | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2041865.78   | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5010000 | PA      | $5066770.16   | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                 | SDART 2024-3 B                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8740000 | PA      | $8839657.85   | 0.06%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-2 A4                   | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5720000 | PA      | $5781468.26   | 0.04%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   14770000 | PA      | $14796248.65  | 0.10%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                       | GA GLOBAL FNDING                  | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   19704000 | PA      | $19730690.25  | 0.13%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $98240.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                              | BAT CAPITAL CORP                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28570000 | PA      | $28275014.75  | 0.19%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                | CARMX 2023-1 B                    | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2450000 | PA      | $2478107.63   | 0.02%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   11539000 | PA      | $11329203.21  | 0.07%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4847000 | PA      | $4771590.66   | 0.03%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A3                   | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10980000 | PA      | $11053844.89  | 0.07%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                       | SIMON PROP GP LP                  | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5874000 | PA      | $5832883.59   | 0.04%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                       | SCLP 2025-4 A                     | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30240000 | PA      | $30225261.02  | 0.20%             | 2035-08-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                   | JDOT 2023-A A3                    | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6453564 | PA      | $6479483.04   | 0.04%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                  | SBALT 2024-A A3                   | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7161065 | PA      | $7183914.66   | 0.05%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14710000 | PA      | $14871251.02  | 0.10%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                         | MBALT 2024-A A3                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14930000 | PA      | $15086027.46  | 0.10%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                        | STANDARD CHART                    | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15020000 | PA      | $15114428.04  | 0.10%             | 2029-01-21      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                    | CNH 2022-A A3                     | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3219553 | PA      | $3211187.14   | 0.02%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                     | RENAISSANCERE FI                  | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4538916.97   | 0.03%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                    | VMWARE LLC                        | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2087000 | PA      | $2081443.43   | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                | WFCM 2019-C54 ASB                 | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300352 | PA      | $1273814.79   | 0.01%             | 2052-12-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                   | COOP RAB UA/NY                    | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9879000 | PA      | $9902825.78   | 0.07%             | 2026-08-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16581000 | PA      | $16687505.73  | 0.11%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                           | GLOBAL PAY INC                    | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4648000 | PA      | $4647134.68   | 0.03%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   25659000 | PA      | $25435596.07  | 0.17%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   17980000 | PA      | $18031438.80  | 0.12%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUST 3YR BOND FUT Dec25           | CUSIP: YMZ520251<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |       -199 | NC      | $65104.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 B                    | CUSIP: 10807UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5270000 | PA      | $5254549.94   | 0.03%             | 2031-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                     | OCCIDENTAL PETE                   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3235486.08   | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 C                    | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4110000 | PA      | $4123835.49   | 0.03%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                  | WLAKE 2025-3A A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23760000 | PA      | $23746490.06  | 0.16%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   40920000 | PA      | $41107821.16  | 0.27%             | 2028-07-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   22500000 | PA      | $22023418.95  | 0.15%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1321221.29   | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                  | CAS 2024-R06 1M1                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1501855 | PA      | $1501854.98   | 0.01%             | 2044-09-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc                                                   | CARGILL INC                       | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $27021967.47  | 0.18%             | 2028-02-11      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                             | BAAT 2023-1A A3                   | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9646138 | PA      | $9711729.29   | 0.06%             | 2028-02-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                          | SBAT 2025-SF1 C                   | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6573000 | PA      | $6589061.78   | 0.04%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $2530054.46   | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                         | CAMDEN PROP TRST                  | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1906238.63   | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 2YR NOTE (CBT) Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -3116 | NC      | $1421202.03   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2               | AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31167558 | PA      | $31386082.80  | 0.21%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                           | CHILE                             | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   12945000 | PA      | $12714818.74  | 0.08%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                    | CAISSE AMORT DET                  | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   35437000 | PA      | $35700895.09  | 0.24%             | 2026-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   66665000 | PA      | $67139140.15  | 0.44%             | 2028-09-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6900000 | PA      | $6856963.25   | 0.05%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables                         | NMOTR 2024-B A                    | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13630000 | PA      | $13786581.44  | 0.09%             | 2029-02-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4971942.05   | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A A3                   | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17910000 | PA      | $17908583.32  | 0.12%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                | BP CAP MKTS AMER                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15291177.15  | 0.10%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6276000 | PA      | $6263401.24   | 0.04%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                     | HAROT 2023-4 A3                   | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7374342 | PA      | $7452585.01   | 0.05%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                             | NATWEST GROUP                     | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10848000 | PA      | $10854062.40  | 0.07%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                      | COREBRIDGE FIN                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   52604000 | PA      | $52166925.99  | 0.35%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-3 Trust                       | SCLP 2025-3 A                     | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9746380 | PA      | $9759227.46   | 0.06%             | 2034-08-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                           | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |    2280000 | PA      | $1494069.07   | 0.01%             | 2026-07-14      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-2                   | PILOT 2024-2A A4                  | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11470000 | PA      | $11484581.81  | 0.08%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A A                   | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18630000 | PA      | $18629869.59  | 0.12%             | 2034-11-27      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2023-7 C                     | CUSIP: 92348KCG6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    4330000 | PA      | $4334180.62   | 0.03%             | 2029-11-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                          | BOSTON PROP LP                    | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    4158000 | PA      | $4149633.85   | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | SWP: OIS 3.283000 30-OCT-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  617500000 | NC      | $1321282.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Electric Co                                               | DTE ELECTRIC CO                   | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7230000 | PA      | $7273858.92   | 0.05%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A2                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8474041 | PA      | $8497123.29   | 0.06%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $718439.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                    | EART 2025-4A A3                   | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8120000 | PA      | $8142039.30   | 0.05%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                  | ARIFL 2023-B A2                   | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4728268 | PA      | $4765243.67   | 0.03%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21600000 | PA      | $21677720.69  | 0.14%             | 2028-11-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   36666000 | PA      | $36741038.07  | 0.24%             | 2029-01-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                  | CAS 2025-R02 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8640183 | PA      | $8656877.50   | 0.06%             | 2045-02-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                 | TESLA 2023-B A4                   | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4340000 | PA      | $4350498.89   | 0.03%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $110058.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                         | EFF 2023-2 A2                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4080835 | PA      | $4104811.80   | 0.03%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                          | KYNDRYL HOLDINGS                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     884000 | PA      | $865420.29    | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO/THE                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3997004.45   | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II 2025-1   | NAVMT 2025-1 A                    | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   46910000 | PA      | $46869216.45  | 0.31%             | 2030-09-25      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25022948.00  | 0.17%             | 2026-10-01      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                             | HYATT HOTELS                      | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3642621.97   | 0.02%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-F A                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2380000 | PA      | $2402928.44   | 0.02%             | 2029-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dllad 2024-1 LLC                                              | DLLAD 2024-1A A2                  | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1945718 | PA      | $1954731.67   | 0.01%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A B                   | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3955000 | PA      | $3970425.69   | 0.03%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                         | BECTON DICKINSON                  | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4968706.74   | 0.03%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                  | WISCONSIN P&L                     | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    9719000 | PA      | $9541105.17   | 0.06%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                    | TAOT 2024-D A3                    | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11950000 | PA      | $12007615.73  | 0.08%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                            | ESSEX PORTFOLIO                   | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7631000 | PA      | $7596018.05   | 0.05%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A B                   | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4550000 | PA      | $4604507.64   | 0.03%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                          | KITE REALTY GRP                   | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $5023387.59   | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA                  | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4961979.05   | 0.03%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   14420000 | PA      | $14308941.20  | 0.09%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                             | IBM INT CAPITAL                   | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    2316000 | PA      | $2330592.95   | 0.02%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                     | HAROT 2023-1 A3                   | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4041050 | PA      | $4051657.05   | 0.03%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5357000 | PA      | $5395400.26   | 0.04%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN                  | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $34041642.18  | 0.23%             | 2026-07-31      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18971000 | PA      | $18839944.54  | 0.12%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   65120000 | PA      | $65186556.55  | 0.43%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   65365000 | PA      | $66630696.48  | 0.44%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 B                    | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4800000 | PA      | $4782509.28   | 0.03%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                 | CHAOT 2024-1A A3                  | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9118359 | PA      | $9194474.46   | 0.06%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25560000 | PA      | $25641857.18  | 0.17%             | 2029-03-03      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   52000000 | PA      | $52173259.84  | 0.35%             | 2029-01-12      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565ECG8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   31500000 | PA      | $31604574.65  | 0.21%             | 2026-04-02      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2025-A C                    | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     666408 | PA      | $671125.28    | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                           | CARDINAL HEALTH                   | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   53908000 | PA      | $54271798.68  | 0.36%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2              | SFAST 2025-2A A3                  | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23050000 | PA      | $23219403.67  | 0.15%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                            | SCCU 2024-1A A3                   | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11910000 | PA      | $11983892.02  | 0.08%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                       | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2413000.00   | 0.02%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   59732000 | PA      | $58770124.85  | 0.39%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3              | SFAST 2024-3A A3                  | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14800000 | PA      | $14863228.56  | 0.10%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28564000 | PA      | $28686098.53  | 0.19%             | 2028-10-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                              | KCOT 2025-2A A2                   | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10630000 | PA      | $10672133.07  | 0.07%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                      | WALT DISNEY CO                    | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $3825579.26   | 0.03%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                  | ENTERGY CORP                      | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $3982532.52   | 0.03%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1            | BVABS 2024-SN1 B                  | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3740000 | PA      | $3761311.64   | 0.02%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Qantas Airways Ltd                                            | QANTAS AIRWAYS                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    3590000 | PA      | $2358917.96   | 0.02%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                | HALST 2024-B B                    | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6175000 | PA      | $6245848.86   | 0.04%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                            | GOLDMAN SACHS BK                  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   35880000 | PA      | $36000334.70  | 0.24%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                     | HAROT 2024-4 A3                   | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5740000 | PA      | $5762546.15   | 0.04%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1    | GALC 2024-1 A2                    | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3849839 | PA      | $3856132.90   | 0.03%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                        | CITZN 2023-1 A3                   | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8238591 | PA      | $8288361.15   | 0.05%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   56000000 | PA      | $56320261.20  | 0.37%             | 2028-07-22      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                     | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    9677000 | PA      | $9825373.18   | 0.07%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A A2                   | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     581410 | PA      | $591566.74    | 0.00%             | 2032-06-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                               | TLOT 2025-B A3                    | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-CBDO         | CORP              | US        |   28140000 | PA      | $28119739.20  | 0.19%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                        | VIRGINIA POWER                    | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    6726562 | PA      | $6772706.45   | 0.04%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   60500000 | PA      | $60648266.75  | 0.40%             | 2028-07-21      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-2A C                   | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    1390000 | PA      | $1402428.27   | 0.01%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3     | GMCAR 2023-3 A3                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3172437 | PA      | $3194839.97   | 0.02%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                  | CAS 2024-R02 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1687939 | PA      | $1689039.80   | 0.01%             | 2044-02-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   57605000 | PA      | $57767857.40  | 0.38%             | 2026-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6562000 | PA      | $6506471.17   | 0.04%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   59295000 | PA      | $59592101.16  | 0.39%             | 2028-07-14      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-2                        | CITZN 2023-2 A3                   | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12221022 | PA      | $12311297.04  | 0.08%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-23

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer