v3.26.1
Schedule H, Line 4i – Schedule of Assets (Held At End of Year)
 12 Months Ended
Dec. 31, 2025
EBP 004  
EBP, Schedule of Asset Held for Investment [Line Items]  
Schedule H, Line 4i – Schedule of Assets (Held At End of Year)
SUPPLEMENTAL SCHEDULE
MARRIOTT RETIREMENT SAVINGS PLAN
EIN: 52-2055918; Plan No.: 004
Schedule H, Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2025

 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
* PARTICIPANT LOANS  PARTICIPANT LOANS
 4.25% TO 10.5%
 NA VAR$146,091,270 
CASH & CASH EQUIVALENTS14,509,693 
NACASH8,514,052 
NAFUTURES CASH COLLATERAL1,668,025 
NANET PAYABLES AND RECEIVABLES4,327,616 
COMMON STOCKS4,379,277,322 
AAON INCAAON INC14,000 1,067,500 
ABBVIE INCABBVIE INC25,770 5,888,188 
ABIVAX SAABIVAX SA7,876 1,062,118 
ABM INDUSTRIES INCABM INDUSTRIES INC45,063 1,906,164 
ADAPTIVE BIOTECHNOLOGIES CORPADAPTIVE BIOTECHNOLOGIES CORP55,690 904,406 
ADIENT PLCADIENT PLC134,412 2,576,678 
ADOBE INCADOBE INC14,200 4,969,858 
ADVANCE AUTO PARTS INCADVANCE AUTO PARTS INC68,438 2,689,613 
ADVANCED MICRO DEVICES INCADVANCED MICRO DEVICES INC16,630 3,561,481 
ADVANCED MICRO DEVICES INCADVANCED MICRO DEVICES INC923 197,670 
ADYEN BV ADRADYEN BV ADR69,626 1,111,927 
AEBI SCHMIDT HOLDING AGAEBI SCHMIDT HOLDING AG204,669 2,589,063 
AEGON LTD (NY REGD) NEW YORK REGISTERED SHARESAEGON LTD (NY REGD) NEW YORK REGISTERED SHARES550,874 4,247,239 
AEROVIRONMENT INCAEROVIRONMENT INC2,698 652,619 
AGILENT TECHNOLOGIES INCAGILENT TECHNOLOGIES INC81,400 11,076,098 
AGILYSYS INCAGILYSYS INC3,375 401,085 
AIR PRODUCTS & CHEMICALS INCAIR PRODUCTS & CHEMICALS INC52,000 12,845,040 
ALCON INCALCON INC19,900 1,568,319 
ALIGN TECHNOLOGY INCALIGN TECHNOLOGY INC17,900 2,795,085 
ALKAMI TECHNOLOGY INCALKAMI TECHNOLOGY INC54,500 1,257,315 
ALNYLAM PHARMACEUTICALS INCALNYLAM PHARMACEUTICALS INC10,700 4,254,855 
ALNYLAM PHARMACEUTICALS INCALNYLAM PHARMACEUTICALS INC17,813 7,083,339 
ALPHABET INC CL AALPHABET INC CL A115,850 36,261,050 
ALPHABET INC CL AALPHABET INC CL A41,310 12,930,030 
ALPHABET INC CL AALPHABET INC CL A88,700 27,763,100 
ALPHABET INC CL CALPHABET INC CL C56,500 17,729,700 
AMAZON.COM INCAMAZON.COM INC122,280 28,224,670 
AMAZON.COM INCAMAZON.COM INC32,027 7,392,472 
AMAZON.COM INCAMAZON.COM INC104,400 24,097,608 
AMERICAN ELECTRIC POWER CO INCAMERICAN ELECTRIC POWER CO INC49,300 5,684,783 
AMERICAN WOODMARKAMERICAN WOODMARK40,222 2,167,966 
AMERISAFE INCAMERISAFE INC13,350 512,774 
AMETEK INC NEWAMETEK INC NEW36,630 7,520,505 
AMPHENOL CORPORATION CL AAMPHENOL CORPORATION CL A32,473 4,388,401 
AMPHENOL CORPORATION CL A40,500 5,473,170 
AMPHENOL CORPORATION CL AANHEUSER-BUSCH INBEV SPN ADR210,500 13,480,420 
AON PLCAON PLC32,100 11,327,448 
APPLE INCAPPLE INC178,376 48,493,299 
APPLE INCAPPLE INC59,454 16,163,164 
APPLIED DIGITAL CORPAPPLIED DIGITAL CORP13,949 342,029 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
APPLOVIN CORPAPPLOVIN CORP2,574 1,734,413 
ARCELLX INCARCELLX INC10,138 660,998 
ARCELLX INCARCELLX INC25,800 1,682,160 
ARCHER DANIELS MIDLAND COARCHER DANIELS MIDLAND CO99,800 5,737,502 
ARES MANAGEMENT CORP CL AARES MANAGEMENT CORP CL A2,384 385,326 
ARGAN INCARGAN INC1,388 434,888 
ARGENX SE SPONSORED ADRARGENX SE SPONSORED ADR1,662 1,397,659 
ARISTA NETWORKS INCARISTA NETWORKS INC20,761 2,720,314 
ARTHUR J GALLAGHAR AND COARTHUR J GALLAGHAR AND CO4,700 1,216,313 
ASCENDIS PHARMA ASASCENDIS PHARMA AS90,318 19,259,410 
ASCENDIS PHARMA ASASCENDIS PHARMA AS3,597 767,024 
ASCENDIS PHARMA ASASCENDIS PHARMA AS16,100 3,433,164 
ASSOCIATED BANC CORPASSOCIATED BANC CORP70,514 1,816,441 
ASSURANT INCASSURANT INC36,000 8,670,600 
ASTERA LABS INCASTERA LABS INC6,812 1,133,244 
ATLASSIAN CORP PLC CLS AATLASSIAN CORP PLC CLS A18,881 3,061,365 
ATRICURE INCATRICURE INC33,500 1,325,260 
AURORA INNOVATION INCAURORA INNOVATION INC168,689 647,766 
AVANTOR INCAVANTOR INC652,600 7,478,796 
AVANTOR INCAVANTOR INC323,900 3,711,894 
AVERY DENNISON CORPAVERY DENNISON CORP28,700 5,219,956 
AVNET INCAVNET INC41,627 2,001,426 
AXON ENTERPRISE INCAXON ENTERPRISE INC19,404 11,020,114 
BAKER HUGHES COBAKER HUGHES CO257,800 11,740,212 
BALDWIN INSURANCE GROUP INC/THEBALDWIN INSURANCE GROUP INC/THE45,850 1,101,776 
BALL CORPBALL CORP62,469 3,308,983 
BANCFIRST CORPBANCFIRST CORP6,700 710,334 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION173,770 9,557,350 
BANK OF NEW YORK MELLON CORPBANK OF NEW YORK MELLON CORP164,400 19,085,196 
BAXTER INTL INCBAXTER INTL INC344,300 6,579,573 
BELLRING BRANDS INCBELLRING BRANDS INC21,500 574,695 
BIOGEN INCBIOGEN INC10,300 1,812,697 
BIOMARIN PHARMACEUTICAL INCBIOMARIN PHARMACEUTICAL INC91,700 5,449,731 
BIONTECH SE ADRBIONTECH SE ADR21,000 1,999,200 
BIRKENSTOCK HOLDING LTDBIRKENSTOCK HOLDING LTD95,293 3,897,484 
BLOCK INC CL ABLOCK INC CL A65,456 4,260,531 
BLOOM ENERGY CORP CL ABLOOM ENERGY CORP CL A6,099 529,942 
BOEING COBOEING CO6,796 1,475,548 
BOOZ ALLEN HAMILTON HLDG CL ABOOZ ALLEN HAMILTON HLDG CL A56,200 4,741,032 
BRADY CORPORATION CL ABRADY CORPORATION CL A10,300 807,211 
BRAZE INCBRAZE INC48,700 1,669,923 
BREAD FINANCIAL HOLDINGSBREAD FINANCIAL HOLDINGS23,431 1,734,597 
BRIDGEBIO PHARMA INCBRIDGEBIO PHARMA INC23,490 1,796,750 
BRINKER INTERNATIONAL INCBRINKER INTERNATIONAL INC3,500 502,320 
BRISTOL-MYERS SQUIBB COBRISTOL-MYERS SQUIBB CO39,500 2,130,630 
BROADCOM INCBROADCOM INC47,170 16,325,537 
BROADCOM INCBROADCOM INC26,115 9,038,402 
BROADRIDGE FINANCIAL SOLBROADRIDGE FINANCIAL SOL6,300 1,405,971 
BROOKFIELD CORP CL ABROOKFIELD CORP CL A176,750 8,111,058 
BRUKER CORPBRUKER CORP21,500 1,012,865 
BRUKER CORPBRUKER CORP28,446 1,340,091 
BULLISHBULLISH9,370 354,842 
BURLINGTON STORES INCBURLINGTON STORES INC26,606 7,685,143 
BWX TECHNOLOGIES INCBWX TECHNOLOGIES INC18,500 3,197,540 
CALIX NETWORKS INCCALIX NETWORKS INC19,704 1,042,933 
CAPITAL ONE FINANCIAL CORPCAPITAL ONE FINANCIAL CORP57,466 13,927,460 
CARIS LIFE SCIENCES INCCARIS LIFE SCIENCES INC26,500 714,970 
CARIS LIFE SCIENCES INCCARIS LIFE SCIENCES INC57,786 1,559,066 
CARPENTER TECHNOLOGY CORPCARPENTER TECHNOLOGY CORP5,566 1,752,399 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
CARRIER GLOBAL CORPCARRIER GLOBAL CORP87,800 4,639,352 
CASEY GENERAL STORESCASEY GENERAL STORES7,233 3,997,751 
CAVA GROUP INCCAVA GROUP INC12,300 721,887 
CBOE GLOBAL MARKETS INCCBOE GLOBAL MARKETS INC18,300 4,593,300 
CCC INTELLIGENT SOLUTIONS HOLD CL ACCC INTELLIGENT SOLUTIONS HOLD CL A631,336 5,019,121 
CELANESE CORPCELANESE CORP91,100 3,851,708 
CELSIUS HOLDINGS INCCELSIUS HOLDINGS INC15,000 686,100 
CELSIUS HOLDINGS INCCELSIUS HOLDINGS INC14,672 671,097 
CENCORA INCCENCORA INC23,100 7,802,025 
CENTRAL BANCOMPANY INCCENTRAL BANCOMPANY INC48,225 1,163,187 
CHARTER COMMUNICATIONS INC ACHARTER COMMUNICATIONS INC A84,600 17,660,250 
CHENIERE ENERGY INCCHENIERE ENERGY INC26,900 5,229,091 
CHIPOTLE MEXICAN GRILL INCCHIPOTLE MEXICAN GRILL INC29,850 1,104,450 
CIENA CORPCIENA CORP4,060 949,512 
CIGNA GROUP (THE)CIGNA GROUP (THE)2,850 784,406 
CIGNA GROUP (THE)CIGNA GROUP (THE)65,300 17,972,519 
CNO FINANCIAL GROUP INCCNO FINANCIAL GROUP INC51,163 2,172,893 
COGENT BIOSCIENCES INCCOGENT BIOSCIENCES INC28,082 997,473 
COGNIZANT TECH SOLUTIONS CL ACOGNIZANT TECH SOLUTIONS CL A105,900 8,789,700 
COLUMBIA BANKING SYSTEMS INCCOLUMBIA BANKING SYSTEMS INC84,188 2,353,055 
COMCAST CORP CL ACOMCAST CORP CL A655,700 19,598,873 
COMFORT SYSTEMS USA INCCOMFORT SYSTEMS USA INC2,317 2,162,433 
COMMERCE BANCSHARES INCCOMMERCE BANCSHARES INC12,000 628,080 
COMMVAULT SYSTEMS INCCOMMVAULT SYSTEMS INC11,500 1,441,640 
CONCENTRIX CORPCONCENTRIX CORP57,939 2,409,104 
CONFLUENT INCCONFLUENT INC61,500 1,859,760 
CONOCOPHILLIPSCONOCOPHILLIPS66,400 6,215,704 
CONSTRUCTION PARTNERS INC CL ACONSTRUCTION PARTNERS INC CL A13,331 1,447,080 
COOPER COMPANIES INCCOOPER COMPANIES INC92,000 7,540,320 
CORNING INCCORNING INC6,600 577,896 
CORPAY INCCORPAY INC10,200 3,069,486 
COSTAR GROUP INCCOSTAR GROUP INC33,616 2,260,340 
COUPANG INC ACOUPANG INC A43,793 1,033,077 
CRANE COCRANE CO5,619 1,036,312 
CREDO TECHNOLOGY GROUP HOLDING LTDCREDO TECHNOLOGY GROUP HOLDING LTD17,529 2,522,248 
CRISPR THERAPEUTICS AGCRISPR THERAPEUTICS AG22,972 1,204,652 
CSW INDUSTRIALS INCCSW INDUSTRIALS INC6,300 1,849,239 
CULLEN FROST BANKERS INCCULLEN FROST BANKERS INC9,900 1,253,637 
CVS HEALTH CORPCVS HEALTH CORP368,118 29,213,844 
CYTOKINETICS INCCYTOKINETICS INC38,300 2,433,582 
DANAHER CORPDANAHER CORP21,420 4,903,466 
DANAHER CORPDANAHER CORP4,418 1,011,369 
DATADOG INC CL ADATADOG INC CL A9,680 1,316,383 
DNOW INCDNOW INC125,927 1,668,533 
DOLLAR TREE INCDOLLAR TREE INC66,974 8,238,472 
DOMINION ENERGY INCDOMINION ENERGY INC137,600 8,061,984 
DOMINOS PIZZA INCDOMINOS PIZZA INC19,704 8,213,021 
DOORDASH INCDOORDASH INC5,867 1,328,758 
DOUGLAS DYNAMICS INCDOUGLAS DYNAMICS INC83,981 2,741,980 
DRAFTKINGS HOLDINGS INCDRAFTKINGS HOLDINGS INC110,800 3,818,168 
DT MIDSTREAM INCDT MIDSTREAM INC5,200 622,336 
DUOLINGO INCDUOLINGO INC7,500 1,316,250 
DUTCH BROS INCDUTCH BROS INC7,453 456,273 
D-WAVE QUANTUM INCD-WAVE QUANTUM INC26,168 684,293 
ELANCO ANIMAL HEALTH INCELANCO ANIMAL HEALTH INC480,400 10,871,452 
ELANCO ANIMAL HEALTH INCELANCO ANIMAL HEALTH INC169,600 3,838,048 
ELF BEAUTY INCELF BEAUTY INC10,300 783,212 
ELI LILLY & COELI LILLY & CO14,189 15,248,635 
ELI LILLY & COELI LILLY & CO3,636 3,907,536 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
ENCOMPASS HEALTH CORPENCOMPASS HEALTH CORP27,000 2,865,780 
ENERPAC TOOL GROUP CORP CL AENERPAC TOOL GROUP CORP CL A35,000 1,338,400 
ENTEGRIS INCENTEGRIS INC19,366 1,631,586 
ENVISTA HOLDINGS CORPENVISTA HOLDINGS CORP83,466 1,812,047 
EQT CORPORATIONEQT CORPORATION96,104 5,151,174 
EQUIFAX INCEQUIFAX INC2,233 484,516 
EQUIFAX INCEQUIFAX INC10,800 2,343,384 
ESAB CORPESAB CORP14,900 1,664,628 
ESAB CORPESAB CORP53,401 5,965,960 
EVERCORE INC AEVERCORE INC A2,943 1,001,356 
EVERPURE INC-AEVERPURE INC-A9,900 663,399 
EVERPURE INC-AEVERPURE INC-A50,600 3,390,706 
EXPAND ENERGY CORPEXPAND ENERGY CORP25,400 2,803,144 
FABRINETFABRINET3,052 1,389,515 
FABRINETFABRINET2,360 1,074,461 
FEDEX CORPFEDEX CORP95,400 27,557,244 
FERGUSON ENTERPRISES INCFERGUSON ENTERPRISES INC27,500 6,122,325 
 * FIDELITY NATL INFORM SVCS INCFIDELITY NATL INFORM SVCS INC288,800 19,193,648 
FIGURE TECHNOLOGY SOLUTIONS INC AFIGURE TECHNOLOGY SOLUTIONS INC A14,516 592,833 
FIRST CITIZENS BANCSHARES INC CL AFIRST CITIZENS BANCSHARES INC CL A131 281,150 
FIRST FINL BANKSHARES INCFIRST FINL BANKSHARES INC47,100 1,406,877 
FIRST WATCH RESTAURANT GROUP INCFIRST WATCH RESTAURANT GROUP INC32,400 488,592 
FISERV INCFISERV INC278,300 18,693,411 
FLOOR & DECOR HOLDINGS INCFLOOR & DECOR HOLDINGS INC12,300 748,947 
FORTIVE CORPFORTIVE CORP285,287 15,750,695 
FORTIVE CORPFORTIVE CORP27,736 1,531,305 
FOX CORP CL AFOX CORP CL A46,615 3,406,158 
FOX CORPORATION BFOX CORPORATION B78,866 5,120,769 
FRESHPET INCFRESHPET INC16,200 987,066 
FTAI AVIATION LTDFTAI AVIATION LTD7,103 1,398,226 
GAMING AND LEISURE PROPRTI INCGAMING AND LEISURE PROPRTI INC90,567 4,047,439 
GE AEROSPACEGE AEROSPACE30,400 9,364,112 
GE HEALTHCARE TECHNOLOGIES INC WIGE HEALTHCARE TECHNOLOGIES INC WI182,900 15,001,458 
GE VERNOVA INCGE VERNOVA INC10,063 6,576,875 
GENEDX HOLDINGS CORP-AGENEDX HOLDINGS CORP-A11,819 1,537,179 
GENESCO INCGENESCO INC49,200 1,218,684 
GERMAN AMERICAN BANCORP INCGERMAN AMERICAN BANCORP INC21,700 850,206 
GILEAD SCIENCES INCGILEAD SCIENCES INC167,200 20,522,128 
GITLAB INC CL AGITLAB INC CL A34,500 1,294,785 
GLAUKOS CORPGLAUKOS CORP9,500 1,072,645 
GLOBE LIFE INCGLOBE LIFE INC14,353 2,007,411 
GLOBUS MEDICAL INCGLOBUS MEDICAL INC20,100 1,754,931 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC10,900 9,581,100 
GSK PLC SPONS ADRGSK PLC SPONS ADR439,839 21,569,705 
GUARDANT HEALTH INCGUARDANT HEALTH INC29,893 3,053,271 
GUIDEWIRE SOFTWARE INCGUIDEWIRE SOFTWARE INC6,339 1,274,202 
HALEON PLC SPONS ADRHALEON PLC SPONS ADR968,248 9,788,987 
HAMILTON LANE INC - AHAMILTON LANE INC - A8,500 1,141,635 
HAVERTY FURNITURE COS INCHAVERTY FURNITURE COS INC54,031 1,262,164 
HEARTFLOW INCHEARTFLOW INC16,741 488,000 
HELEN OF TROY LTDHELEN OF TROY LTD33,286 707,328 
HILTON WORLDWIDE HOLDINGS INCHILTON WORLDWIDE HOLDINGS INC45,000 12,926,250 
HINGE HEALTH INCHINGE HEALTH INC19,619 911,303 
HOLOGIC INCHOLOGIC INC57,900 4,312,971 
HOOKER FURNISHINGS CORPHOOKER FURNISHINGS CORP36,912 416,736 
HOWMET AEROSPACE INCHOWMET AEROSPACE INC61,720 12,653,834 
HOWMET AEROSPACE INCHOWMET AEROSPACE INC12,200 2,501,244 
HP INCHP INC233,100 5,193,468 
HUBSPOT INCHUBSPOT INC6,098 2,447,127 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
HUBSPOT INCHUBSPOT INC4,100 1,645,330 
HUMANA INCHUMANA INC68,300 17,493,679 
HUNTSMAN CORPHUNTSMAN CORP126,020 1,260,200 
IDEX CORPORATIONIDEX CORPORATION6,851 1,219,067 
IES HOLDINGS INCIES HOLDINGS INC2,618 1,018,454 
INCYTE CORPINCYTE CORP78,043 7,708,307 
INGERSOLL RAND INCINGERSOLL RAND INC10,798 855,418 
INGERSOLL RAND INCINGERSOLL RAND INC72,000 5,703,840 
INSMED INCINSMED INC5,075 883,253 
INSPIRE MEDICAL SYSTEMS INCINSPIRE MEDICAL SYSTEMS INC5,500 507,265 
INTERNATIONAL FLAVORS & FRAGRAINTERNATIONAL FLAVORS & FRAGRA151,600 10,216,324 
INTUIT INCINTUIT INC6,574 4,354,749 
INTUITIVE SURGICAL INCINTUITIVE SURGICAL INC6,651 3,766,860 
IONIS PHARMACEUTICALS INCIONIS PHARMACEUTICALS INC83,208 6,582,585 
IRHYTHM TECHNOLOGIES INCIRHYTHM TECHNOLOGIES INC8,244 1,462,815 
ITT INCITT INC18,600 3,227,286 
JBT MAREL CORPJBT MAREL CORP9,000 1,356,030 
JFROG LTDJFROG LTD19,126 1,194,610 
JOHNSON CONTROLS INTERNATIONAL PLCJOHNSON CONTROLS INTERNATIONAL PLC296,300 35,481,925 
KADANT INCKADANT INC5,200 1,482,104 
KARMAN HOLDINGS INCKARMAN HOLDINGS INC18,831 1,377,864 
KEYSIGHT TECHNOLOGIES INCKEYSIGHT TECHNOLOGIES INC32,400 6,583,356 
KKR & CO INCKKR & CO INC38,740 4,938,575 
KOPPERS HLDGS INCKOPPERS HLDGS INC53,857 1,458,448 
KORN FERRYKORN FERRY29,193 1,927,322 
KRATOS DEFENSE & SEC SOLTN INCKRATOS DEFENSE & SEC SOLTN INC19,956 1,514,860 
LATTICE SEMICONDUCTOR CORPLATTICE SEMICONDUCTOR CORP8,154 599,971 
LATTICE SEMICONDUCTOR CORPLATTICE SEMICONDUCTOR CORP18,227 1,341,143 
LATTICE SEMICONDUCTOR CORPLATTICE SEMICONDUCTOR CORP138,418 10,184,796 
LEGEND BIOTECH CORP SPON ADRLEGEND BIOTECH CORP SPON ADR107,170 2,329,876 
LIBERTY LIVE HOLDINGS INC CLIBERTY LIVE HOLDINGS INC C45,600 3,792,096 
LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL CLIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C86,782 8,548,895 
LIFE TIME GROUP HOLDINGS INCLIFE TIME GROUP HOLDINGS INC16,304 433,360 
LIVE NATION ENTERTAINMENT INCLIVE NATION ENTERTAINMENT INC7,000 997,500 
LOAR HOLDINGS INCLOAR HOLDINGS INC6,143 417,724 
LPL FINL HLDGS INCLPL FINL HLDGS INC23,100 8,250,627 
LYFT INCLYFT INC42,954 832,019 
LYONDELLBASELL INDS CLASS ALYONDELLBASELL INDS CLASS A98,700 4,273,710 
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCMACOM TECHNOLOGY SOLUTIONS HOLDINGS INC6,804 1,165,389 
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCMACOM TECHNOLOGY SOLUTIONS HOLDINGS INC35,200 6,029,056 
MADRIGAL PHARMACEUTICALS INCMADRIGAL PHARMACEUTICALS INC3,461 2,015,479 
MALIBU BOATS INC CL AMALIBU BOATS INC CL A66,405 1,873,285 
MANHATTAN ASSOCIATES INCMANHATTAN ASSOCIATES INC25,400 4,402,074 
MAPLEBEAR INCMAPLEBEAR INC4,500 202,410 
MARCUS &MILLICHAP CO INCMARCUS &MILLICHAP CO INC26,891 733,855 
MARKEL GROUP INCMARKEL GROUP INC1,550 3,331,958 
MARKETAXESS HLDGS INCMARKETAXESS HLDGS INC2,785 504,781 
 * MARRIOTT INTERNATIONAL INC AMARRIOTT INTERNATIONAL INC A6,298,121 1,953,929,059 
MARTIN MARIETTA MATERIALS INCMARTIN MARIETTA MATERIALS INC9,289 5,783,889 
MARVELL TECHNOLOGY INCMARVELL TECHNOLOGY INC72,380 6,150,852 
MARZETTI COMPANY/THEMARZETTI COMPANY/THE4,800 789,216 
MASIMO CORPMASIMO CORP8,100 1,053,486 
MASTEC INCMASTEC INC6,920 1,504,200 
MASTERBRAND INCMASTERBRAND INC107,088 1,182,252 
MASTERCARD INC CL AMASTERCARD INC CL A9,527 5,438,774 
MCCORMICK & CO INC NON-VTGMCCORMICK & CO INC NON-VTG60,000 4,086,600 
MCGRAW HILL INCMCGRAW HILL INC63,377 1,045,721 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
MEDTRONIC PLCMEDTRONIC PLC49,900 4,793,394 
MERCADOLIBRE INCMERCADOLIBRE INC905 1,822,905 
MERCURY SYSTEMS INCMERCURY SYSTEMS INC13,825 1,009,363 
MERIT MEDICAL SYSTEMS INCMERIT MEDICAL SYSTEMS INC10,000 881,400 
META PLATFORMS INC CL AMETA PLATFORMS INC CL A38,800 25,611,492 
META PLATFORMS INC CL AMETA PLATFORMS INC CL A30,000 19,802,700 
META PLATFORMS INC CL AMETA PLATFORMS INC CL A9,947 6,565,915 
METLIFE INCMETLIFE INC338,800 26,744,872 
METTLER-TOLEDO INTL INCMETTLER-TOLEDO INTL INC7,050 9,829,040 
MIAMI INTERNATIONAL HOLDINGS INCMIAMI INTERNATIONAL HOLDINGS INC14,826 657,978 
MICROCHIP TECHNOLOGYMICROCHIP TECHNOLOGY41,800 2,663,496 
MICROCHIP TECHNOLOGYMICROCHIP TECHNOLOGY101,600 6,473,952 
MICROSOFT CORPMICROSOFT CORP54,100 26,163,842 
MICROSOFT CORPMICROSOFT CORP83,230 40,251,693 
MICROSOFT CORPMICROSOFT CORP41,398 20,020,901 
MIRION TECHNOLOGIES INC-AMIRION TECHNOLOGIES INC-A61,275 1,435,061 
MIRUM PHARMACEUTICALS INCMIRUM PHARMACEUTICALS INC10,684 843,929 
MODINE MANUFACTURING COMODINE MANUFACTURING CO8,000 1,068,080 
MODINE MANUFACTURING COMODINE MANUFACTURING CO11,727 1,565,672 
MOLINA HEALTHCARE INCMOLINA HEALTHCARE INC16,400 2,846,056 
MOLSON COORS BEVERAGE CO BMOLSON COORS BEVERAGE CO B127,800 5,965,704 
MONDAY.COM LTDMONDAY.COM LTD12,800 1,888,768 
MONGODB INC CL AMONGODB INC CL A3,218 1,350,562 
MONGODB INC CL AMONGODB INC CL A5,700 2,392,233 
MONOLITHIC POWER SYS INCMONOLITHIC POWER SYS INC7,541 6,834,861 
MSA SAFETY INCMSA SAFETY INC10,650 1,705,491 
MSCI INCMSCI INC14,300 8,204,339 
MYERS INDUSTRIESMYERS INDUSTRIES67,001 1,254,259 
NATERA INCNATERA INC4,692 1,074,890 
NATERA INCNATERA INC7,501 1,718,404 
NATERA INCNATERA INC5,116 1,172,024 
NETFLIX INCNETFLIX INC123,430 11,572,797 
NETFLIX INCNETFLIX INC21,113 1,979,555 
NETSKOPE INC ANETSKOPE INC A20,497 359,517 
NETSKOPE INC ANETSKOPE INC A29,806 522,797 
NEUROCRINE BIOSCIENCES INCNEUROCRINE BIOSCIENCES INC35,500 5,034,965 
NEW YORK TIMES CO CL ANEW YORK TIMES CO CL A86,600 6,011,772 
NEWELL BRANDS INCNEWELL BRANDS INC314,936 1,171,562 
NEWS CORP NEW CL ANEWS CORP NEW CL A82,000 2,141,840 
NEXTPOWER INCNEXTPOWER INC12,020 1,047,062 
NORFOLK SOUTHERN CORPNORFOLK SOUTHERN CORP68,500 19,777,320 
NOV INCNOV INC111,379 1,740,854 
NOVA MEASURING INSTRUMENTS LTDNOVA MEASURING INSTRUMENTS LTD4,162 1,366,759 
NOVANTA INCNOVANTA INC13,500 1,606,365 
NOVARTIS AG SPON ADRNOVARTIS AG SPON ADR59,100 8,148,117 
NUTANIX INC CL ANUTANIX INC CL A26,500 1,369,785 
NUVALENT INC-ANUVALENT INC-A8,533 858,334 
NUVALENT INC-ANUVALENT INC-A4,850 487,862 
NVIDIA CORPNVIDIA CORP346,200 64,566,294 
NVIDIA CORPNVIDIA CORP106,400 19,843,600 
NXP SEMICONDUCTORS NVNXP SEMICONDUCTORS NV16,000 3,472,960 
OCCIDENTAL PETROLEUM CORPOCCIDENTAL PETROLEUM CORP481,050 19,780,776 
OLD DOMINION FREIGHT LINES INCOLD DOMINION FREIGHT LINES INC37,500 5,880,000 
OLD NATIONAL BANCORP (IND)OLD NATIONAL BANCORP (IND)102,736 2,292,040 
OLIN CORPOLIN CORP84,800 1,766,384 
ON HOLDING AGON HOLDING AG11,800 548,464 
ONESPAWORLD HOLDINGS LTDONESPAWORLD HOLDINGS LTD25,900 537,166 
ONESTREAM INCONESTREAM INC59,500 1,093,610 
ONESTREAM INCONESTREAM INC55,372 1,017,737 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
ORACLE CORPORACLE CORP33,110 6,453,470 
O'REILLY AUTOMOTIVE INCO'REILLY AUTOMOTIVE INC88,210 8,045,634 
ORION SAORION SA186,117 982,698 
PALO ALTO NETWORKS INCPALO ALTO NETWORKS INC30,340 5,588,628 
PALOMAR HLDGS INCPALOMAR HLDGS INC9,200 1,239,792 
PAYLOCITY HOLDING CORPPAYLOCITY HOLDING CORP37,450 5,711,125 
PENUMBRA INCPENUMBRA INC4,700 1,461,277 
PENUMBRA INCPENUMBRA INC3,448 1,072,018 
PHREESIA INCPHREESIA INC45,300 766,476 
PIPER SANDLER COSPIPER SANDLER COS2,534 860,825 
PJT PARTNERS INCPJT PARTNERS INC6,000 1,003,200 
PLANET FITNESS INC CL APLANET FITNESS INC CL A3,800 412,186 
PLANET FITNESS INC CL APLANET FITNESS INC CL A11,763 1,275,933 
PLANET FITNESS INC CL APLANET FITNESS INC CL A69,900 7,582,053 
POOL CORPPOOL CORP19,700 4,506,375 
PROCEPT BIOROBOTICS CORPPROCEPT BIOROBOTICS CORP39,500 1,242,670 
PTC INCPTC INC62,700 10,922,967 
PTC THERAPEUTICS INCPTC THERAPEUTICS INC13,998 1,063,288 
PVH CORPPVH CORP22,565 1,512,306 
QUANTA SVCS INCQUANTA SVCS INC6,500 2,743,390 
QUIDELORTHO CORPQUIDELORTHO CORP59,941 1,711,915 
RALLIANT CORPRALLIANT CORP74,900 3,813,159 
RALLIANT CORPRALLIANT CORP14,110 718,340 
RALLIANT CORPRALLIANT CORP28,020 1,426,498 
RAMBUS INCRAMBUS INC14,635 1,344,810 
RAYMOND JAMES FINANCIAL INC.RAYMOND JAMES FINANCIAL INC.34,500 5,540,355 
RB GLOBAL INCRB GLOBAL INC13,000 1,337,310 
RB GLOBAL INCRB GLOBAL INC24,200 2,489,454 
RBC BEARINGS INCRBC BEARINGS INC2,300 1,031,389 
RBC BEARINGS INCRBC BEARINGS INC2,518 1,129,147 
REDDIT INC AREDDIT INC A6,622 1,522,199 
REDDIT INC AREDDIT INC A18,310 4,208,920 
REGENERON PHARMACEUTICALS INCREGENERON PHARMACEUTICALS INC25,900 19,991,433 
REPLIGENREPLIGEN10,000 1,638,600 
RESIDEO TECHNOLOGIES INCRESIDEO TECHNOLOGIES INC49,220 1,728,606 
REVOLUTION MEDICINES INCREVOLUTION MEDICINES INC12,154 968,066 
REVOLUTION MEDICINES INCREVOLUTION MEDICINES INC16,400 1,306,260 
RHYTHM PHARMACEUTICALS INCRHYTHM PHARMACEUTICALS INC8,423 901,598 
RLI CORPRLI CORP15,900 1,017,282 
ROBERT HALF INCROBERT HALF INC75,607 2,053,486 
ROCHE HOLDING LTD SPON ADRROCHE HOLDING LTD SPON ADR144,700 7,462,179 
ROCKET COS INCROCKET COS INC22,330 432,309 
ROCKET LAB CORPROCKET LAB CORP13,159 917,972 
ROSS STORES INCROSS STORES INC26,500 4,773,710 
RTX CORPRTX CORP247,300 45,354,820 
RUBRIK INCRUBRIK INC10,344 791,109 
RYAN SPECIALTY HOLDINGS INCRYAN SPECIALTY HOLDINGS INC40,565 2,094,371 
SALESFORCE INCSALESFORCE INC18,310 4,850,502 
SAMSONITE GROUP SA - UNSP ADRSAMSONITE GROUP SA - UNSP ADR153,527 1,954,399 
SANMINA CORPSANMINA CORP4,131 619,939 
SANOFI SPON ADRSANOFI SPON ADR370,800 17,968,968 
SBA COMMUNICATIONS CORPSBA COMMUNICATIONS CORP67,100 12,979,153 
SCANSOURCE INCSCANSOURCE INC41,447 1,618,920 
SCHWAB CHARLES CORPSCHWAB CHARLES CORP453,300 45,289,203 
SEMTECH CORPSEMTECH CORP8,576 631,965 
SENSATA TECHNOLOGIES HOLDING PLCSENSATA TECHNOLOGIES HOLDING PLC69,305 2,307,163 
SENSIENT TECHNOLOGIES CORPSENSIENT TECHNOLOGIES CORP9,000 845,550 
SENTINELONE INCSENTINELONE INC91,500 1,372,500 
SERVICE CORP INTERNATIONAL INCSERVICE CORP INTERNATIONAL INC47,200 3,680,184 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
SERVICENOW INCSERVICENOW INC81,525 12,488,815 
SERVICENOW INCSERVICENOW INC14,465 2,215,893 
SERVICETITAN INC-ASERVICETITAN INC-A7,147 761,156 
SERVISFIRST BANCSHARES INCSERVISFIRST BANCSHARES INC17,000 1,220,430 
SHAKE SHACK INC - CLASS ASHAKE SHACK INC - CLASS A5,800 470,786 
SHOPIFY INC CL ASHOPIFY INC CL A7,478 1,203,734 
SI-BONE INCSI-BONE INC30,800 607,376 
SIMPSON MANUFACTURING COSIMPSON MANUFACTURING CO8,900 1,437,083 
SITIME CORPSITIME CORP4,158 1,468,564 
SKYWARD SPECIALTY INSURANCE GROUP INCSKYWARD SPECIALTY INSURANCE GROUP INC27,000 1,379,970 
SPECTRUM BRANDS HOLDINGS INCSPECTRUM BRANDS HOLDINGS INC57,701 3,408,975 
SPORTRADAR GROUP AGSPORTRADAR GROUP AG27,748 659,570 
SPORTRADAR GROUP AGSPORTRADAR GROUP AG90,100 2,141,677 
SPROUTS FMRS MKT INCSPROUTS FMRS MKT INC8,300 661,261 
SPX TECHNOLOGIES INCSPX TECHNOLOGIES INC7,000 1,400,420 
STANDARDAERO INCSTANDARDAERO INC104,981 3,010,855 
STANDEX INTL CORPSTANDEX INTL CORP6,550 1,423,184 
STATE STREET CORPSTATE STREET CORP31,500 4,063,815 
STERLING INFRASTRUCTURE INCSTERLING INFRASTRUCTURE INC2,140 655,332 
STEVANATO GROUP S.P.A.STEVANATO GROUP S.P.A.21,500 432,580 
STOCK YARDS BANCORP INCSTOCK YARDS BANCORP INC10,900 707,955 
STONEX GROUP INCSTONEX GROUP INC10,400 989,352 
STRIPE INC CLASS B PPSTRIPE INC CLASS B PP3,904 161,704 
STRYKER CORPSTRYKER CORP5,855 2,057,857 
SUN COMMUNITIES INC - REITSUN COMMUNITIES INC - REIT95,000 11,771,450 
SYNOPSYS INCSYNOPSYS INC10,940 5,138,737 
TAIWAN SEMIC MFG CO LTD SP ADRTAIWAN SEMIC MFG CO LTD SP ADR21,240 6,454,624 
TARSUS PHARMACEUTICALS INCTARSUS PHARMACEUTICALS INC17,569 1,438,550 
TE CONNECTIVITY PLCTE CONNECTIVITY PLC73,600 16,744,736 
TECHNIPFMC PLCTECHNIPFMC PLC167,019 7,442,367 
TELEDYNE TECHNOLOGIES INCTELEDYNE TECHNOLOGIES INC11,200 5,720,176 
TELEFLEX INCTELEFLEX INC14,079 1,718,201 
TELEFLEX INCTELEFLEX INC44,251 5,400,392 
TERNS PHARMACEUTICALS INCTERNS PHARMACEUTICALS INC32,020 1,293,608 
TESLA INCTESLA INC21,890 9,844,371 
TEXAS ROADHOUSE INCTEXAS ROADHOUSE INC21,600 3,585,600 
TEXTRON INCTEXTRON INC71,178 6,204,586 
THE BOOKING HOLDINGS INCTHE BOOKING HOLDINGS INC393 2,104,645 
THE BOOKING HOLDINGS INCTHE BOOKING HOLDINGS INC3,100 16,601,523 
T-MOBILE US INCT-MOBILE US INC41,000 8,324,640 
TOAST INCTOAST INC70,700 2,510,557 
TOPBUILD CORPTOPBUILD CORP5,800 2,419,702 
TOWER SEMICONDCTR LTDTOWER SEMICONDCTR LTD6,700 786,714 
TPG INCTPG INC31,893 2,036,049 
TRADE DESK INCTRADE DESK INC31,219 1,185,073 
TRADEWEB MARKETS INC ATRADEWEB MARKETS INC A12,564 1,351,133 
TRADEWEB MARKETS INC ATRADEWEB MARKETS INC A29,600 3,183,184 
TRANSCAT INCTRANSCAT INC7,300 414,129 
TRANSMEDICS GROUP INCTRANSMEDICS GROUP INC4,891 594,990 
TRANSUNIONTRANSUNION56,343 4,831,412 
TRANSUNIONTRANSUNION69,334 5,945,391 
TRIMAS CORPTRIMAS CORP25,430 901,494 
TRUEBLUE INCTRUEBLUE INC115,262 524,442 
TYLER TECHNOLOGIES INCTYLER TECHNOLOGIES INC18,600 8,443,470 
UL SOLUTIONS INC CL AUL SOLUTIONS INC CL A43,154 3,403,124 
ULTA BEAUTY INCULTA BEAUTY INC9,892 5,984,759 
UNITEDHEALTH GROUP INCUNITEDHEALTH GROUP INC54,600 18,024,006 
UNITEDHEALTH GROUP INCUNITEDHEALTH GROUP INC13,900 4,588,529 
UNITEDHEALTH GROUP INCUNITEDHEALTH GROUP INC7,275 2,401,550 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
UNITY SOFTWARE INCUNITY SOFTWARE INC31,294 1,382,256 
UNITY SOFTWARE INCUNITY SOFTWARE INC46,497 2,053,772 
UNIVERSAL CORPUNIVERSAL CORP15,794 833,134 
UNIVERSAL TECH INST INCUNIVERSAL TECH INST INC22,581 590,042 
UNIVEST FINANCIAL CORPUNIVEST FINANCIAL CORP42,225 1,382,447 
USANA HEALTH SCIENCES INCUSANA HEALTH SCIENCES INC45,141 886,118 
VALVOLINE INCVALVOLINE INC29,500 857,270 
VAREX IMAGING CORPVAREX IMAGING CORP164,038 1,911,043 
VAXCYTE INCVAXCYTE INC40,852 1,884,911 
VEEVA SYS INC CL AVEEVA SYS INC CL A36,270 8,096,552 
VERACYTE INCVERACYTE INC18,900 795,690 
VERALTO CORPVERALTO CORP53,200 5,308,296 
VERICEL CORPVERICEL CORP29,300 1,055,093 
VERTEX INC - CLASS AVERTEX INC - CLASS A21,445 428,257 
VERTIV HOLDINGS COVERTIV HOLDINGS CO83,790 13,574,818 
VF CORPVF CORP242,700 4,388,016 
VIKING HOLDINGS LTDVIKING HOLDINGS LTD125,883 8,989,305 
VISA INC CL AVISA INC CL A37,430 13,127,075 
VISA INC CL AVISA INC CL A12,901 4,524,510 
WATTS WATER TECH INC CL AWATTS WATER TECH INC CL A3,100 855,662 
WEBSTER FINANCIALWEBSTER FINANCIAL43,945 2,765,898 
WELLS FARGO & COWELLS FARGO & CO200,500 18,686,600 
WEST PHARMACEUTICAL SVCS INCWEST PHARMACEUTICAL SVCS INC11,274 3,101,928 
WILLIS TOWERS WATSON PLCWILLIS TOWERS WATSON PLC29,260 9,614,836 
WINGSTOP INCWINGSTOP INC5,700 1,359,393 
WINGSTOP INCWINGSTOP INC7,700 1,836,373 
WINNEBAGO INDUSTRIES INCWINNEBAGO INDUSTRIES INC40,518 1,641,789 
WOODWARD INCWOODWARD INC3,243 980,424 
WSFS FINANCIAL CORPWSFS FINANCIAL CORP39,120 2,160,989 
WYNDHAM HOTELS & RESORTS INCWYNDHAM HOTELS & RESORTS INC16,500 1,246,740 
WYNDHAM HOTELS & RESORTS INCWYNDHAM HOTELS & RESORTS INC36,300 2,742,828 
XOMETRY INCXOMETRY INC7,412 440,792 
XPO INCXPO INC29,900 4,063,709 
YUM BRANDS INCYUM BRANDS INC67,159 10,159,814 
ZIMMER BIOMET HLDGS INCZIMMER BIOMET HLDGS INC134,100 12,058,272 
ZOOM COMMUNICATIONS INC CL AZOOM COMMUNICATIONS INC CL A47,400 4,090,146 
ZSCALER INCZSCALER INC19,300 4,340,956 
COMMON/COLLECTIVE TRUST6,701,837,103 
GLOBAL TRUST COMPANYARROWSTREET INTERNATIONAL EQUITY EAFE CIT CLASS B709,343 158,557,476 
SEI TRUST COMPANYAXIOM INTERNATIONAL SMALL CAP TRUST 21,220,331 26,139,489 
 * FIDELITY INSTITUTIONAL ASSET MANAGEMENTFIAM EMERGING MARKETS EQUITY SMALL CAP COMMINGLED1,612,911 38,322,754 
 * FIDELITY MANAGEMENT TRUST COMPANYFIDELITY BLUE CHIP GROWTH COMMINGLED POOL - CLASS5,907,734 353,282,509 
 * FIDELITY MANAGEMENT TRUST COMPANYFID CONTRA POOL CLASS F14,825,170 829,616,539 
NORTHERN TRUST COMPANYNORTHERN TRUST COLLECTIVE RUSSELL 2000 INDEX FUND56,024 10,293,837 
NORTHERN TRUST COMPANYNORTHERN TRUST COLLECTIVE S&P 400 INDEX FUND - DC100,343 20,821,166 
NT S&P 500 IDX NL 466586YNORTHERN TRUST COLLECTIVE S&P 500 INDEX FUND - DC2,512,311 866,728,950 
NORTHERN TRUST COMPANYNT COLLECTIVE RUSSELL 1000 GROWTH INDEX FUND - DC74,242 19,279,841 
VANGUARD TDFVANGUARD TARGET RETIREMENT INCOME13,439,638 299,300,735 
VANGUARD TDFVANGUARD TARGET 20201,260,535 28,311,626 
VANGUARD TDFVANGUARD TARGET 202533,386,415 767,219,826 
VANGUARD TDFVANGUARD TARGET 20309,269,616 216,074,761 
VANGUARD TDFVANGUARD TARGET 203546,278,063 1,092,162,283 
VANGUARD TDFVANGUARD TARGET 20406,282,661 150,029,955 
VANGUARD TDFVANGUARD TARGET 204539,844,604 962,645,641 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
VANGUARD TDFVANGUARD TARGET 20505,683,934 139,028,044 
VANGUARD TDFVANGUARD TARGET 205520,624,876 504,690,716 
VANGUARD TDFVANGUARD TARGET 20604,167,199 101,971,357 
VANGUARD TDFVANGUARD TARGET 20653,624,597 88,693,892 
VANGUARD TDFVANGUARD TARGET 20701,172,421 28,665,706 
CORPORATE BONDS593,950,900 
6297782 LLCSOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 04.91 %855,000 9/1/2027862,821 
ABU DHABI DEVELOPMENTAL HOLDING CO PJSCABU DHABI DEVELOPMENTAL HOLDING CO PJSC 4.5% 05/064.50 %1,155,000 5/6/20301,162,404 
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AAERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO6.45 %1,478,000 4/15/20271,518,268 
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AAERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO6.10 %225,000 1/15/2027229,254 
AES CORPAES CORP 1.375% 01/15/20261.38 %1,213,000 1/15/20261,211,598 
AFFIRM ASSET SECURITIZATION TRUST 2025-XSEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66%4.45 %704,233 10/15/2030704,904 
AFFIRM MASTER TRUSTAFFIRM MASTER TRUST 4.45% 10/16/2034 144A4.45 %660,000 10/16/2034662,330 
AFFIRM MASTER TRUSTAFFIRM MASTER TRUST 5.06% 07/15/2033 144A5.06 %535,000 7/15/2033538,594 
AFFIRM MASTER TRUSTAFFIRM MASTER TRUST 4.67% 07/15/2033 144A4.67 %510,000 7/15/2033513,489 
AIG GLOBAL FDG SR MTNCOREBRIDGE GBL FUNDING 4.25% 08/21/2028 144A4.25 %600,000 8/21/2028601,529 
AIG GLOBAL FDG SR MTNCOREBRIDGE GBL FUNDING 4.65% 08/20/2027 144A4.65 %310,000 8/20/2027312,887 
AIG GLOBAL FDG SR MTNCOREBRIDGE GBL FUNDING 5.2% 01/12/2029 144A5.20 %305,000 1/12/2029312,840 
ALINEA CLO 2018-1 LTDALINEA CLO 2018-1 LTD TSFR3M+115 07/20/2031 144A5.03 %250,000 7/20/2031250,036 
ALINEA CLO 2018-1 LTDALINEA CLO 2018-1 LTD TSFR3M+90 07/20/2031 144A4.78 %7,986 7/20/20317,986 
ALLY AUTO RECEIVABLES TR 2023-AALLY AUTO RECEIVABLES TR 2023-A C 6.08% 01/17/20346.08 %259,435 1/17/2034261,795 
ALLY AUTO RECEIVABLES TR 2023-AALLY AUTO RECEIVABLES TR 2023-A B 6.01% 01/17/20346.01 %5,758 1/17/20345,762 
ALLY BK MIDVALE UTAHALLY BK MIDVALE UTAH 24-A C 6.022% 05/17/2032 144A6.02 %118,595 5/17/2032120,646 
ALLY BK MIDVALE UTAHALLY BK MIDVALE UTAH 2025-B C 4.697% 09/15/2033 144.70 %371,962 9/15/2033374,219 
ALLY BK MIDVALE UTAHALLY BK MIDVALE UTAH 2025-B B 4.501% 09/15/2033 144.50 %306,869 9/15/2033308,059 
ALLY BK MIDVALE UTAHALLY BK MIDVALE UTAH 24-B C 5.215% 09/15/2032 144A5.22 %145,252 9/15/2032146,553 
ALLY BK MIDVALE UTAHALLY BK MIDVALE UTAH 4.97% 09/15/2032 144A4.97 %145,252 9/15/2032146,665 
AMEREN CORPAMEREN CORP 1.95% 03/15/20271.95 %473,000 3/15/2027461,676 
AMERICAN ELECTRIC POWER INCAMERICAN ELECTRIC POWER INC 5.2% 01/15/20295.20 %1,090,000 1/15/20291,123,460 
AMERICAN EXPRESS COAMERICAN EXPRESS CO 4.731%/VAR 04/25/20294.73 %675,000 4/25/2029685,357 
AMERICAN EXPRESS COAMERICAN EXPRESS CO 5.043%/VAR 07/26/20285.04 %550,000 7/26/2028559,283 
AMERICAN EXPRESS COAMERICAN EXPRESS CO 5.532%/VAR 04/25/20305.53 %670,000 4/25/2030698,945 
AMERICAN EXPRESS COAMERICAN EXPRESS CO 5.098%/VAR 02/16/20285.10 %345,000 2/16/2028349,007 
AMERICAN HONDA FINANCE CORPAMERICAN HONDA FINANCE CORP 5.65% 11/15/20285.65 %990,000 11/15/20281,032,681 
AMERICAN TOWER CORPAMERICAN TOWER CORP 1.6% 04/15/20261.60 %1,458,000 4/15/20261,448,094 
AMERICAN TOWER CORPAMERICAN TOWER CORP 3.55% 07/15/20273.55 %589,000 7/15/2027584,329 
AMERICREDIT AUTOMOBILE RECEIVABLES TRUSTAMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 5.5.80 %335,000 12/18/2028340,264 
AMERICREDIT AUTOMOBILE RECEIVABLES TRUSTAMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 D1.29 %1,495,000 6/18/20271,492,891 
AMERICREDIT AUTOMOBILE RECEIVABLES TRUSTAMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 4.4.81 %574,093 4/18/2028574,509 
AMERISOURCEBERGEN CORPCENCORA INC 4.625% 12/15/20274.63 %510,000 12/15/2027516,467 
AMERISOURCEBERGEN CORPCENCORA INC 3.45% 12/15/20273.45 %182,000 12/15/2027180,387 
AMPHENOL CORPORATION NEWAMPHENOL CORPORATION NEW 4.75% 03/30/20264.75 %345,000 3/30/2026345,646 
AMUR EQUIPMENT FINANCE RECEIVABLES XIV LAMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC 5.97% 10/20/20315.97 %140,000 10/20/2031143,337 
ANTHELION CLO 2025-1 LTDANTHELION CLO 2025-1 LTD A1 TSFR3M+150 07/20/20365.82 %890,000 7/20/2036891,204 
ANTHEM INCELEVANCE HEALTH INC 2.25% 05/15/20302.25 %450,000 5/15/2030413,153 
ANTHEM INCELEVANCE HEALTH INC 4.75% 02/15/20304.75 %375,000 2/15/2030382,471 
ANTHEM INCELEVANCE HEALTH INC 4.75% 02/15/20304.75 %600,000 2/15/2030611,953 
APPALACHIAN POWER COAPPALACHIAN POWER CO 3.3% 06/01/20273.30 %1,348,000 6/1/20271,335,128 
APTARGROUP INCAPTARGROUP INC 4.75% 03/30/20314.75 %295,000 3/30/2031297,083 
ARBYS FUNDING 2015-1A LLCARBYS FUNDING 2015-1A LLC 3.237% 07/30/2050 144A3.24 %1,511,263 7/30/20501,472,056 
ARI FLEET LEASE TRUST 2023-AARI FLEET LEASE TRUST 2023-A 5.41% 02/17/2032 144A5.41 %43,466 2/17/203243,487 
ARI FLEET LEASE TRUST 2024-BARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A5.54 %347,444 4/15/2033349,943 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
ASPEN INSURANCEASPEN INSURANCE HLDS LTD 5.75% 07/01/20305.75 %385,000 7/1/2030401,360 
AT&T INCAT&T INC 2.75% 06/01/20312.75 %825,000 6/1/2031757,674 
AT&T INCAT&T INC 4.1% 02/15/20284.10 %330,000 2/15/2028330,145 
AT&T INCAT&T INC 2.75% 06/01/20312.75 %650,000 6/1/2031596,955 
ATHENE GLOBAL FUNDINGATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A4.86 %665,000 8/27/2026667,488 
ATHENE GLOBAL FUNDINGATHENE GLOBAL FUNDING 5.349% 07/09/2027 144A5.35 %655,000 7/9/2027665,793 
ATHENE GLOBAL FUNDINGATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A5.68 %890,000 2/23/2026891,796 
ATLASSIAN CORP PLCATLASSIAN CORP PLC 5.25% 05/15/20295.25 %335,000 5/15/2029344,305 
AUTOZONE INCAUTOZONE INC 5.165% 06/15/20305.17 %640,000 6/15/2030660,053 
AUXILIOR TERM FDG 2023-1 LLCAUXILIOR TERM FUNDING 2023-1 LLC 23-1A A2 6.18% 12/15/20286.18 %223,844 12/15/2028224,955 
AUXILIOR TERM FUNDING 2024-1 LLCAUXILIOR TERM FUNDING 2024-1 LLC 24-1A A3 5.49% 07/15/202315.49 %375,000 7/15/2031381,798 
Avis Budget Rental Car Funding LLCAVIS BUDGET RENTCAR FDG AE LLC 4.95% 02/20/2030 144.95 %100,000 2/20/2030100,345 
Avis Budget Rental Car Funding LLCAVIS BUDGET RENTCAR FDG AE LLC 4.46% 02/20/2030 144.46 %140,000 2/20/2030139,982 
Avis Budget Rental Car Funding LLCAVIS BUDGET RENTCAR FDG AE LLC 6.12% 04/20/2028 146.12 %1,575,000 4/20/20281,604,765 
Avis Budget Rental Car Funding LLCAVIS BUDGET RENTCAR FDG AE LLC 6.18% 10/20/2027 146.18 %195,000 10/20/2027196,549 
Avis Budget Rental Car Funding LLCAVIS BUDGET RENTCAR FDG AE LLC 6.24% 04/20/2027 146.24 %180,000 4/20/2027180,496 
AVOLON HLDGS FDG LTDAVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A5.75 %635,000 3/1/2029656,610 
AVOLON HLDGS FDG LTDAVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A6.38 %300,000 5/4/2028312,591 
AVOLON HLDGS FDG LTDAVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A2.13 %469,000 2/21/2026467,469 
BACARDI LTDBACARDI LTD 4.7% 05/15/2028 144A4.70 %1,435,000 5/15/20281,445,685 
BAE SYSTEMS PLCBAE SYSTEMS PLC 5% 03/26/2027 144A5.00 %715,000 3/26/2027723,562 
BALBOA BAY LOAN FUNDING 2023-1 LTDBALBOA BAY LOAN FUNDING LTD 2023-1A ARR TSFR3M+115.04 %555,000 4/20/2036556,294 
BANCO SANTAND CTRL HISPANO SABANCO SANTANDER SA 5.552%/VAR 03/14/20285.55 %600,000 3/14/2028610,034 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 4.25% 10/22/20264.25 %275,000 10/22/2026275,646 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 4.183% 11/25/20274.18 %450,000 11/25/2027451,080 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 2.496%/VAR 02/13/20312.50 %455,000 2/13/2031423,803 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 2.572%/VAR 10/20/20322.57 %450,000 10/20/2032405,856 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 3.846%/VAR 03/08/20373.85 %1,375,000 3/8/20371,294,886 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 4.623%/VAR 05/09/20294.62 %925,000 5/9/2029937,271 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 4.623%/VAR 05/09/20294.62 %1,155,000 5/9/20291,170,322 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 5.08%/VAR 01/20/20275.08 %345,000 1/20/2027345,167 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 1.734%/VAR 07/22/20271.73 %405,000 7/22/2027399,833 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 4.623%/VAR 05/09/20294.62 %475,000 5/9/2029481,301 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 4.979%/VAR 01/24/20294.98 %275,000 1/24/2029280,146 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 6.204%/VAR 11/10/20286.20 %250,000 11/10/2028259,778 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 3.846%/VAR 03/08/20373.85 %1,100,000 3/8/20371,035,909 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 2.496%/VAR 02/13/20312.50 %200,000 2/13/2031186,287 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 3.419%/VAR 12/20/20283.42 %350,000 12/20/2028345,598 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 4.45% 03/03/20264.45 %150,000 3/3/2026150,108 
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATION 4.25% 10/22/20264.25 %325,000 10/22/2026325,764 
BANK OF NEW YORK NABANK OF NEW YORK MELLON 4.729%/VAR 04/20/20294.73 %840,000 4/20/2029853,835 
BANQUE FED CRED MUTUEL PARISBANQUE FED CRED MUTUEL PARIS 4.935% 01/26/2026 1444.94 %600,000 1/26/2026600,350 
BARCLAYS PLCBARCLAYS PLC 4.836% 05/09/20284.84 %1,187,000 5/9/20281,197,141 
BARCLAYS PLCBARCLAYS PLC 5.501%/VAR 08/09/20285.50 %525,000 8/9/2028536,379 
BARCLAYS PLCBARCLAYS PLC 5.829%/VAR 05/09/20275.83 %500,000 5/9/2027502,814 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
BARCLAYS PLCBARCLAYS PLC 6.49%/VAR 09/13/20296.49 %500,000 9/13/2029528,403 
BARCLAYS PLCBARCLAYS PLC 4.476%/VAR 11/11/20294.48 %540,000 11/11/2029542,980 
BARCLAYS PLCBARCLAYS PLC 5.086%/VAR 02/25/20295.09 %860,000 2/25/2029876,417 
BARCLAYS PLCBARCLAYS PLC 5.829%/VAR 05/09/20275.83 %200,000 5/9/2027201,125 
BARCLAYS PLCBARCLAYS PLC 5.501%/VAR 08/09/20285.50 %725,000 8/9/2028740,713 
BARCLAYS PLCBARCLAYS PLC 4.836% 05/09/20284.84 %700,000 5/9/2028705,980 
BAT CAPITAL CORPBAT CAPITAL CORP 6.421% 08/02/20336.42 %875,000 8/2/2033965,506 
BAT CAPITAL CORPBAT CAPITAL CORP 2.259% 03/25/20282.26 %375,000 3/25/2028360,851 
BAT CAPITAL CORPBAT CAPITAL CORP 2.726% 03/25/20312.73 %400,000 3/25/2031368,792 
BAT CAPITAL CORPBAT CAPITAL CORP 4.742% 03/16/20324.74 %575,000 3/16/2032580,248 
BAT CAPITAL CORPBAT CAPITAL CORP 4.742% 03/16/20324.74 %400,000 3/16/2032403,651 
BAT CAPITAL CORPBAT CAPITAL CORP 2.726% 03/25/20312.73 %150,000 3/25/2031138,297 
BAT CAPITAL CORPBAT CAPITAL CORP 2.259% 03/25/20282.26 %125,000 3/25/2028120,284 
BAT CAPITAL CORPBAT CAPITAL CORP 6.421% 08/02/20336.42 %375,000 8/2/2033413,788 
BAT INTL FINANCE PLCBAT INTL FINANCE PLC 4.448% 03/16/20284.45 %1,635,000 3/16/20281,647,701 
BAT INTL FINANCE PLCBAT INTL FINANCE PLC 1.668% 03/25/20261.67 %850,000 3/25/2026845,307 
BATTALION CLO X LTD / BATTALION CLO X LLBATTALION CLO X LTD 16-10A A2R3 TSFR3M+175 01/24/20355.48 %1,610,000 1/24/20351,610,747 
BATTALION CLO XII LTDBATTALION CLO XII LTD 12A CRR TSFR3M+155 05/17/20315.40 %760,000 5/17/2031759,099 
BATTALION CLO XII LTDBATTALION CLO XII LTD 12A BRR TSFR3M+120 05/17/20315.39 %700,000 5/17/2031697,096 
BATTALION CLO XV LTD / BATTALION CLO XVBATTALION CLO XV LTD / BATTALION CLO XV LLC 20-15A5.78 %515,000 1/17/2033512,458 
BATTALION CLO XXI LTDBATTALION CLO XXI LTD BR TSFR3M+170 07/15/2034 1445.60 %455,000 7/15/2034454,238 
BAYER AGBAYER US FIN II LLC 4.375% 12/15/2028 144A4.38 %1,300,000 12/15/20281,301,425 
BAYER AGBAYER US FIN II LLC 4.375% 12/15/2028 144A4.38 %825,000 12/15/2028825,904 
BAYER US FIN LLCBAYER US FIN LLC 6.5% 11/21/2033 144A6.50 %200,000 11/21/2033216,519 
BAYVIEW OPPORTUNITY MASTER FD VII 2025-EBAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC5.57 %717,800 7/27/2048717,798 
BAYVIEW OPPORTUNITY MASTER FD VII 2025-EBAYVIEW OPPORTUNITY MASTER FD VII 2025-EDU1 LLC SO5.17 %236,179 7/27/2048236,603 
BAYVIEW OPPORTUNITY MASTER FUND VII 2024BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC4.97 %163,286 12/26/2031163,746 
BECTON DICKINSON & COBECTON DICKINSON & CO 4.693% 02/13/20284.69 %1,325,000 2/13/20281,342,526 
BLUE OWL ASSET LEASING TRUST 2024-1 LLCBLUE OWL ASSET LEASING TRUST 2024-1 LLC 5.41% 03/15/20305.41 %170,000 3/15/2030171,962 
BLUE OWL ASSET LEASING TRUST 2024-1 LLCBLUE OWL ASSET LEASING TRUST 2024-1A A2 LLC 5.05% 03/15/20295.05 %317,284 3/15/2029318,503 
BLUEMOUNTAIN CLO 2016-3 LTDBLUEMOUNTAIN CLO 2016-3 LTD TSFR3M+120 11/15/20305.05 %325,833 11/15/2030325,890 
BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTABLUEMOUNTAIN CLO 2018-3A A1R LTD/LLC TSFR3M+119 10/25/20305.05 %274,680 10/25/2030275,035 
BMW US CAPITAL LLCBMW US CAPITAL LLC 4.6% 08/13/2027 144A4.60 %1,485,000 8/13/20271,500,296 
BNP PARIBASBNP PARIBAS 4.375% 05/12/2026 144A4.38 %1,175,000 5/12/20261,174,716 
BNP PARIBASBNP PARIBAS 4.625% 03/13/2027 144A4.63 %1,197,000 3/13/20271,201,478 
BNP PARIBASBNP PARIBAS 5.085%/VAR 05/09/2031 144A5.08 %475,000 5/9/2031484,891 
BNP PARIBASBNP PARIBAS 4.792%/VAR 05/09/2029 144A4.79 %1,175,000 5/9/20291,188,050 
BNP PARIBASBNP PARIBAS 5.085%/VAR 05/09/2031 144A5.08 %775,000 5/9/2031791,137 
BNP PARIBASBNP PARIBAS 5.786%/VAR 01/13/2033 144A5.79 %525,000 1/13/2033551,111 
BNP PARIBASBNP PARIBAS 2.588%/VAR 08/12/2035 144A2.59 %275,000 8/12/2035248,630 
BNP PARIBASBNP PARIBAS 4.625% 03/13/2027 144A4.63 %425,000 3/13/2027426,590 
BNP PARIBASBNP PARIBAS 4.375% 05/12/2026 144A4.38 %400,000 5/12/2026399,903 
BOEING COBOEING CO 6.259% 05/01/20276.26 %1,244,000 5/1/20271,276,364 
BOEING COBOEING CO 2.196% 02/04/20262.20 %505,000 2/4/2026504,039 
BOEING COBOEING CO 3.2% 03/01/20293.20 %635,000 3/1/2029615,615 
BOOZ ALLEN AND HAMILTON INCBOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A4.00 %165,000 7/1/2029161,209 
BOOZ ALLEN AND HAMILTON INCBOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A3.88 %1,520,000 9/1/20281,491,902 
BOSTON PPTY LTD PARTNERSHIPBOSTON PROPERTIES LP 3.65% 02/01/20263.65 %675,000 2/1/2026674,504 
BOSTON PPTY LTD PARTNERSHIPBOSTON PROPERTIES LP 4.5% 12/01/20284.50 %475,000 12/1/2028478,070 
BOSTON PPTY LTD PARTNERSHIPBOSTON PROPERTIES LP 3.25% 01/30/20313.25 %1,150,000 1/30/20311,078,551 
BOSTON PPTY LTD PARTNERSHIPBOSTON PROPERTIES LP 6.5% 01/15/20346.50 %275,000 1/15/2034296,022 
BOSTON PPTY LTD PARTNERSHIPBOSTON PROPERTIES LP 3.25% 01/30/20313.25 %650,000 1/30/2031609,616 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
BOSTON PPTY LTD PARTNERSHIPBOSTON PROPERTIES LP 2.9% 03/15/20302.90 %225,000 3/15/2030210,960 
BOSTON PPTY LTD PARTNERSHIPBOSTON PROPERTIES LP 4.5% 12/01/20284.50 %850,000 12/1/2028855,494 
BRE GRAND ISLANDER TIMESHARE ISSUER 2019BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC 3.23.28 %82,155 9/26/203381,634 
BRIGHTHOUSE FINANCIAL GLOBAL FUNDINGBRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.55% 05/24/20261.55 %230,000 5/24/2026227,517 
BROWN & BROWN INCBROWN & BROWN INC 4.7% 06/23/20284.70 %330,000 6/23/2028333,956 
BUNGE LTD FIN CORPBUNGE LTD FIN CORP 4.9% 04/21/20274.90 %975,000 4/21/2027985,892 
BUNGE LTD FIN CORPBUNGE LTD FIN CORP 2% 04/21/20262.00 %200,000 4/21/2026198,761 
CAIXABANK SACAIXABANK SA 6.684%/VAR 09/13/2027 144A6.68 %1,240,000 9/13/20271,261,481 
CANADIAN NATL RESOURCES LTDCANADIAN NATL RESOURCES LTD 3.85% 06/01/20273.85 %660,000 6/1/2027658,201 
CANYON CAPITAL CLO 2019-2 LTDCANYON CAPITAL CLO 2019-2 LTD TSFR3M+ 10/15/2034 14.91 %815,000 10/15/2034813,203 
CAPITAL ONE FINANCIAL CORPCAPITAL ONE FIN CORP 4.927%/VAR 05/10/20284.93 %300,000 5/10/2028303,533 
CAPITAL ONE FINANCIAL CORPCAPITAL ONE FIN CORP 7.624%/VAR 10/30/20317.62 %875,000 10/30/2031988,878 
CAPITAL ONE FINANCIAL CORPCAPITAL ONE FIN CORP 7.149%/VAR 10/29/20277.15 %380,000 10/29/2027389,055 
CAPITAL ONE FINANCIAL CORPCAPITAL ONE FIN CORP 7.624%/VAR 10/30/20317.62 %125,000 10/30/2031141,268 
CAPITAL ONE FINANCIAL CORPCAPITAL ONE FIN CORP 6.312%/VAR 06/08/20296.31 %250,000 6/8/2029262,363 
CAPITAL ONE FINANCIAL CORPCAPITAL ONE FIN CORP 5.268%/VAR 05/10/20335.27 %375,000 5/10/2033384,616 
CAPITAL ONE FINANCIAL CORPCAPITAL ONE FIN CORP 4.927%/VAR 05/10/20284.93 %375,000 5/10/2028379,416 
CARMAX AUTO OWNER TR 2023-2CARMAX AUTO OWNER TR 2023-2 D 6.55% 10/15/20296.55 %635,000 10/15/2029648,444 
CARMAX AUTO OWNER TR 2023-2CARMAX AUTO OWNER TR 2023-2 C 5.57% 11/15/20285.57 %955,000 11/15/2028968,370 
CARMAX AUTO OWNER TRUST 2022-4CARMAX AUTO OWNER TRUST 2022-4 8.08% 04/16/20298.08 %600,000 4/16/2029619,576 
CARMAX AUTO OWNER TRUST 2024-1CARMAX AUTO OWNER TRUST 2024-1 5.47% 08/15/20295.47 %475,000 8/15/2029485,119 
CARMAX AUTO OWNER TRUST 2024-3CARMAX AUTO OWNER TRUST 2024-3 5.67% 01/15/20315.67 %195,000 1/15/2031198,667 
CARMAX SELECT RECEIVABLES TRUST 2024-ACARMAX SELECT RECEIVABLES TRUST 2024-A 5.62% 01/155.62 %885,000 1/15/2030905,406 
CARMAX SELECT RECEIVABLES TRUST 2024-ACARMAX SELECT RECEIVABLES TRUST 2024-A 5.35% 01/155.35 %210,000 1/15/2030213,069 
CARMX 2023-3 A3CARMX 2023-3 A3 6.44% 12/16/20306.44 %345,000 12/16/2030353,253 
CARMX 2023-3 A3CARMX 2023-3 A3 5.61% 02/15/20295.61 %1,075,000 2/15/20291,094,185 
CARVANA AUTO RECEIVABLES TR 2025-P4CARVANA AUTO RECEIVABLES TR 2025-P4 D 5.62% 11/10/20335.62 %120,000 11/10/2033119,942 
CARVANA AUTO RECEIVABLES TR 2025-P4CARVANA AUTO RECEIVABLES TR 2025-P4 C 5.04% 04/12/20325.04 %100,000 4/12/203299,960 
CARVANA AUTO RECEIVABLES TRUST 2024-N2CARVANA AUTO RECEIVABLES TRUST 2024-N2 C 5.82% 09/10/20305.82 %1,345,000 9/10/20301,373,225 
CARVANA AUTO RECEIVABLES TRUST 2024-N2CARVANA AUTO RECEIVABLES TRUST 2024-N2 B 5.67% 09/10/20305.67 %630,000 9/10/2030637,710 
CB RICHARD ELLIS SERVICES INCCBRE SERVICES INC 5.1% 06/15/20305.10 %315,000 6/15/2030319,363 
CCO HLDGS LLC/CAP CORPCCO HLDGS LLC/CAP CORP 4.5% 05/01/20324.50 %375,000 5/1/2032336,576 
CCO HLDGS LLC/CAP CORPCCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A4.25 %1,900,000 1/15/20341,615,521 
CCO HLDGS LLC/CAP CORPCCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A4.25 %850,000 1/15/2034722,733 
CCO HLDGS LLC/CAP CORPCCO HLDGS LLC/CAP CORP 4.5% 05/01/20324.50 %675,000 5/1/2032605,838 
CCO HLDGS LLC/CAP CORPCCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A4.50 %300,000 6/1/2033262,608 
CELANESE US HLDGS LLCCELANESE US HLDGS LLC 1.4% 08/05/20261.40 %665,000 8/5/2026654,377 
CEMEX SACEMEX SAB DE CV 5.2% 09/17/2030 144A5.20 %2,400,000 9/17/20302,430,576 
CEMEX SACEMEX SAB DE CV 5.2% 09/17/2030 144A5.20 %1,275,000 9/17/20301,291,244 
CENTENE CORP DELCENTENE CORP 4.625% 12/15/20294.63 %1,500,000 12/15/20291,454,916 
CHARTER COMM OPER LLC/CAP CORPCHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM5.75 %2,800,000 4/1/20482,388,360 
CHARTER COMM OPER LLC/CAP CORPCHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM4.40 %200,000 4/1/2033188,414 
CHARTER COMM OPER LLC/CAP CORPCHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM4.40 %125,000 4/1/2033117,759 
CHARTER COMM OPER LLC/CAP CORPCHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM5.38 %450,000 5/1/2047370,685 
CHARTER COMM OPER LLC/CAP CORPCHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM6.48 %625,000 10/23/2045587,604 
CHASE AUTO CREDIT LINKED NOTES SERIES 20CHASE AUTO CREDIT LINKED NOTES SERIES 2020-1 4.7534.75 %446,009 2/25/2033449,427 
CHENANGO PARK CLO LTDCHENANGO PARK CLO LTD 18-1A BR TSFR3M+180 04/15/20305.70 %960,000 4/15/2030960,775 
CHENANGO PARK CLO LTDCHENANGO PARK CLO LTD 18-1A A2R TSFR3M+145 04/15/20305.35 %455,000 4/15/2030454,898 
CHENIERE CORPUS CHRISTI HLDCHENIERE CORPUS CHRISTI HOLDINGS LLC 5.125% 06/30/20275.13 %808,000 6/30/2027815,814 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
CHENIERE ENERGY INCCHENIERE ENERGY INC 4.625% 10/15/20284.63 %141,000 10/15/2028140,761 
CIFC FUNDING 2016-I LTDCIFC FUNDING 2016-1A D1R3 LTD TSFR3M+250 10/21/2036.17 %480,000 10/21/2031480,286 
CIFC FUNDING 2016-I LTDCIFC FUNDING 2016-1A AR3 LTD TSFR3M+100 10/21/20314.87 %1,079,176 10/21/20311,079,355 
CITIGROUP INCCITIGROUP INC 4.125% 07/25/20284.13 %625,000 7/25/2028624,745 
CITIGROUP INCCITIGROUP INC 5.174%/VAR 02/13/20305.17 %605,000 2/13/2030620,821 
CK HUTCHISON INTERNATIONAL 25 LTDCK HUTCHISON INTERNATIONAL 25 LTD 4.25% 09/26/20304.25 %880,000 9/26/2030878,399 
CLOVER CLO 2019-1 LTD.CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/20354.88 %1,220,000 4/18/20351,220,294 
CNH EQUIPMENT TRUST 2024-BCNH EQUIPMENT TRUST 2024-B 5.19% 09/17/20295.19 %385,000 9/17/2029390,954 
CNO GLOBAL FUNDINGCNO GLOBAL FUNDING 4.875% 12/10/2027 144A4.88 %331,000 12/10/2027335,252 
CNO GLOBAL FUNDINGCNO GLOBAL FUNDING 1.75% 10/07/2026 144A1.75 %1,095,000 10/7/20261,075,536 
COCA-COLA EUROPEAN PARTNERS PLCCOCA-COLA EUROPACIFIC PARTNERS PLC 1.5% 01/15/20271.50 %200,000 1/15/2027194,869 
COLUMBIA PIPELINES HOLDING CO LLCCOLUMBIA PIPELINES HOLDING CO LLC 6.055% 08/15/2026.06 %145,000 8/15/2026146,332 
COMCAST CORP NEWCOMCAST CORP 4.95% 05/15/20324.95 %300,000 5/15/2032307,287 
COMCAST CORP NEWCOMCAST CORP 4.15% 10/15/20284.15 %350,000 10/15/2028351,886 
COMCAST CORP NEWCOMCAST CORP 4.95% 05/15/20324.95 %225,000 5/15/2032230,465 
CONAGRA FOODS INCCONAGRA BRANDS INC CP 0% 01/06/2026— %1,310,000 1/6/20261,309,132 
CORPORACION NACIONAL DEL COBRE DE CHILECORPORACION NACIONAL DEL COBRE DE CHILE 3.625% 08/01/20273.63 %1,385,000 8/1/20271,372,023 
COX COMMUNICATIONS INCCOX COMMUNICATIONS INC 3.5% 08/15/2027 144A3.50 %2,125,000 8/15/20272,100,657 
COX COMMUNICATIONS INCCOX COMMUNICATIONS INC 5.45% 09/15/2028 144A5.45 %225,000 9/15/2028231,480 
COX COMMUNICATIONS INCCOX COMMUNICATIONS INC 3.5% 08/15/2027 144A3.50 %345,000 8/15/2027341,048 
COX COMMUNICATIONS INCCOX COMMUNICATIONS INC 3.35% 09/15/2026 144A3.35 %360,000 9/15/2026358,098 
COX COMMUNICATIONS INCCOX COMMUNICATIONS INC 3.5% 08/15/2027 144A3.50 %450,000 8/15/2027444,845 
COX COMMUNICATIONS INCCOX COMMUNICATIONS INC 3.35% 09/15/2026 144A3.35 %350,000 9/15/2026348,151 
CREDIT AGRCCREDIT AGRICOLE SA 5.23%/VAR 01/09/2029 144A5.23 %565,000 1/9/2029576,925 
CROWN CASTLE INTL CORPCROWN CASTLE INC 5.6% 06/01/20295.60 %480,000 6/1/2029498,073 
CROWN CASTLE INTL CORPCROWN CASTLE INC 4.8% 09/01/20284.80 %595,000 9/1/2028603,655 
CROWN CASTLE INTL CORPCROWN CASTLE INC 5% 01/11/20285.00 %435,000 1/11/2028441,797 
CROWN CASTLE INTL CORPCROWN CASTLE INC 2.9% 03/15/20272.90 %930,000 3/15/2027916,603 
CROWN CASTLE INTL CORPCROWN CASTLE INC 1.05% 07/15/20261.05 %1,135,000 7/15/20261,116,230 
CROWN CASTLE INTL CORPCROWN CASTLE INC 4.3% 02/15/20294.30 %120,000 2/15/2029119,684 
CROWN CASTLE INTL CORPCROWN CASTLE INC 4.45% 02/15/20264.45 %875,000 2/15/2026874,839 
CROWN CASTLE INTL CORPCROWN CASTLE INC CP 0 01/22/2026— %1,630,000 1/22/20261,625,822 
CROWN CASTLE TOWERS LLCCROWN CASTLE TOWERS LLC 4.241% 07/15/2048 144A4.24 %285,000 7/15/2048284,069 
CROWN CASTLE TOWERS LLCVMWARE LLC 1.4% 08/15/20261.40 %275,000 8/15/2026270,937 
CSL UK HOLDINGS LTDCSL FINANCE PLC 3.85% 04/27/2027 144A3.85 %175,000 4/27/2027174,804 
CVS CORPCVS HEALTH CORP 4.78% 03/25/20384.78 %550,000 3/25/2038519,151 
CVS CORPCVS HEALTH CORP 1.875% 02/28/20311.88 %350,000 2/28/2031307,089 
CVS CORPCVS HEALTH CORP 5.125% 02/21/20305.13 %375,000 2/21/2030385,262 
CVS CORPCVS HEALTH CORP 7%/VAR 03/10/20557.00 %1,050,000 3/10/20551,101,500 
CVS CORPCVS HEALTH CORP 5% 02/20/20265.00 %1,879,000 2/20/20261,879,714 
CVS CORPCVS HEALTH CORP 1.3% 08/21/20271.30 %1,660,000 8/21/20271,587,947 
CVS CORPCVS HEALTH CORP 3% 08/15/20263.00 %195,000 8/15/2026193,706 
CVS CORPCVS HEALTH CORP 4.3% 03/25/20284.30 %520,000 3/25/2028521,722 
CVS CORPCVS HEALTH CORP 2.875% 06/01/20262.88 %660,000 6/1/2026656,658 
CVS CORPCVS HEALTH CORP 7%/VAR 03/10/20557.00 %600,000 3/10/2055629,429 
CVS CORPCVS HEALTH CORP 5.125% 02/21/20305.13 %225,000 2/21/2030231,157 
CVS CORPCVS HEALTH CORP 1.875% 02/28/20311.88 %300,000 2/28/2031263,219 
CVS CORPCVS HEALTH CORP 4.125% 04/01/20404.13 %43,000 4/1/204036,747 
CVS CORPCVS HEALTH CORP 3.75% 04/01/20303.75 %100,000 4/1/203097,646 
CVS CORPCVS HEALTH CORP 5.05% 03/25/20485.05 %215,000 3/25/2048189,533 
CVS CORPCVS HEALTH CORP 4.78% 03/25/20384.78 %217,000 3/25/2038204,829 
CYRUSONE DATA CENTERS ISSUER I LLCCYRUSONE DATA CENTERS ISSUER I LLC2A A2 4.5% 05/20/20494.50 %1,090,000 5/20/20491,064,276 
DAIMLER FIN NORTH AMER LLCMERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/20264.80 %300,000 3/30/2026300,558 
DAIMLER TRUCKS FINANCE NORTH AMERICA LLCDAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.3% 08/12/20274.30 %585,000 8/12/2027587,523 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
DAIMLER TRUCKS FINANCE NORTH AMERICA LLCDAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/20275.13 %535,000 9/25/2027543,574 
DAIMLER TRUCKS FINANCE NORTH AMERICA LLCDAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5% 01/15/20275.00 %305,000 1/15/2027307,926 
DAIMLER TRUCKS FINANCE NORTH AMERICA LLCDAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.15% 01/16/20265.15 %150,000 1/16/2026150,049 
DANSKE BANK ASDANSKE BANK AS (UNGTD) 4.613%/VAR 10/02/2030 144A4.61 %580,000 10/2/2030584,827 
DANSKE BANK ASDANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A5.43 %625,000 3/1/2028634,687 
DARDEN RESTAURANTS INCDARDEN RESTAURANTS INC 4.35% 10/15/20274.35 %845,000 10/15/2027848,938 
DELL EQUIP FIN TR 2023-2DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A5.65 %214,322 1/22/2029214,818 
DELL EQUIP FIN TR 2024-2DELL EQUIP FIN TR 2024-2 5.29% 02/24/2031 144A5.29 %185,000 2/24/2031186,589 
DELL EQUIP FIN TR 2024-2DELL EQUIP FIN TR 2024-2 B 4.82% 08/22/2030 144A4.82 %100,000 8/22/2030100,955 
DELL EQUIP FIN TR 2025-1DELL EQUIP FIN TR 2025-1 C 5.25% 02/24/2031 144A5.25 %100,000 2/24/2031101,576 
DELL EQUIPMENT FINANCE TRUST 24-1DELL EQUIPMENT FINANCE TRUST 24-1 D 6.12% 09/23/20306.12 %160,000 9/23/2030162,624 
DELTA AIRLINES INCDELTA AIR LINES INC 4.95% 07/10/20284.95 %545,000 7/10/2028554,801 
DEXT ABS 2025-2 LLCDEXT ABS 2025-2 LLC 4.89% 04/15/2036 144A4.89 %120,000 4/15/2036120,017 
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANDELL INTL/EMC CORP 4.75% 04/01/20284.75 %800,000 4/1/2028811,394 
DIAMONDBACK ENERGY INCDIAMONDBACK ENERGY INC 5.2% 04/18/20275.20 %700,000 4/18/2027710,117 
DLLAA 2023-1ADLLAA 2023-1A 5.64% 02/22/2028 144A5.64 %511,851 2/22/2028517,279 
DLLST 2024-1 LLCDLLST 2024-1 LLC 4.93% 04/22/2030 144A4.93 %60,000 4/22/203060,599 
DLLST 2024-1 LLCDLLST 2024-1 LLC 5.05% 08/20/2027 144A5.05 %160,587 8/20/2027161,283 
DOLLAR GEN CORP NEWDOLLAR GEN CORP NEW 5.2% 07/05/20285.20 %542,000 7/5/2028555,539 
DOLLAR GEN CORP NEWDOLLAR GEN CORP NEW 4.125% 05/01/20284.13 %984,000 5/1/2028985,465 
DOMINION RESOURCES INC VA NEWDOMINION ENERGY INC 3.375% 04/01/20303.38 %325,000 4/1/2030313,572 
DOMINION RESOURCES INC VA NEWDOMINION ENERGY INC 5% 06/15/20305.00 %525,000 6/15/2030539,403 
DOMINION RESOURCES INC VA NEWDOMINION ENERGY INC 4.6% 05/15/20284.60 %300,000 5/15/2028303,501 
DOMINION RESOURCES INC VA NEWDOMINION ENERGY INC 4.6% 05/15/20284.60 %375,000 5/15/2028379,377 
DOMINION RESOURCES INC VA NEWDOMINION ENERGY INC 5% 06/15/20305.00 %425,000 6/15/2030436,660 
DRIVE AUTO RECEIVABLES TR 2025-2DRIVE AUTO RECEIVABLES TRUST 2025-2 C 4.39% 09/15/20324.39 %300,000 9/15/2032299,875 
DRIVEN BRANDS FUNDING LLCDRIVEN BRANDS FUNDING LLC 3.981% 10/20/2049 144A3.98 %779,513 10/20/2049774,391 
DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLCDRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC A1R2 TSFR3M+5.01 %1,645,000 7/17/20341,647,013 
DTE ENERGY CODTE ENERGY CO 5.2% 04/01/20305.20 %610,000 4/1/2030629,384 
DTE ENERGY CODTE ENERGY CO 4.95% 07/01/20274.95 %460,000 7/1/2027466,058 
DTE ENERGY CODTE ENERGY CO 4.875% 06/01/20284.88 %650,000 6/1/2028661,258 
DUKE ENERGY CORP NEWDUKE ENERGY CORP NEW 4.3% 03/15/20284.30 %410,000 3/15/2028412,208 
EAGLE FUNDING LUXCO SARLEAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A5.50 %1,040,000 8/17/20301,057,680 
EART 2025-5AEART 2025-5A 4.28% 07/15/20304.28 %690,000 7/15/2030691,488 
ECMC GROUP STUDENT LN TR 2025-2ECMC GROUP STUDENT LN TR 2025-2A A SOFR30A+105 11/25/20745.12 %896,160 11/25/2074896,158 
EDISON INTERNATIONALEDISON INTERNATIONAL CP 0% 01/20/2026— %1,280,000 1/20/20261,277,039 
ELANCO ANIMAL HEALTH INCELANCO ANIMAL HEALTH INC VAR 08/28/20286.65 %885,000 8/28/2028924,857 
ELANCO ANIMAL HEALTH INCELANCO ANIMAL HEALTH INC VAR 08/28/20286.65 %550,000 8/28/2028574,770 
ELARA HGV TIMESHARE ISSUER 2019-A LLCELARA HGV TIMESHARE ISSUER 2019-A LLC 2.61% 01/25/20342.61 %134,989 1/25/2034134,230 
ELEMENT FLEET MANAGEMENT CORP ELEMENT FLEET MANAGEMENT CORP 5.037% 03/25/2030 145.04 %550,000 3/25/2030562,108 
ELEMENT FLEET MANAGEMENT CORP ELEMENT FLEET MANAGEMENT CORP 5.643% 03/13/2027 145.64 %565,000 3/13/2027574,583 
EMD FIN LLCEMD FIN LLC 4.125% 08/15/2028 144A4.13 %1,555,000 8/15/20281,558,418 
ENBRIDGE INCENBRIDGE INC 4.6% 06/20/20284.60 %275,000 6/20/2028277,834 
ENBRIDGE INCENBRIDGE INC 6% 11/15/20286.00 %300,000 11/15/2028315,263 
ENBRIDGE INCENBRIDGE INC 5.9% 11/15/20265.90 %365,000 11/15/2026370,277 
ENEL FINANCE INTL NVENEL FINANCE INTL NV 6% 10/07/2039 144A6.00 %750,000 10/7/2039788,131 
ENEL FINANCE INTL NVENEL FINANCE INTL NV 4.125% 09/30/2028 144A4.13 %300,000 9/30/2028299,467 
ENEL FINANCE INTL NVENEL FINANCE INTL NV STEP 07/12/2026 144A1.62 %1,000,000 7/12/2026987,319 
ENEL FINANCE INTL NVENEL FINANCE INTL NV 6% 10/07/2039 144A6.00 %525,000 10/7/2039551,692 
ENERGY TRANSFER EQUITY LPENERGY TRANSFER LP 5.25% 07/01/20295.25 %495,000 7/1/2029509,393 
ENERGY TRANSFER EQUITY LPENERGY TRANSFER LP 6.05% 12/01/20266.05 %1,365,000 12/1/20261,386,903 
ENTERPRISE FLEET FINANCING 2024-3 LLCENTERPRISE FLEET FINANCING 2024-3 LLC 5.06% 03/20/20315.06 %155,000 3/20/2031158,646 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
ENTERPRISE FLEET FINANCING 2024-3 LLCENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/20284.98 %230,000 8/21/2028233,253 
ENTERPRISE FLEET FING 2022-4 LLCENTERPRISE FLEET FING 2022-4 LLC 5.65% 10/22/20295.65 %685,000 10/22/2029691,795 
ENTERPRISE FLEET FING 2023-2 LLCENTERPRISE FLEET FING 2023-2 LLC 5.56% 04/22/20305.56 %476,272 4/22/2030478,921 
EOG RESOURCES INCEOG RESOURCES INC 4.4% 01/15/20314.40 %485,000 1/15/2031486,887 
EQT CORPEQT CORP 3.125% 05/15/2026 144A3.13 %610,000 5/15/2026606,515 
EQUITABLE AMERICA GLOBAL FUNDINGEQUITABLE AMERICA GLOBAL FUNDING 4.3% 12/15/2028 14.30 %305,000 12/15/2028306,234 
EQUITABLE AMERICA GLOBAL FUNDINGEQUITABLE AMERICA GLOBAL FUNDING 3.95% 09/15/20273.95 %230,000 9/15/2027229,643 
EQUITABLE AMERICA GLOBAL FUNDINGEQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/20284.65 %705,000 6/9/2028712,134 
ERAC USA FIN LLCERAC USA FIN LLC 4.6% 05/01/2028 144A4.60 %1,195,000 5/1/20281,210,637 
EXELON CORPEXELON CORP 5.15% 03/15/20295.15 %325,000 3/15/2029334,151 
EXELON GENERATION CO,LLCCONSTELLATION ENERGY GENERATION LLC 5.6% 03/01/20285.60 %275,000 3/1/2028283,706 
EXETER AUTOMOBILE RECEIVABLES TR 2025-4EXETER AUTOMOBILE RECEIVABLES TR 2025-4A C 4.57% 04.57 %720,000 6/16/2031722,098 
EXETER AUTOMOBILE RECEIVABLES TR 2025-4EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.4% 05/15/20304.40 %200,000 5/15/2030201,081 
EXETER AUTOMOBILE RECEIVABLES TRUSTEXETER AUTOMOBILE RECEIVABLES TRUST 6.69% 06/15/20296.69 %75,000 6/15/202976,125 
EXETER AUTOMOBILE RECEIVABLES TRUST 2022EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4 5.98% 15.98 %914,033 12/15/2028921,083 
EXETER SELECT AUTOMOBILE RECEIVABLES TREXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 C 44.91 %470,000 12/15/2031474,378 
EXETER SELECT AUTOMOBILE RECEIVABLES TREXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 B 44.63 %195,000 11/17/2031196,495 
EXETER SELECT AUTOMOBILE RECEIVABLES TREXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.84.87 %385,000 8/15/2031388,575 
EXTRA SPACE STORAGE LPEXTRA SPACE STORAGE LP 3.875% 12/15/20273.88 %875,000 12/15/2027872,273 
FEDERATION DES CAISE DESJARDINFEDERATION DES CAISE DESJARDIN 4.565% 08/26/2030 14.57 %605,000 8/26/2030608,945 
FIBERCOP SPAFIBERCOP SPA 7.721% 06/04/2038 144A7.72 %522,000 6/4/2038523,045 
FIBERCOP SPAFIBERCOP SPA 7.721% 06/04/2038 144A7.72 %320,000 6/4/2038320,641 
FINANCE OF AMER HECM BUYOUT 2024-HB1FINANCE OF AMER HECM BUYOUT 2024-HB1 4% 10/01/20344.00 %39,295 10/1/203439,286 
FIRSTENERGY CORPFIRSTENERGY CORP STEP 07/15/20273.90 %1,007,000 7/15/20271,002,982 
FIRSTENERGY TRANSMISSION LLCFIRSTENERGY TRANSMISSION LLC 4.55% 01/15/20304.55 %230,000 1/15/2030231,780 
FISERV INCFISERV INC 4.55% 02/15/20314.55 %440,000 2/15/2031435,472 
FISERV INCFISERV INC 5.15% 03/15/20275.15 %770,000 3/15/2027778,066 
FISERV INCFISERV INC 5.375% 08/21/20285.38 %485,000 8/21/2028497,385 
FISERV INCFISERV INC 3.5% 07/01/20293.50 %330,000 7/1/2029320,018 
FISERV INCFISERV INC 4.2% 10/01/20284.20 %550,000 10/1/2028548,611 
FOCUS BRANDS FUNDING LLCFOCUS BRANDS FUNDING LLC 5.093% 04/30/2047 144A5.09 %1,285,575 4/30/20471,282,820 
FORD CREDIT AUTO LEASE TRUST 2023-BFORD CREDIT AUTO LEASE TRUST 2023-B C 6.43% 04/15/20276.43 %450,000 4/15/2027452,058 
FORD CREDIT AUTO OWNER TRUST 2023-AFORD CREDIT AUTO OWNER TRUST 2023-A 5.07% 01/15/20295.07 %1,505,000 1/15/20291,520,410 
FORD CREDIT AUTO OWNER TRUST 22-CFORD CREDIT AUTO OWNER TRUST 22-C 5.22% 03/15/20305.22 %905,000 3/15/2030908,752 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 7.35% 11/04/20277.35 %475,000 11/4/2027495,747 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 6.8% 05/12/20286.80 %625,000 5/12/2028652,172 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 6.798% 11/07/20286.80 %300,000 11/7/2028314,736 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 5.918% 03/20/20285.92 %775,000 3/20/2028792,978 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 4.389% 01/08/20264.39 %725,000 1/8/2026725,045 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 5.918% 03/20/20285.92 %445,000 3/20/2028455,323 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 5.125% 11/05/20265.13 %585,000 11/5/2026588,178 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 5.8% 03/05/20275.80 %780,000 3/5/2027789,715 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 4.542% 08/01/20264.54 %300,000 8/1/2026299,592 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 4.389% 01/08/20264.39 %200,000 1/8/2026200,012 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 5.918% 03/20/20285.92 %1,125,000 3/20/20281,151,097 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 6.8% 05/12/20286.80 %200,000 5/12/2028208,695 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 7.35% 11/04/20277.35 %275,000 11/4/2027287,011 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 4.95% 05/28/20274.95 %200,000 5/28/2027200,726 
FORD MOTOR CREDIT COFORD MOTOR CREDIT CO LLC 2.7% 08/10/20262.70 %450,000 8/10/2026445,635 
FORDO 2024-BFORDO 2024-B 5.1% 04/15/20295.10 %783,000 4/15/2029793,084 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FORDO 2024-BFORDO 2024-B 5.1% 04/15/20295.10 %547,000 4/15/2029554,045 
FORTINET INCFORTINET INC 1% 03/15/20261.00 %1,055,000 3/15/20261,047,960 
FORTITUDE GLOBAL FUNDINGFORTITUDE GLOBAL FUNDING 4.625% 10/06/2028 144A4.63 %590,000 10/6/2028590,116 
FORTITUDE GROUP HOLDINGS LLCFORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A6.25 %840,000 4/1/2030874,932 
FORTIVE CORPFORTIVE CORP 3.15% 06/15/20263.15 %817,000 6/15/2026813,716 
FORTRESS CREDIT BSLFORTRESS CREDIT BSL A1R TSFR3M+157 04/23/2036 144A5.43 %250,000 4/23/2036250,416 
FORTRESS CREDIT BSL IX LTDFORTRESS CREDIT BSL IX LTD 2020-1A A1AR TSFR3M+1105.03 %1,465,000 10/20/20331,465,319 
FORTRESS CREDIT BSL VII LTDFORTRESS CREDIT BSL VII LTD TSFR3M+165 07/23/20325.51 %890,000 7/23/2032890,050 
FORTRESS CREDIT BSL VII LTDFORTRESS CREDIT BSL VII LTD TSFR3M+140 07/23/20325.26 %700,000 7/23/2032698,653 
FORTRESS CREDIT BSL VII LTDFORTRESS CREDIT BSL VII LTD TSFR3M+109 07/23/20324.95 %141,882 7/23/2032141,891 
FORTRESS CREDIT BSL VIII LTDFORTRESS CREDIT BSL VIII LTD 19-2A A2R TSFR3M+1405.27 %1,765,000 10/20/20321,761,018 
FORTRESS CREDIT BSL VIII LTDFORTRESS CREDIT BSL VIII LTD 19-2A A1AR TSFR3M+1054.92 %527,582 10/20/2032527,192 
FORTRESS CREDIT BSL XV LTDFORTRESS CREDIT BSL XV LTD 2022-2A AR TSFR3M+140 15.28 %1,205,000 10/18/20331,205,090 
FOUNDRY JV HOLDCO LLCFOUNDRY JV HOLDCO LLC 5.5% 01/25/2031 144A5.50 %280,000 1/25/2031289,014 
FOUNDRY JV HOLDCO LLCFOUNDRY JV HOLDCO LLC 5.9% 01/25/2030 144A5.90 %260,000 1/25/2030271,927 
FREDDIE MAC STACR REMIC TRUST 2021-DNA1FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+185.72 %230,479 11/25/2043232,567 
FREEPORT MCMORAN COPPER & GOLDFREEPORT-MCMORAN INC 4.125% 03/01/20284.13 %226,000 3/1/2028225,305 
FREEPORT MCMORAN COPPER & GOLDFREEPORT-MCMORAN INC 5.25% 09/01/20295.25 %270,000 9/1/2029274,566 
FRONTIER ISSUER LLCFRONTIER ISSUER LLC 6.19% 06/20/2054 144A6.19 %160,000 6/20/2054165,002 
GA GLOBAL FUNDING TRUSTGA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A5.40 %810,000 1/13/2030830,059 
GA GLOBAL FUNDING TRUSTGA GLOBAL FUNDING TRUST 4.4% 09/23/2027 144A4.40 %1,220,000 9/23/20271,224,529 
GARTNER INCGARTNER INC 4.5% 07/01/2028 144A4.50 %650,000 7/1/2028647,898 
GATX CORPGATX CORP 5.4% 03/15/20275.40 %405,000 3/15/2027410,770 
GATX CORPGATX CORP 3.85% 03/30/20273.85 %480,000 3/30/2027478,280 
GATX CORPGATX CORP 3.25% 09/15/20263.25 %700,000 9/15/2026696,334 
GE HEALTHCARE HOLDING LLCGE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/20325.91 %650,000 11/22/2032700,175 
GE HEALTHCARE HOLDING LLCGE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/20325.91 %450,000 11/22/2032484,736 
GENERAL MTRS FINL CO INCGENERAL MTRS FINL CO INC 5.05% 04/04/20285.05 %1,160,000 4/4/20281,181,381 
GENERAL MTRS FINL CO INCGENERAL MTRS FINL CO INC 5.35% 07/15/20275.35 %574,000 7/15/2027583,961 
GENERAL MTRS FINL CO INCGENERAL MTRS FINL CO INC 5.4% 05/08/20275.40 %614,000 5/8/2027624,055 
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVAGM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST3.93 %427,000 4/16/2032426,521 
GM FINL CONSUMER AUTOMOBILE RECEIVABLESGM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-15.03 %145,000 9/18/2028146,183 
GM FINL CONSUMER AUTOMOBILE RECEIVABLESGM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-25.21 %420,000 12/18/2028424,474 
GMCAR 2025-3GMCAR 2025-3 4.18% 08/16/20304.18 %1,006,000 8/16/20301,014,260 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2024.94 %275,000 4/23/2028278,141 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2035.22 %400,000 4/23/2031413,139 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2023.62 %1,600,000 3/15/20281,591,116 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2024.48 %395,000 8/23/2028397,771 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2035.22 %885,000 4/23/2031914,070 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2024.94 %1,575,000 4/23/20281,592,989 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2023.62 %1,075,000 3/15/20281,069,031 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2035.22 %325,000 4/23/2031335,675 
GOLDMAN SACHS GROUP INCGOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2024.94 %350,000 4/23/2028353,998 
GOLUB CAP PARTNERS STATIC 2024-1 LTGOLUB CAP PARTNERS STATIC 2024-1A LT BR TSFR3M+1505.83 %2,345,000 7/20/20352,342,683 
GREATAMERICA LSNG REC FDS LLCGREATAMERICA LSNG REC FDS LLC 4.39% 12/17/2029 1444.14 %480,000 12/17/2029481,851 
HALFMOON PARENT INCCIGNA GROUP (THE) 4.375% 10/15/20284.38 %775,000 10/15/2028782,045 
HALFMOON PARENT INCCIGNA GROUP (THE) 7.875% 05/15/20277.88 %161,000 5/15/2027168,673 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
HALFMOON PARENT INCCIGNA GROUP (THE) 2.4% 03/15/20302.40 %275,000 3/15/2030255,225 
HALFMOON PARENT INCCIGNA GROUP (THE) 4.375% 10/15/20284.38 %350,000 10/15/2028353,182 
HARDEES FDG LLC / CARLS JR FDG LLCHARDEES FDG LLC / CARLS JR FDG LLC 2.865% 06/20/202.87 %205,325 6/20/2051191,776 
HARDEES FDG LLC / CARLS JR FDG LLCHARDEES FDG LLC / CARLS JR FDG LLC 3.981% 12/20/203.98 %1,757,500 12/20/20501,700,930 
HARDEES FDG LLC / CARLS JR FDG LLCHARDEES FDG LLC / CARLS JR FDG LLC 5.71% 06/20/2045.71 %519,180 6/20/2048516,419 
HARLEY DAVID 3ML+50 05/20 144AHARLEY DAVIDSON FINL SVCS INC CP 0% 01/06/2026— %1,645,000 1/6/20261,643,927 
HAROT 2025-4HAROT 2025-4 A3 3.83% 06/17/20303.98 %3,210,000 6/17/20303,224,632 
HCA INCHCA INC 5.625% 09/01/20285.63 %1,135,000 9/1/20281,169,930 
HCA INCHCA INC 4.125% 06/15/20294.13 %350,000 6/15/2029348,813 
HCA INCHCA INC 3.375% 03/15/20293.38 %500,000 3/15/2029487,115 
HCA INCHCA INC 4.3% 11/15/20304.30 %310,000 11/15/2030308,828 
HCA INCHCA INC 3.125% 03/15/20273.13 %1,010,000 3/15/2027999,423 
HCA INCHCA INC 5.25% 03/01/20305.25 %225,000 3/1/2030232,274 
HCA INCHCA INC 3.375% 03/15/20293.38 %325,000 3/15/2029316,625 
HCA INCHCA INC CP 0% 01/05/2026— %1,485,000 1/5/20261,484,181 
HEALTH CARE SVCS CORPHEALTH CARE SVCS CORP 5.2% 06/15/2029 144A5.20 %450,000 6/15/2029461,252 
HEINEKEN NVHEINEKEN NV 3.5% 01/29/2028 144A3.50 %3,025,000 1/29/20282,998,730 
HF SINCLAIR CORPHF SINCLAIR CORP 5.75% 01/15/20315.75 %555,000 1/15/2031573,523 
HILTON GRAND VACATIONS TRUST 2023-1AHILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/20386.94 %88,148 1/25/203891,141 
HILTON GRAND VACATIONS TRUST 2023-1AHILTON GRAND VACATIONS TRUST 2023-1A 6.11% 01/25/20386.11 %470,709 1/25/2038483,029 
HILTON GRAND VACATIONS TRUST 2025-1HILTON GRAND VACATIONS TRUST 2025-1A B 5.18% 05/27/20425.18 %465,862 5/27/2042472,221 
HILTON GRAND VACATIONS TRUST 2025-1HILTON GRAND VACATIONS TRUST 2025-1A A 4.88% 05/27/20424.88 %271,117 5/27/2042275,139 
HOME PARTNERS AMER 2022-1 TRHOME PARTNERS AMER 2022-1 TR 3.93% 04/17/2039 144A3.93 %171,414 4/17/2039170,598 
HONDA AUTO RECEIVABLES 2024-4 OWNER TRHONDA AUTO RECEIVABLES 2024-4 OWNER TR 4.33% 05/15/20294.33 %816,000 5/15/2029820,534 
HONDA AUTO RECEIVABLES 2024-4 OWNER TRHONDA AUTO RECEIVABLES 2024-4 OWNER TR 4.33% 05/15/20294.33 %575,000 5/15/2029578,195 
HONDA AUTO RECEIVABLES OWNER TRUSHONDA AUTO RECEIVABLES OWNER TRUS 4.57% 09/21/20294.57 %908,000 9/21/2029918,124 
HONDA AUTO RECEIVABLES OWNER TRUSHONDA AUTO RECEIVABLES OWNER TRUS 4.64% 05/21/20314.64 %848,000 5/21/2031862,751 
HONDA AUTO RECEIVABLES OWNER TRUSHONDA AUTO RECEIVABLES OWNER TRUS 4.64% 05/21/20314.64 %672,000 5/21/2031683,689 
HONDA AUTO RECEIVABLES OWNER TRUSHONDA AUTO RECEIVABLES OWNER TRUS 4.57% 09/21/20294.57 %720,000 9/21/2029728,028 
HPEFS EQIPMENT TR 2024-1HPEFS EQIPMENT TR 2024-1 5.33% 05/20/2031 144A5.33 %1,115,000 5/20/20311,121,297 
HPEFS EQUIP TR 2024-2HPEFS EQUIP TR 2024-2A D 5.82% 04/20/2032 144A5.82 %320,000 4/20/2032326,853 
HPEFS EQUIP TR 2024-2HPEFS EQUIP TR 2024-2A B 5.35% 10/20/2031 144A5.35 %130,000 10/20/2031131,425 
HPEFS EQUIPTMENT TRUSTHPEFS EQUIPTMENT TRUST 23-1A C 5.91% 04/20/2028 145.91 %150,514 4/20/2028150,646 
HPHT FINANCE 21 II LTDHPHT FINANCE 21 II LTD 1.5% 09/17/2026 REGS1.50 %1,100,000 9/17/20261,079,901 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 4.899%/VAR 03/03/20294.90 %740,000 3/3/2029750,801 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 5.13%/VAR 11/19/20285.13 %875,000 11/19/2028891,201 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 5.597%/VAR 05/17/20285.60 %625,000 5/17/2028636,680 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 6.5% 09/15/20376.50 %1,740,000 9/15/20371,908,735 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 2.848%/VAR 06/04/20312.85 %395,000 6/4/2031369,218 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 8.113%/VAR 11/03/20338.11 %775,000 11/3/2033908,266 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 6.254%/VAR 03/09/20346.25 %575,000 3/9/2034625,330 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 5.24%/VAR 05/13/20315.24 %250,000 5/13/2031257,569 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 8.113%/VAR 11/03/20338.11 %325,000 11/3/2033380,886 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 4.762%/VAR 03/29/20334.76 %750,000 3/29/2033745,648 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 2.357%/VAR 08/18/20312.36 %625,000 8/18/2031568,464 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 6.5% 09/15/20376.50 %200,000 9/15/2037219,395 
HSBC HOLDINGS PLCHSBC HOLDINGS PLC 6.5% 05/02/20366.50 %850,000 5/2/2036945,966 
HUMANA INCHUMANA INC 5.75% 12/01/20285.75 %731,000 12/1/2028760,151 
HUMANA INCHUMANA INC 5.75% 03/01/20285.75 %300,000 3/1/2028309,309 
HUNTINGTON BANK AUTO CREDIT-LINKED NOTESHUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 205.44 %947,739 10/20/2032957,956 
HUNTINGTON BANK AUTO CREDIT-LINKED NOTESHUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 206.15 %452,872 5/20/2032460,461 
HUNTINGTON INGALLS INDUSTRIES INCHUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/20305.35 %240,000 1/15/2030248,044 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
HUNTINGTON NATL BK COLUMBUS OHHUNTINGTON NATL BK COLUMBUS OH 4.957% 03/21/2033 14.96 %693,861 3/21/2033699,805 
HYUNDAI AUTO LEASE SECURITIZATION TRUSTHYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.94.94 %645,000 8/15/2029653,776 
HYUNDAI AUTO LEASE SECURITIZATION TRUSTHYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.54.53 %310,000 4/17/2028312,813 
HYUNDAI AUTO RECEIVABLES TR 2025-AHYUNDAI AUTO RECEIVABLES TR 2025-A 4.4% 04/15/20314.40 %845,000 4/15/2031855,617 
HYUNDAI AUTO RECEIVABLES TR 2025-AHYUNDAI AUTO RECEIVABLES TR 2025-A 4.32% 10/15/20294.32 %604,000 10/15/2029608,514 
HYUNDAI AUTO RECEIVABLES TRUST 2024-CHYUNDAI AUTO RECEIVABLES TRUST 2024-C A3 4.41% 05/15/20294.41 %812,000 5/15/2029818,432 
HYUNDAI AUTO RECEIVABLES TRUST 2024-CHYUNDAI AUTO RECEIVABLES TRUST 2024-C A3 4.41% 05/15/20294.41 %588,000 5/15/2029592,657 
HYUNDAI AUTO RECEIVABLES TRUST 2025-DHYUNDAI AUTO RECEIVABLES TRUST 2025-D 4.09% 09/16/20303.99 %615,000 9/16/2030617,495 
HYUNDAI CAP AMERHYUNDAI CAP AMER 4.875% 06/23/2027 144A4.88 %615,000 6/23/2027621,613 
HYUNDAI CAP AMERHYUNDAI CAP AMER 4.85% 03/25/2027 144A4.85 %595,000 3/25/2027600,244 
HYUNDAI CAP AMERHYUNDAI CAP AMER 5% 01/07/2028 144A5.00 %710,000 1/7/2028720,821 
HYUNDAI CAP AMERHYUNDAI CAP AMER 5.25% 01/08/2027 144A5.25 %330,000 1/8/2027333,758 
HYUNDAI CAP AMERHYUNDAI CAP AMER 5.6% 03/30/2028 144A5.60 %580,000 3/30/2028596,500 
HYUNDAI CAP AMERHYUNDAI CAP AMER 5.5% 03/30/2026 144A5.50 %445,000 3/30/2026446,436 
IBM CORPORATIONIBM CORPORATION 4.65% 02/10/20284.65 %2,018,000 2/10/20282,047,612 
ICON INVESTMENTS SIX DESIGNATED ACTIVITYICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809%5.81 %1,340,000 5/8/20271,367,264 
IMPERIAL TOBACCO FINANCEIMPERIAL BRANDS FINANCE PLC 4.5% 06/30/2028 144A4.50 %645,000 6/30/2028650,194 
IMPERIAL TOBACCO FINANCEIMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A6.13 %845,000 7/27/2027869,772 
IMPERIAL TOBACCO FINANCEIMPERIAL BRANDS FINANCE PLC 3.875% 07/26/2029 144A3.88 %4,300,000 7/26/20294,215,341 
IMPERIAL TOBACCO FINANCEIMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A6.13 %375,000 7/27/2027385,994 
IMPERIAL TOBACCO FINANCEIMPERIAL BRANDS FINANCE PLC 5.875% 07/01/2034 144A5.88 %200,000 7/1/2034209,124 
IMPERIAL TOBACCO FINANCEIMPERIAL BRANDS FINANCE PLC 5.5% 02/01/2030 144A5.50 %225,000 2/1/2030233,078 
IMPERIAL TOBACCO FINANCEIMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A6.13 %500,000 7/27/2027514,658 
IMPERIAL TOBACCO FINANCEIMPERIAL BRANDS FINANCE PLC 3.875% 07/26/2029 144A3.88 %775,000 7/26/2029759,742 
IMS HEALTH INCIQVIA INC 6.25% 02/01/20296.25 %410,000 2/1/2029432,189 
ING GROEP NVING GROEP NV 4.858%/VAR 03/25/20294.86 %845,000 3/25/2029857,642 
INTEL CORPINTEL CORP 4.875% 02/10/20284.88 %170,000 2/10/2028172,388 
INTEL CORPINTEL CORP 4% 08/05/20294.00 %545,000 8/5/2029539,289 
INTEL CORPINTEL CORP 3.75% 08/05/20273.75 %490,000 8/5/2027487,173 
INTEL CORPINTEL CORP 3.15% 05/11/20273.15 %277,000 5/11/2027273,606 
INTERCONTINENTAL EXCHANGE INCINTERCONTINENTAL EXCHANGE INC 3.625% 09/01/20283.63 %605,000 9/1/2028599,764 
INTERCONTINENTAL EXCHANGE INCINTERCONTINENTAL EXCHANGE INC 4.2% 03/15/20314.20 %885,000 3/15/2031884,550 
INTERNATIONAL FLAVS & FRAG INCINTERNATIONAL FLAVS & FRAG INC CP 0% 01/15/2026— %1,020,000 1/15/20261,018,368 
INVESCO U S CLO 2021-3 LTD / INVESCO U SINVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 1444.94 %640,000 10/22/2034639,836 
JABIL CIRCUIT INCJABIL INC CP 0% 01/09/2026— %1,610,000 1/9/20261,608,234 
JACK IN THE BOX FUNDING LLCJACK IN THE BOX FUNDING LLC 3.445% 02/26/2052 144A3.45 %1,625,225 2/26/20521,573,258 
JACKSON NATL LIFE GLOBAL FDGJACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A4.90 %655,000 1/13/2027660,277 
JACKSON NATL LIFE GLOBAL FDGJACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A5.55 %555,000 7/2/2027566,443 
JACKSON NATL LIFE GLOBAL FDGJACKSON NATL LIFE GLOBAL FDG 5.6% 04/10/2026 144A5.60 %970,000 4/10/2026973,864 
JAPAN TOBACCO INCJAPAN TOBACCO INC 4.85% 05/15/2028 144A4.85 %1,305,000 5/15/20281,328,242 
JAPAN TOBACCO INCJAPAN TOBACCO INC 4.85% 05/15/2028 144A4.85 %175,000 5/15/2028178,117 
JAPAN TOBACCO INCJAPAN TOBACCO INC 5.21% 06/15/2030 144A5.21 %250,000 6/15/2030259,386 
JAPAN TOBACCO INCJAPAN TOBACCO INC 5.856% 06/15/2035 144A5.86 %150,000 6/15/2035159,926 
JAPAN TOBACCO INCJAPAN TOBACCO INC 5.21% 06/15/2030 144A5.21 %425,000 6/15/2030440,956 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 8.75% 09/01/20308.75 %600,000 9/1/2030706,429 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 4.979%/VAR 07/22/20284.98 %615,000 7/22/2028624,161 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 5.04%/VAR 01/23/20285.04 %605,000 1/23/2028611,261 
JP MORGAN CHASE & COJPMORGAN CHASE & CO FRN SOFR+88.5 04/22/20274.80 %105,000 4/22/2027105,190 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 4.493%/VAR 03/24/20314.49 %1,275,000 3/24/20311,286,082 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 2.522%/VAR 04/22/20312.52 %550,000 4/22/2031512,340 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
JP MORGAN CHASE & COJPMORGAN CHASE & CO 2.956%/VAR 05/13/20312.96 %2,125,000 5/13/20312,004,649 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 2.956%/VAR 05/13/20312.96 %1,425,000 5/13/20311,344,294 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 4.493%/VAR 03/24/20314.49 %775,000 3/24/2031781,736 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 4.125% 12/15/20264.13 %150,000 12/15/2026150,270 
JP MORGAN CHASE & COJPMORGAN CHASE & CO 8.75% 09/01/20308.75 %525,000 9/1/2030618,125 
JP MORGAN MORTGAGE TRUST 2025-HE3JP MORGAN MORTGAGE TRUST 2025-HE3 A1 SOFR30A +1355.27 %364,541 3/20/2056364,652 
KEURIG DR PEPPER INCKEURIG DR PEPPER INC 5.05% 03/15/20295.05 %980,000 3/15/20291,000,516 
KEURIG DR PEPPER INCKEURIG DR PEPPER INC 3.95% 04/15/20293.95 %163,000 4/15/2029161,144 
KINDER MORGAN ENERGY PRTNRS LPKINDER MORGAN ENERGY PTNRS LP 5% 08/15/20425.00 %725,000 8/15/2042664,340 
KINDER MORGAN ENERGY PRTNRS LPKINDER MORGAN ENERGY PTNRS LP 6.5% 09/01/20396.50 %475,000 9/1/2039512,258 
KINDER MORGAN ENERGY PRTNRS LPKINDER MORGAN ENERGY PTNRS LP 6.95% 01/15/20386.95 %275,000 1/15/2038308,894 
KINDER MORGAN INC DELKINDER MORGAN INC DEL 5.15% 06/01/20305.15 %695,000 6/1/2030718,628 
KINDER MORGAN INC DELKINDER MORGAN INC DEL 5.05% 02/15/20465.05 %1,000,000 2/15/2046899,083 
KKR CLO 18 LTD / KKR CLO 18 LLCKKR CLO 18 LTD / KKR CLO 18 LLC 18 A1R2 TSFR3M+1055.19 %2,365,000 10/18/20352,366,819 
KKR CLO 34 LTDKKR CLO 34A BR LTD BR TSFR3M+ 07/15/2034 144A5.65 %1,480,000 7/15/20341,481,530 
KKR CLO 34 LTDKKR CLO 34 LTD AR TSFR3M+110 07/15/2034 144A5.00 %830,000 7/15/2034829,192 
KKR CLO 40 LTDKKR CLO 40 LTD TSFR3M+ 10/20/2034 144A5.18 %1,625,000 10/20/20341,625,250 
KKR CLO TRUSTKKR CLO TRUST BR TSFR3M+160 07/20/2034 144A5.51 %945,000 7/20/2034947,008 
KKR CLO TRUSTKKR CLO TRUST 33A AR TSFR3M+108 07/20/2034 144A4.99 %1,480,000 7/20/20341,480,565 
KOREA ELEC POWER CORPKOREA ELEC POWER CORP 5.375% 07/31/2026 144A5.38 %1,600,000 7/31/20261,612,057 
KOREA HSG FIN CORPKOREA HSG FIN CORP 4.625% 02/24/2028 144A4.63 %1,930,000 2/24/20281,960,055 
KOREA HYDRO & NUCLE PWR CO LTDKOREA HYDRO & NUCLE PWR CO LTD 5% 07/18/2028 144A5.00 %1,150,000 7/18/20281,178,713 
KSA SUKUK LTDKSA SUKUK LTD 4.303% 01/19/2029 REGS4.30 %900,000 1/19/2029902,817 
KT CORP KT CORP 4.125% 02/02/2028 144A4.13 %1,000,000 2/2/20281,001,302 
LAFARGEHOLCIM FIN US LLCAMRIZE FINANCE US LLC 4.95% 04/07/20304.95 %300,000 4/7/2030306,745 
LAFARGEHOLCIM FIN US LLCAMRIZE FINANCE US LLC 4.7% 04/07/20284.70 %820,000 4/7/2028829,475 
LLOYDS TSB GROUP PLCLLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/20285.46 %740,000 1/5/2028749,945 
LLOYDS TSB GROUP PLCLLOYDS BANKING GROUP PLC 7.953%/VAR 11/15/20337.95 %800,000 11/15/2033930,653 
LLOYDS TSB GROUP PLCLLOYDS BANKING GROUP PLC 4.65% 03/24/20264.65 %1,075,000 3/24/20261,076,314 
LLOYDS TSB GROUP PLCLLOYDS BANKING GROUP PLC 4.65% 03/24/20264.65 %450,000 3/24/2026450,550 
LLOYDS TSB GROUP PLCLLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/20294.82 %525,000 6/13/2029533,551 
LLOYDS TSB GROUP PLCLLOYDS BANKING GROUP PLC 7.953%/VAR 11/15/20337.95 %500,000 11/15/2033581,658 
LOWE'S COS INCLOWES COS INC 4% 10/15/20284.00 %370,000 10/15/2028370,667 
LPL HOLDINGS INCLPL HOLDINGS INC 4.9% 04/03/20284.90 %370,000 4/3/2028375,404 
LPL HOLDINGS INCLPL HOLDINGS INC 5.7% 05/20/20275.70 %1,014,000 5/20/20271,033,429 
LPL HOLDINGS INCLPL HOLDINGS INC 6.75% 11/17/20286.75 %300,000 11/17/2028320,185 
LPL HOLDINGS INCLPL HOLDINGS INC 4.625% 11/15/2027 144A4.63 %175,000 11/15/2027174,994 
MA'ADEN SUKUK LTDMA'ADEN SUKUK LTD 5.25% 02/13/2030 REGS5.25 %400,000 2/13/2030409,452 
MA'ADEN SUKUK LTDMA'ADEN SUKUK LTD 5.25% 02/13/2030 144A5.25 %1,050,000 2/13/20301,074,812 
MADISON PARK FUNDING XXIV LTDMADISON PARK FUNDING XXIV LTD TSFR3M+205 10/20/2025.93 %675,000 10/20/2029675,300 
MADISON PARK FUNDING XXXIII LTDMADISON PARK FUNDING XXXIII LTD CME+129 10/15/20325.19 %894,208 10/15/2032894,790 
MADISON PK FDG XLV LTD / MADISON PK FDGMADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC TS4.98 %450,000 7/15/2034450,185 
MANUFACTURERS & TRADERS TR COMANUFACTURERS & TRADERS TR CO 4.762%/VAR 07/06/2024.76 %420,000 7/6/2028423,813 
MARBLE POINT CLO XV LTDMARBLE POINT CLO XV 1A A1R2 LTD TSFR3M+104 07/23/20324.90 %869,780 7/23/2032869,913 
MARS INCMARS INC 4.6% 03/01/2028 144A4.60 %825,000 3/1/2028836,303 
MARS INCMARS INC 4.55% 04/20/2028 144A4.55 %1,265,000 4/20/20281,280,713 
MARS INCMARS INC 4.45% 03/01/2027 144A4.45 %125,000 3/1/2027125,902 
MARS INCMARS INC 4.6% 03/01/2028 144A4.60 %200,000 3/1/2028202,740 
MARS INCMARS INC 4.8% 03/01/2030 144A4.80 %750,000 3/1/2030766,472 
MARS INCMARS INC 4.8% 03/01/2030 144A4.80 %575,000 3/1/2030587,629 
MARS INCMARS INC 4.6% 03/01/2028 144A4.60 %150,000 3/1/2028152,055 
MARS INCMARS INC 4.45% 03/01/2027 144A4.45 %100,000 3/1/2027100,722 
MARSH & MCLENNAN COS INCMARSH & MCLENNAN COS INC 4.55% 11/08/20274.55 %1,105,000 11/8/20271,118,023 
MARVELL TECHNOLOGY INCMARVELL TECHNOLOGY INC 4.75% 07/15/20304.75 %245,000 7/15/2030248,201 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
MARVELL TECHNOLOGY INCMARVELL TECHNOLOGY INC 4.875% 06/22/20284.88 %1,195,000 6/22/20281,215,117 
MARVELL TECHNOLOGY INCMARVELL TECHNOLOGY INC 1.65% 04/15/20261.65 %380,000 4/15/2026377,427 
MEGLOBAL BVMEGLOBAL BV 2.625% 04/28/2028 REGS2.63 %1,270,000 4/28/20281,219,200 
META PLATFORMS INCMETA PLATFORMS INC 4.6% 11/15/20324.60 %200,000 11/15/2032201,608 
META PLATFORMS INCMETA PLATFORMS INC 4.875% 11/15/20354.88 %225,000 11/15/2035224,699 
META PLATFORMS INCMETA PLATFORMS INC 4.2% 11/15/20304.20 %1,185,000 11/15/20301,187,504 
META PLATFORMS INCMETA PLATFORMS INC 4.875% 11/15/20354.88 %175,000 11/15/2035174,766 
META PLATFORMS INCMETA PLATFORMS INC 4.6% 11/15/20324.60 %150,000 11/15/2032151,206 
MMAF 2021-AMMAF 2021-A 1.19% 11/13/2043 144A1.19 %195,000 11/13/2043193,804 
MORGAN STAN DEAN WITTER & COMORGAN STANLEY 4.994%/VAR 04/12/20294.99 %855,000 4/12/2029871,935 
MPLX LPMPLX LP 4.8% 02/15/20314.80 %1,970,000 2/15/20311,990,686 
MVW 2021-2 LLCMVW 2021-2 LLC 2.23% 05/20/2039 144A2.23 %48,965 5/20/203946,698 
MVW 2021-2 LLCMVW 2021-2 LLC 1.43% 05/20/2039 144A1.43 %313,606 5/20/2039298,227 
MVW 2023-1 LLCMVW 2023-1 LLC 4.93% 10/20/2040 144A4.93 %532,697 10/20/2040538,900 
MVWOT 2023-2AMVWOT 2023-2A B 6.33% 11/20/2040 144A6.33 %81,779 11/20/204083,742 
MVWOT 2023-2AMVWOT 2023-2A A 6.18% 11/20/2040 144A6.18 %129,444 11/20/2040133,065 
NASDAQ STK MKT INC (ACCR INV)NASDAQ INC 5.35% 06/28/20285.35 %217,000 6/28/2028223,926 
NAVIENT STUDENT LN TR 2016-6NAVIENT STUDENT LN TR 2016-6 SOFR30A+141.448 03/255.29 %705,450 3/25/2066716,802 
NAVIENT STUDENT LOAN TRUST 2016-5NAVIENT STUDENT LOAN TRUST 2016-5A A SOFR30A+136.45.24 %2,562,805 6/25/20652,608,185 
NAVIENT STUDENT LOAN TRUST 2016-5NAVIENT STUDENT LOAN TRUST 2016-5A A SOFR30A+136.45.24 %3,695,014 6/25/20653,760,443 
NAVISTAR FINL DEALER NT MASTER OWNER TRNAVISTAR FINL DEALER NT MASTER OWNER TR II 4.72% 04.72 %58,000 9/25/203058,083 
NAVISTAR FINL DEALER NT MASTER OWNER TRNAVISTAR FINL DEALER NT MASTER OWNER TR II 4.42% 04.42 %120,000 9/25/2030120,162 
NAVISTAR FINL DEALER NT MASTER OWNER TRNAVISTAR FINL DEALER NT MASTER OWNER TR II 24-1 C6.13 %120,000 4/25/2029120,529 
NAVISTAR FINL DEALER NT MASTER OWNER TRNAVISTAR FINL DEALER NT MASTER OWNER TR II 24-1 B5.79 %75,000 4/25/202975,319 
NEUBERGER BERMAN LN ADVISERS CLO 43 LTDNEUBERGER BERMAN LN ADVISERS CLO 43 LTD / NEUBERGE4.93 %2,090,000 7/17/20362,091,398 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 4.6% 09/01/20274.60 %200,000 9/1/2027202,377 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/20271.88 %1,085,000 1/15/20271,062,049 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 4.625% 07/15/20274.63 %700,000 7/15/2027707,507 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/20274.69 %650,000 9/1/2027657,724 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 4.9% 03/15/20294.90 %900,000 3/15/2029922,362 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 5.05% 03/15/20305.05 %700,000 3/15/2030722,146 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 4.6% 09/01/20274.60 %300,000 9/1/2027303,565 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 5.05% 03/15/20305.05 %450,000 3/15/2030464,236 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 4.9% 03/15/20294.90 %675,000 3/15/2029691,771 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/20274.69 %425,000 9/1/2027430,050 
NEXTERA ENERGY CAP HLDGS INCNEXTERA ENERGY CAP HLDGS INC 4.625% 07/15/20274.63 %450,000 7/15/2027454,826 
NIAGARA MOHAWK POWER CORPNIAGARA MOHAWK POWER CORP 4.647% 10/03/2030 144A4.65 %525,000 10/3/2030528,241 
NISOURCE INCNISOURCE INC 5.25% 03/30/20285.25 %310,000 3/30/2028317,819 
NMEF FUNDING 2025-A LLCNMEF FUNDING 2025-A LLC 4.72% 07/15/2032 144A4.72 %313,541 7/15/2032314,681 
NORTHWOODS CAPITAL XIV-B LTDNORTHWOODS CAPITAL XIV-B LTD TSFR3M+125 11/13/20315.09 %924,683 11/13/2031926,043 
NTT FINANCE CORPNTT FINANCE CORP 4.62% 07/16/2028 144A4.62 %565,000 7/16/2028572,515 
NUTRIEN LTDNUTRIEN LTD 4.9% 03/27/20284.90 %400,000 3/27/2028407,228 
NXP B V/NXP FDG LLC/NXP USA INCNXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/20284.30 %285,000 8/19/2028286,058 
NXP B V/NXP FDG LLC/NXP USA INCNXP B V/NXP FDG LLC/NXP USA INC 4.4% 06/01/20274.40 %70,000 6/1/202770,280 
NXP B V/NXP FDG LLC/NXP USA INCNXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/20263.88 %555,000 6/18/2026554,392 
NXP B V/NXP FDG LLC/NXP USA INCNXP B V/NXP FDG LLC/NXP USA INC 3.15% 05/01/20273.15 %160,000 5/1/2027158,133 
NXP B V/NXP FDG LLC/NXP USA INCNXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/20294.30 %699,000 6/18/2029700,139 
OCTAGON INVESTMENT PARTNERS 36 LTDOCTAGON INVESTMENT PARTNERS 36 LTD TSFR3M+ 04/15/20315.14 %175,696 4/15/2031175,745 
OCTAGON INVESTMENT PARTNERS 39 LTDOCTAGON INVESTMENT PARTNERS 39 LTD TSFR3M+ 10/20/20305.03 %246,276 10/20/2030246,272 
OCTAGON INVT PARTNERS XXI LTD / OCTAGONOCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTN5.20 %565,000 2/14/2031564,541 
OCTAGON INVT PARTNERS XXI LTD / OCTAGONOCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTN5.00 %1,435,000 2/14/20311,435,310 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
OCTAGON INVT PARTNERS XXI LTD / OCTAGONOCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTN4.66 %173,836 2/14/2031173,847 
OCTANE RECEIVABLE TRUSTOCTANE RECEIVABLE TRUST 5.68% 05/20/2030 144A5.68 %132,461 5/20/2030133,440 
OCTANE RECEIVABLES TR 2024-RVM1OCTANE RECEIVABLES TR 2024-RVM1 5.01% 01/22/2046 15.01 %180,992 1/22/2046183,646 
OCTANE RECEIVABLES TR 2025-RVM1OCTANE RECEIVABLES TRUST 2025-RVM1 5.26% 12/20/2045.26 %770,000 12/20/2046771,113 
OCTANE RECEIVABLES TR 2025-RVM1OCTANE RECEIVABLES TR 2025-RVM1 B 4.83% 12/20/20464.83 %375,000 12/20/2046375,849 
OCTANE RECEIVABLES TRUST 2023-1OCTANE RECEIVABLES TRUST 2023-1 5.96% 07/20/2029 15.96 %365,000 7/20/2029366,513 
OCTANE RECEIVABLES TRUST 2023-3OCTANE RECEIVABLES TRUST 2023-3 B 6.48% 07/20/20296.48 %450,000 7/20/2029456,149 
OCTANE RECEIVABLES TRUST 2024-3OCTANE RECEIVABLES TRUST 2024-3 5.51% 10/20/2031 15.51 %215,000 10/20/2031219,256 
OCTANE RECEIVABLES TRUST 2024-3OCTANE RECEIVABLES TRUST 2024-3 4.94% 05/20/2030 14.94 %170,909 5/20/2030171,839 
OMNICOM GROUP INC / OMNICOM CAPITAL INCOMNICOM GROUP INC / OMNICOM CAPITAL INC 3.6% 04/15/20263.60 %270,000 4/15/2026269,602 
ONEOK INC NEWONEOK INC 5.625% 01/15/2028 144A5.63 %317,000 1/15/2028323,410 
ONEOK INC NEWONEOK INC 4.85% 07/15/20264.85 %1,401,000 7/15/20261,403,634 
ONEOK INC NEWONEOK INC 4.25% 09/24/20274.25 %1,180,000 9/24/20271,183,880 
ONEOK INC NEWONEOK INC 5.55% 11/01/20265.55 %670,000 11/1/2026677,214 
ORACLE CORPORACLE CORP 4.45% 09/26/20304.45 %1,085,000 9/26/20301,061,495 
ORACLE CORPORACLE CORP 1.65% 03/25/20261.65 %1,530,000 3/25/20261,520,353 
ORACLE CORPORACLE CORP 4.2% 09/27/20294.20 %550,000 9/27/2029539,031 
ORACLE CORPORACLE CORP 4.8% 08/03/20284.80 %250,000 8/3/2028251,245 
ORACLE CORPORACLE CORP 4.8% 08/03/20284.80 %200,000 8/3/2028200,996 
ORACLE CORPORACLE CORP 4.2% 09/27/20294.20 %450,000 9/27/2029441,025 
OREILLY AUTOMOTIVE INC OREILLY AUTOMOTIVE INC 5.75% 11/20/20265.75 %1,727,000 11/20/20261,750,241 
OREILLY AUTOMOTIVE INC OREILLY AUTOMOTIVE INC 4.35% 06/01/20284.35 %585,000 6/1/2028589,861 
OVINTIV INCOVINTIV INC 5.375% 01/01/20265.38 %328,000 1/1/2026328,000 
OVINTIV INCOVINTIV INC CP 0% 01/20/2026— %3,100,000 1/20/20263,092,797 
OWENS CORNINGOWENS CORNING NEW 5.5% 06/15/20275.50 %535,000 6/15/2027545,977 
OWENS CORNINGOWENS CORNING NEW 3.4% 08/15/20263.40 %397,000 8/15/2026395,118 
OZLM FUNDING II LTDOZLM FUNDING II LTD BR4 TSFR3M+175 07/30/2037 144A5.59 %1,330,000 7/30/20371,328,541 
OZLM FUNDING II LTDOZLM FUNDING II LTD 2A AR4 TSFR3M+120 07/30/2037 15.04 %1,400,000 7/30/20371,398,453 
OZLM XXI LTDOZLM XXI LTD TSFR3M+115 01/20/2031 144A5.03 %152,810 1/20/2031152,804 
PACIFIC GAS & ELECTRIC COPACIFIC GAS & ELECTRIC CO 5% 06/04/20285.00 %345,000 6/4/2028350,914 
PACIFIC GAS & ELECTRIC COPACIFIC GAS & ELECTRIC CO 5.45% 06/15/20275.45 %110,000 6/15/2027111,830 
PACIFIC GAS & ELECTRIC COPACIFIC GAS & ELECTRIC CO 3.15% 01/01/20263.15 %400,000 1/1/2026400,000 
PACIFIC GAS & ELECTRIC COPACIFIC GAS & ELECTRIC CO 3.3% 12/01/20273.30 %255,000 12/1/2027251,006 
PACIFIC GAS & ELECTRIC COPACIFIC GAS & ELECTRIC CO 3.3% 03/15/20273.30 %208,000 3/15/2027205,746 
PENSKE TRUCK LEASINGPENSKE TRUCK LEASING CO LP /CORP 5.35% 01/12/20275.35 %375,000 1/12/2027379,279 
PENSKE TRUCK LEASINGPENSKE TRUCK LEASING CO LP /CORP 5.75% 05/24/20265.75 %1,585,000 5/24/20261,592,648 
PENSKE TRUCK LEASINGPENSKE TRUCK LEASING CO LP /CORP 1.7% 06/15/2026 11.70 %146,000 6/15/2026144,319 
PENSKE TRUCK LEASINGPENSKE TRUCK LEASING CO LP /CORP 3.4% 11/15/2026 13.40 %310,000 11/15/2026307,895 
PERKINELMER INCREVVITY INC 1.9% 09/15/20281.90 %746,000 9/15/2028701,590 
PERNOD RICARD SAPERNOD RICARD SA 3.25% 06/08/2026 144A3.25 %1,210,000 6/8/20261,209,108 
PETROLEOS MEXICANOSPETROLEOS MEXICANOS 6.7% 02/16/20326.70 %2,474,000 2/16/20322,466,900 
PETROLEOS MEXICANOSPETROLEOS MEXICANOS 6.375% 01/23/20456.38 %800,000 1/23/2045642,336 
PETROLEOS MEXICANOSPETROLEOS MEXICANOS 7.69% 01/23/20507.69 %3,225,000 1/23/20502,890,697 
PETROLEOS MEXICANOSPETROLEOS MEXICANOS 7.69% 01/23/20507.69 %1,775,000 1/23/20501,591,004 
PETROLEOS MEXICANOSPETROLEOS MEXICANOS 6.75% 09/21/20476.75 %250,000 9/21/2047205,050 
PETROLEOS MEXICANOSPETROLEOS MEXICANOS 6.375% 01/23/20456.38 %875,000 1/23/2045702,555 
PETROLEOS MEXICANOSPETROLEOS MEXICANOS 6.7% 02/16/20326.70 %2,031,000 2/16/20322,025,171 
PETROLEOS MEXICANOSPETROLEOS MEXICANOS 6.625% 06/15/20356.63 %225,000 6/15/2035213,019 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.125% 11/17/20275.13 %246,000 11/17/2027251,319 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.625% 11/17/20295.63 %150,000 11/17/2029157,692 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.75% 11/17/20325.75 %175,000 11/17/2032187,028 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.375% 02/15/20335.38 %425,000 2/15/2033444,417 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.125% 02/13/20315.13 %200,000 2/13/2031207,241 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.125% 02/13/20315.13 %100,000 2/13/2031103,620 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 4.875% 02/13/20294.88 %100,000 2/13/2029102,360 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.375% 02/15/20335.38 %275,000 2/15/2033287,564 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.75% 11/17/20325.75 %125,000 11/17/2032133,592 
PHILIP MORRIS INTL INCPHILIP MORRIS INTL INC 5.625% 11/17/20295.63 %100,000 11/17/2029105,128 
PLAINS ALL AM PIPELN/PAA FIN CPLAINS ALL AM PIPELN/PAA FIN C 4.7% 01/15/20314.70 %485,000 1/15/2031487,735 
PNC FINANCIAL SERVICES GRP INCPNC FINANCIAL SERVICES GRP INC 4.758%/VAR 01/26/204.76 %910,000 1/26/2027910,361 
POSCOPOSCO 5.625% 01/17/2026 REGS5.63 %1,000,000 1/17/20261,000,525 
POST RD EQUIP FIN 2024-1POST RD EQUIP FIN 2024-1 5.59% 11/15/2029 144A5.59 %29,101 11/15/202929,227 
PROGRESS RESIDENTIAL TRUST 2021-SFR8PROGRESS RESIDENTIAL TRUST 2021-SFR8 1.931% 10/17/1.93 %1,325,000 10/17/20381,301,805 
PROSUS NVPROSUS NV 4.85% 07/06/2027 144A4.85 %1,700,000 7/6/20271,711,696 
PROSUS NVPROSUS NV 3.68% 01/21/2030 144A3.68 %2,225,000 1/21/20302,130,438 
PROSUS NVPROSUS NV 3.061% 07/13/2031 144A3.06 %1,900,000 7/13/20311,725,428 
PROSUS NVPROSUS NV 3.68% 01/21/2030 144A3.68 %550,000 1/21/2030526,625 
PROSUS NVPROSUS NV 4.85% 07/06/2027 144A4.85 %575,000 7/6/2027578,956 
PUBLIC SVC ENTERPRISE GROUP INPUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/20304.90 %1,015,000 3/15/20301,037,891 
REALTY INCOME CORPREALTY INCOME CORP 5.05% 01/13/20265.05 %125,000 1/13/2026125,019 
REGAL-BELOIT CORPREGAL REXNORD CORP 6.05% 04/15/20286.05 %840,000 4/15/2028868,949 
REGAL-BELOIT CORPREGAL REXNORD CORP 6.05% 02/15/20266.05 %1,747,000 2/15/20261,750,349 
RGA GLOBAL FUNDINGRGA GLOBAL FUNDING 4.6% 11/25/2030 144A4.60 %1,205,000 11/25/20301,204,485 
RGA GLOBAL FUNDINGRGA GLOBAL FUNDING 4.35% 08/25/2028 144A4.35 %960,000 8/25/2028964,062 
RIO OIL FINANCE TR SER 2018-1RIO OIL FINANCE TR SER 2018-1 8.2% 04/06/2028 144A8.20 %142,500 4/6/2028146,916 
RIO OIL FINANCE TRUST SERIES 2014-3RIO OIL FINANCE TRUST SERIES 2014-3 9.75% 01/06/20279.75 %467,665 1/6/2027480,530 
RIO OIL FINANCE TRUST SERIES 2014-3RIO OIL FINANCE TRUST SERIES 2014-3 9.75% 01/06/20279.75 %214,666 1/6/2027220,571 
ROCKFORD TOWER CLO 2019-2 LTDROCKFORD TOWER CLO 2019-2 LTD TSFR3M+113 08/20/2035.02 %957,646 8/20/2032958,731 
ROGERS COMMUNICATIONS INC-BROGERS COMMUNICATIONS INC 5% 02/15/20295.00 %1,455,000 2/15/20291,482,582 
ROGERS COMMUNICATIONS INC-BROGERS COMMUNICATIONS INC 3.2% 03/15/20273.20 %1,115,000 3/15/20271,103,801 
ROLLS-ROYCE PLCROLLS-ROYCE PLC 5.75% 10/15/2027 144A5.75 %785,000 10/15/2027804,707 
ROMARK CLO II LTDROMARK CLO II LTD 2018-2A A2R TSFR3M+165 07/25/2035.51 %1,675,000 7/25/20311,675,255 
ROSS STORES INCROSS STORES INC 0.875% 04/15/20260.88 %1,150,000 4/15/20261,139,834 
ROYAL BANK OF SCOTLAND GRP PLCNATWEST GROUP PLC 5.808%/VAR 09/13/20295.81 %1,800,000 9/13/20291,874,991 
ROYAL BANK OF SCOTLAND GRP PLCNATWEST GROUP PLC 6.475%/VAR 06/01/20346.47 %750,000 6/1/2034787,438 
ROYAL BANK OF SCOTLAND GRP PLCNATWEST GROUP PLC 6.475%/VAR 06/01/20346.47 %350,000 6/1/2034367,471 
ROYAL BANK OF SCOTLAND GRP PLCNATWEST GROUP PLC 5.516%/VAR 09/30/20285.52 %200,000 9/30/2028205,089 
ROYAL BANK OF SCOTLAND GRP PLCNATWEST GROUP PLC 1.642%/VAR 06/14/20271.64 %1,150,000 6/14/20271,137,469 
SABINE PASS LIQUEFACTION LLCSABINE PASS LIQUEFACTION LLC 5.875% 06/30/20265.88 %196,000 6/30/2026196,277 
SABINE PASS LIQUEFACTION LLCSABINE PASS LIQUEFACTION LLC 4.2% 03/15/20284.20 %246,000 3/15/2028246,242 
Sallie MaeSLM STUDENT LOAN TRUST 2011-3 SOFR30A+121.448 08/25.09 %142,410 8/27/2040143,879 
Sallie MaeSLM STUDENT LN TR 2006 8 SOFR90A+42.161 01/25/20414.73 %2,416,528 1/25/20412,339,463 
Sallie MaeSLC STUDENT LN TR 2007 1 A5 SOFR90A+35.161 05/15/20684.61 %502,540 2/15/2068486,334 
Sallie MaeSLC STUDENT LN TR SOFR90A+42.161 12/15/20394.55 %1,450,105 12/15/20391,424,634 
Sallie MaeSLM STUDENT LOAN TRUST 2011-3 SOFR30A+121.448 08/27/20405.09 %17,504 8/27/204017,685 
Sallie MaeSLM STUDENT LN TR 2006 8 SOFR90A+42.161 01/25/20414.73 %3,534,134 1/25/20413,421,429 
Sallie MaeSLC STUDENT LN TR 2007 1 A5 SOFR90A+35.161 05/15/20684.61 %1,870,019 2/15/20681,809,716 
Sallie MaeSLC STUDENT LN TR SOFR90A+42.161 12/15/20394.55 %2,260,022 12/15/20392,220,324 
SAMMONS FINANCIAL GROUP GLOBAL FUNDINGSAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/20285.05 %420,000 1/10/2028426,522 
SANTANDER BANK NA - SBCLNSANTANDER BANK NA - SBCLN 4.94% 01/16/2034 144A4.66 %250,000 1/16/2034250,605 
SANTANDER BANK NA - SBCLNSANTANDER BANK NA - SBCLN 4.744% 01/16/2034 144A4.48 %250,000 1/16/2034250,606 
SANTANDER BANK NA - SBCLNSANTANDER BANK NA - SBCLN 24-A C 5.818% 06/15/20325.82 %208,478 6/15/2032211,280 
SANTANDER BANK NA - SBCLNSANTANDER BANK NA - SBCLN 24-A B 5.622% 06/15/20325.62 %175,904 6/15/2032178,495 
SANTANDER BANK NA - SBCLNSANTANDER BANK NA - SBCLN 23-B C 5.933% 12/15/20335.93 %761,407 12/15/2033771,820 
SANTANDER BANK NA - SBCLNSANTANDER BANK NA - SBCLN 5.644% 12/15/2033 144A5.64 %107,393 12/15/2033109,262 
SANTANDER BANK NA - SBCLNSANTANDER BANK NA - SBCLN 6.736% 06/15/2033 144A6.74 %3,613 6/15/20333,616 
SANTANDER BANK NA - SBCLNSANTANDER BANK NA - SBCLN 6.493% 06/15/2033 144A6.49 %12,646 6/15/203312,656 
SANTANDER BK AUTO CR LINKED NTS SER 2024SANTANDER BK AUTO CR LINKED NTS SER 2024-B 5.141%5.14 %222,133 1/18/2033223,629 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
SANTANDER BK AUTO CR LINKED NTS SER 2024SANTANDER BK AUTO CR LINKED NTS SER 2024-B 4.965%4.97 %222,133 1/18/2033223,695 
SANTANDER DRIVE AUTO RECEIVABLES TRUSTSANTANDER DRIVE AUTO RECEIVABLES TRUST 5.09% 05/155.09 %207,322 5/15/2030208,666 
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 4.274.27 %640,000 1/15/2032641,246 
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 4.744.74 %64,320 10/16/202864,361 
SANTANDER HLDGS USA INCSANTANDER HLDGS USA INC 6.124%/VAR 05/31/20276.12 %125,000 5/31/2027125,848 
SANTANDER HLDGS USA INCSANTANDER HLDGS USA INC 2.49%/VAR 01/06/20282.49 %360,000 1/6/2028353,840 
SANTANDER MORTGAGE ASSET RECEIVABLE TRUSSANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES5.04 %771,873 9/25/2055772,496 
SANTANDER UK GROUP HOLDINGS PLCSANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/20294.32 %435,000 9/22/2029435,415 
SANTANDER UK GROUP HOLDINGS PLCSANTANDER UK GROUP HOLDINGS PLC 1.673%/VAR 06/14/20271.67 %335,000 6/14/2027331,255 
SBA TOWER TRSBA TOWER TR 4.831% 10/15/2029 144A4.83 %1,690,000 10/15/20291,700,536 
SBA TOWER TRSBA TOWER TR 1.631% 05/15/2051 144A1.63 %829,000 5/15/2051811,095 
SBA TOWER TRSBA TOWER TR 6.599% 11/15/2052 144A6.60 %987,000 11/15/20521,010,679 
SBA TOWER TRSBA TOWER TR 1.884% 07/15/2050 144A1.88 %475,000 1/15/2026474,470 
SBNA AUTO LEASE TRUST 2024-BSBNA AUTO LEASE TRUST 2024-B A4 5.55% 12/20/2028 15.55 %845,000 12/20/2028855,521 
SCF EQUIPMENT LEASING 2023-1 LLCSCF EQUIPMENT LEASING 2023-1A A3 LLC 6.17% 05/20/20326.17 %372,191 5/20/2032377,105 
SCHLUMBERGER HOLDINGS CORPORATIONSCHLUMBERGER HOLDINGS CORPORATION 3.9% 05/17/20283.90 %1,086,000 5/17/20281,083,628 
SCHLUMBERGER INVT SASCHLUMBERGER INVT SA 4.5% 05/15/20284.50 %596,000 5/15/2028601,501 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 4.343%/VAR 11/14/20314.34 %1,465,000 11/14/20311,462,812 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 5.643%/VAR 05/19/20295.64 %300,000 5/19/2029311,428 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 5.853%/VAR 05/19/20345.85 %150,000 5/19/2034160,679 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 6.136%/VAR 08/24/20346.14 %175,000 8/24/2034190,745 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 6.196%/VAR 11/17/20296.20 %625,000 11/17/2029661,027 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 6.196%/VAR 11/17/20296.20 %500,000 11/17/2029528,822 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 6.136%/VAR 08/24/20346.14 %125,000 8/24/2034136,246 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 5.853%/VAR 05/19/20345.85 %100,000 5/19/2034107,119 
SCHWAB CHARLES CORP NEWSCHWAB CHARLES CORP 5.643%/VAR 05/19/20295.64 %200,000 5/19/2029207,619 
SEB FUNDING LLCSEB FUNDING LLC 1A A2 7.386% 04/30/2054 144A7.39 %782,000 4/30/2054799,992 
SECURITIZED TERM AUTO RECEIVABLES TRUSTSECURITIZED TERM AUTO RECEIVABLES TRUST 5.121% 12/29/20325.12 %61,023 12/29/203261,541 
SECURITIZED TERM AUTO RECEIVABLES TRUSTSECURITIZED TERM AUTO RECEIVABLES TRUST 4.925% 12/29/20324.93 %137,301 12/29/2032138,490 
SECURITIZED TERM AUTO RECEIVABLES TRUSTSECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A 5.65.04 %183,613 7/25/2031185,228 
SEMPRA ENERGYSEMPRA 5.4% 08/01/20265.40 %540,000 8/1/2026543,464 
SFS AUTO RECEIVABLES SECURITIZATION TR 2SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.515.51 %90,000 1/20/203292,037 
SFS AUTO RECEIVABLES SECURITIZATION TR 2SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.954.95 %196,108 5/21/2029197,310 
SFS AUTO RECEIVABLES SECURITIZATION TR 2SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 A4 55.26 %230,000 8/20/2030235,790 
SFS AUTO RECEIVABLES SECURITIZATION TRUSSFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 55.71 %205,000 1/22/2030209,948 
SHERWIN WILLIAMS COSHERWIN WILLIAMS CO 4.55% 03/01/20284.55 %675,000 3/1/2028682,946 
SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDSIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC 1.1.80 %105,885 9/20/2038105,451 
SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDSIERRA TIMESHARE 2025-2A B RECEIVABLES FUNDING LLC4.93 %273,243 4/20/2044274,231 
SIERRA TIMESHARE 2025-3 RECEIVABLES FDGSIERRA TIMESHARE 2025-3A RECEIVABLES FDG LLC 3A B4.64 %223,718 8/22/2044224,649 
SIERRA TIMESHARE 2025-3 RECEIVABLES FDGSIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC 3A A 44.44 %120,808 8/22/2044121,059 
SMALL BUS ADMIN GTD DEV PARTNSBAP 2006-20G 1 6.07% 7/266.07 %2,049 7/1/20262,051 
SMALL BUS ADMIN GTD DEV PARTNSMALL BUS ADMIN GTD DEV PARTN 5.82% 06/01/20265.82 %1,023 6/1/20261,027 
SMALL BUS ADMIN GTD DEV PARTNSBAP 2007-20E 1 5.31% 5/275.31 %7,021 5/1/20277,022 
SMALL BUS ADMIN GTD DEV PARTNSBAP 2006-20H 1 5.7 8/265.70 %2,735 8/1/20262,742 
SMALL BUS ADMIN GTD DEV PARTNSMALL BUS ADMIN GTD DEV PARTN 5.82% 06/01/20265.82 %1,390 6/1/20261,397 
SMB PRIVATE ED LN TR 2017-BSMB PRIVATE EDUCATION LOAN TRUST 2017-B A2A 2.82%2.82 %50,326 10/15/203550,182 
SMB PRIVATE ED LN TR 2022-DSMB PRIVATE ED LN TR 2022-DA A1A 5.37% 10/15/20585.37 %533,092 10/15/2058545,027 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
SMB PRIVATE ED LN TR 2023-BSMB PRIVATE ED LN TR 2023-B A1A 4.99% 10/16/2056 14.99 %422,932 10/16/2056426,488 
SMB PRIVATE ED LN TR 2023-BSMB PRIVATE ED LN TR 2023-B A1A 4.99% 10/16/2056 14.99 %1,108,993 10/16/20561,118,317 
SMB PRIVATE ED LN TR 2025-ASMB PRIVATE ED LN TR 2025-A 5.13% 04/15/2054 144A5.13 %451,553 4/15/2054458,446 
SMB PRIVATE ED LN TR 2025-ASMB PRIVATE ED LN TR 2025-A 5.13% 04/15/2054 144A5.13 %544,657 4/15/2054552,971 
SMB PRIVATE ED LN TR 2025-ASMB PRIVATE ED LN TR 2025-A 5.13% 04/15/2054 144A5.13 %607,037 4/15/2054616,303 
SMB PRIVATE EDUCATION LOAN TRUST 2023-DSMB PRIVATE EDUCATION LOAN TRUST 2023-D A1A 6.15%6.15 %414,310 9/15/2053436,323 
SMB PRIVATE EDUCATION LOAN TRUST 2024-ASMB PRIVATE EDUCATION LOAN TRUST 2024-A A1A 5.24%5.24 %196,194 3/15/2056199,716 
SMB PRIVATE EDUCATION LOAN TRUST 2024-ASMB PRIVATE EDUCATION LOAN TRUST 2024-A A1A 5.24%5.24 %930,747 3/15/2056947,452 
SOCIETE GENERALE FRANCESOCIETE GENERALE FRANCE 5.519%/VAR 01/19/2028 144A5.52 %675,000 1/19/2028683,563 
SOLVENTUM CORPSOLVENTUM CORP 5.45% 02/25/20275.45 %462,000 2/25/2027468,658 
SOUND POINT CLO XXII LTDSOUND POINT CLO XXII LTD TSFR3M+165 01/20/2032 1445.53 %250,000 1/20/2032250,612 
SOUTHERN CALIFORNIA EDISON COSOUTHERN CALIFORNIA EDISON CO CP 0% 01/06/2026— %1,610,000 1/6/20261,608,918 
SOUTHERN CO GAS CAPSOUTHERN CO GAS CAP 4.05% 09/15/20284.05 %540,000 9/15/2028540,171 
SOUTHERN COMPANYSOUTHERN COMPANY STEP 08/01/20275.11 %540,000 8/1/2027548,633 
SOUTHERN COMPANYSOUTHERN COMPANY STEP 08/01/20275.11 %825,000 8/1/2027838,190 
SOUTHERN COMPANYSOUTHERN COMPANY T5Y+373.3 01/15/20514.00 %2,050,000 1/15/20512,048,771 
SOUTHERN COMPANYSOUTHERN COMPANY 3.75%/VAR 09/15/20513.75 %400,000 9/15/2051394,336 
SOUTHERN COMPANYSOUTHERN COMPANY 4.85% 06/15/20284.85 %475,000 6/15/2028483,588 
SOUTHERN COMPANYSOUTHERN COMPANY 3.75%/VAR 09/15/20513.75 %1,175,000 9/15/20511,158,363 
SOUTHERN COMPANYSOUTHERN COMPANY T5Y+373.3 01/15/20514.00 %725,000 1/15/2051724,565 
SOUTHERN COMPANYSOUTHERN COMPANY STEP 08/01/20275.11 %250,000 8/1/2027253,997 
SOUTHWEST AIRLINES COSOUTHWEST AIRLINES CO 4.375% 11/15/20284.38 %970,000 11/15/2028972,030 
STANDARD CHARTERED PLCSTANDARD CHARTERED PLC 5.688%/VAR 05/14/2028 144A5.69 %615,000 5/14/2028627,556 
STANDARD CHARTERED PLCSTANDARD CHARTERED PLC 4.3% 02/19/2027 144A4.30 %307,000 2/19/2027306,901 
STARBUCKS CORPSTARBUCKS CORP 2% 03/12/20272.00 %235,000 3/12/2027229,577 
STARBUCKS CORPSTARBUCKS CORP 4% 11/15/20284.00 %605,000 11/15/2028604,241 
STATE BK INDIA LONDON BRHSTATE BANK INDIA LONDON BRH 1.8% 07/13/2026 REGS1.80 %1,650,000 7/13/20261,629,644 
STEEL DYNAMICS INCSTEEL DYNAMICS INC 4% 12/15/20284.00 %1,470,000 12/15/20281,468,311 
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCSTELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T4.44 %355,000 8/20/2030355,570 
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCSTELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T4.25 %95,000 12/20/202994,999 
STRATUS FUNDING CLO 2025-1 LTDSTRATUS FUNDING CLO 2025-1 LTD B TSFR3M+ 07/15/2035.35 %480,000 7/15/2033480,000 
STRYKER CORPSTRYKER CORP 4.7% 02/10/20284.70 %729,000 2/10/2028739,404 
SYDNEY AIRPORT FINANCE CO PTY LTDSYDNEY ARPT FIN CO PTY LTD 3.625% 04/28/2026 144A3.63 %177,000 4/28/2026176,635 
SYMPHONY CLO XXIII LTDSYMPHONY CLO XXIII LTD TSFR3M+90 01/15/2034 144A4.80 %587,291 1/15/2034586,795 
SYNOPSYS INCSYNOPSYS INC 4.65% 04/01/20284.65 %1,525,000 4/1/20281,545,551 
SYNOPSYS INCSYNOPSYS INC 4.85% 04/01/20304.85 %475,000 4/1/2030485,143 
SYNOPSYS INCSYNOPSYS INC 5% 04/01/20325.00 %300,000 4/1/2032306,333 
SYNOPSYS INCSYNOPSYS INC 5% 04/01/20325.00 %225,000 4/1/2032229,750 
SYNOPSYS INCSYNOPSYS INC 4.85% 04/01/20304.85 %375,000 4/1/2030383,007 
TAKE-TWO INTERACTV SOFTWR INCTAKE-TWO INTERACTV SOFTWR INC 5% 03/28/20265.00 %950,000 3/28/2026952,077 
TARGA RES CORPTARGA RES CORP 5.2% 07/01/20275.20 %851,000 7/1/2027864,799 
TARGA RES CORPTARGA RES CORP 4.35% 01/15/20294.35 %570,000 1/15/2029571,583 
TENGIZCHEVROIL FIN CO INTENGIZCHEVROIL FIN CO IN 4% 08/15/2026 REGS4.00 %1,200,000 8/15/20261,192,308 
The Ford Credit Floorplan Master Owner TrustFORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 145.48 %440,000 4/15/2029447,114 
The Ford Credit Floorplan Master Owner TrustFORD CR FLOORPLN MAST OWN TR 2023-1 D 6.62% 05/15/20286.62 %485,000 5/15/2028488,374 
The Ford Credit Floorplan Master Owner TrustFORD CR FLOORPLN MAST OWN TR 2023-1 C 5.75% 05/15/20285.75 %400,000 5/15/2028401,815 
TIAA CLO I LTDTIAA CLO I LTD TSFR3M+125 07/20/2031 144A5.13 %372,839 7/20/2031372,839 
TIME WARNER CABLE LLCTIME WARNER CABLE LLC 6.75% 06/15/20396.75 %575,000 6/15/2039581,589 
T-MOBILE USA INCT-MOBILE USA INC 3.875% 04/15/20303.88 %1,225,000 4/15/20301,204,634 
T-MOBILE USA INCT-MOBILE USA INC 3.5% 04/15/20313.50 %1,250,000 4/15/20311,195,075 
T-MOBILE USA INCT-MOBILE USA INC 2.55% 02/15/20312.55 %425,000 2/15/2031388,273 
T-MOBILE USA INCT-MOBILE USA INC 3.5% 04/15/20313.50 %1,050,000 4/15/20311,003,863 
T-MOBILE USA INCT-MOBILE USA INC 3.875% 04/15/20303.88 %300,000 4/15/2030295,012 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUTOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST 4.88% 04.88 %557,000 3/15/2029562,856 
TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUTOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST 4.88% 04.88 %796,000 3/15/2029804,369 
TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUTOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST 4.64% 04.64 %482,000 8/15/2029487,186 
TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUTOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST 4.64% 04.64 %291,000 8/15/2029294,131 
TOYOTA AUTO RECEIVABLES 2025-B OWNER TRTOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.49% 06/17/20304.49 %1,393,000 6/17/20301,414,026 
TPMT 19-1 A1 3.75% 2/25/58TOWD PT MTG TR 2019-1 3.75% 03/25/2058 144A3.75 %172,767 3/25/2058168,833 
TRANSCANADATRANSCANADA TRUST 5.3%/VAR 03/15/20775.30 %625,000 3/15/2077624,951 
TRANSCANADATRANSCANADA TRUST 5.875%/VAR 08/15/20765.88 %850,000 8/15/2076851,040 
TRANSCANADA TRUST TRANSCANADA TRUST 5.875%/VAR 08/15/20765.88 %750,000 8/15/2076750,918 
TRANSCANADA TRUST TRANSCANADA TRUST 5.3%/VAR 03/15/20775.30 %1,925,000 3/15/20771,924,849 
TRANSCANADA TRUST TRANSCANADA TRUST 5.5%/VAR 09/15/20795.50 %1,200,000 9/15/20791,190,976 
TRINITAS CLO IX LTDTRINITAS CLO IX LTD TSFR3M+ 01/20/2032 144A5.08 %86,821 1/20/203286,829 
TRINITAS CLO VI LTD / TRINITAS CLO VI LLTRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A5.23 %1,190,000 1/25/20341,190,822 
TRINITAS CLO VII LTDTRINITAS CLO VII LTD 17-7A A1R2 TSFR3M+106 01/25/20354.92 %1,460,000 1/25/20351,457,073 
UBER TECHNOLOGIES INCUBER TECHNOLOGIES INC 4.5% 08/15/2029 144A4.50 %1,384,000 8/15/20291,384,170 
UBS GROUP AGUBS GROUP AG 6.301%/VAR 09/22/2034 144A6.30 %300,000 9/22/2034327,255 
UBS GROUP AGUBS GROUP AG 5.959%/VAR 01/12/2034 144A5.96 %1,750,000 1/12/20341,864,975 
UBS GROUP AGUBS GROUP AG 5.959%/VAR 01/12/2034 144A5.96 %1,200,000 1/12/20341,278,840 
UBS GROUP AGUBS GROUP AG 6.301%/VAR 09/22/2034 144A6.30 %200,000 9/22/2034218,170 
UBS GROUP AGUBS GROUP AG 3.091%/VAR 05/14/2032 144A3.09 %350,000 5/14/2032324,720 
ULTRAPAR INTERNATIONL SAULTRAPAR INTERNATIONL SA 5.25% 10/06/2026 144A5.25 %825,000 10/6/2026821,428 
ULTRAPAR INTERNATIONL SAULTRAPAR INTERNATIONL SA 5.25% 10/06/2026 144A5.25 %375,000 10/6/2026373,376 
UNASSIGNED LIVE C 213GMF FLOORPLAN OWNER REVOLVING TR 4.98% 11/15/20294.98 %810,000 11/15/2029820,783 
UNASSIGNED LIVE C 213GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/20294.73 %335,000 11/15/2029339,639 
UNASSIGNED LIVE C 213GMF FLOORPLAN OWNER REVOLVING TR 5.73% 06/15/20285.73 %560,000 6/15/2028563,583 
UNICREDIT SPAUNICREDIT SPA 7.296%/VAR 04/02/2034 144A7.30 %2,075,000 4/2/20342,224,885 
UNICREDIT SPAUNICREDIT SPA 5.459%/VAR 06/30/2035 144A5.46 %350,000 6/30/2035356,760 
UNICREDIT SPAUNICREDIT SPA 5.459%/VAR 06/30/2035 144A5.46 %500,000 6/30/2035509,657 
UNICREDIT SPAUNICREDIT SPA 7.296%/VAR 04/02/2034 144A7.30 %1,100,000 4/2/20341,179,457 
UNION PAC RR CO TRANSCANADA TRUST 5.5%/VAR 09/15/20795.50 %700,000 9/15/2079694,736 
UNITED TECHNOLOGIES CORPRTX CORP 6.7% 08/01/20286.70 %533,000 8/1/2028564,778 
UNITED TECHNOLOGIES CORPRTX CORP 7% 11/01/20287.00 %508,000 11/1/2028543,651 
UNITED TECHNOLOGIES CORPRTX CORP 6% 03/15/20316.00 %275,000 3/15/2031296,217 
UNITED TECHNOLOGIES CORPRTX CORP 6.1% 03/15/20346.10 %275,000 3/15/2034300,876 
UNITED TECHNOLOGIES CORPRTX CORP 6.1% 03/15/20346.10 %200,000 3/15/2034218,819 
UNITED TECHNOLOGIES CORPRTX CORP 6% 03/15/20316.00 %175,000 3/15/2031188,502 
UNUMPROVIDENT CORPUNUM GROUP 6.75% 12/15/20286.75 %75,000 12/15/202879,641 
UPJOHN INCVIATRIS INC 2.3% 06/22/20272.30 %680,000 6/22/2027660,527 
US BANCORP DEL (NEW)US BANCORP DEL 4.548%/VAR 07/22/20284.55 %780,000 7/22/2028786,464 
USCLN 2023-1USCLN 2023-1 6.789% 08/25/2032 144A6.79 %53,943 8/25/203254,495 
UTAH ACQUISITION SUB INCUTAH ACQUISITION SUB INC 3.95% 06/15/20263.95 %914,000 6/15/2026911,933 
VALERO ENERGY CORP NEWVALERO ENERGY CORP 5.15% 02/15/20305.15 %270,000 2/15/2030277,865 
VAR ENERGI ASAVAR ENERGI ASA 5% 05/18/2027 144A5.00 %845,000 5/18/2027851,810 
VERD 2025-1A A2VERD 2025-1A B A2 5.37% 05/12/2033 144A5.37 %100,000 5/12/2033102,717 
VERD 2025-1A A2VERD 2025-1A A2 4.85% 03/13/2028 144A4.85 %340,752 3/13/2028342,342 
VERDANT RECEIVABLES 2023-1 LLCVERDANT RECEIVABLES 2023-1 LLC 6.24% 01/13/2031 146.24 %246,104 1/13/2031250,451 
VERDANT RECEIVABLES 2024-1 LLCVERDANT RECEIVABLES 2024-1 LLC 5.68% 12/12/2031 145.68 %134,581 12/12/2031137,270 
VERISK ANALYTICS INCVERISK ANALYTICS INC 4.5% 08/15/20304.50 %850,000 8/15/2030856,431 
VERIZON COMMUNICATIONS INCVERIZON COMMUNICATIONS INC 4.75% 01/15/20334.75 %605,000 1/15/2033604,526 
VERIZON COMMUNICATIONS INCVERIZON COMMUNICATIONS INC 2.1% 03/22/20282.10 %1,260,000 3/22/20281,209,725 
VERIZON COMMUNICATIONS INCVERIZON COMMUNICATIONS INC 4.75% 01/15/20334.75 %500,000 1/15/2033499,608 
VERIZON COMMUNICATIONS INCVERIZON COMMUNICATIONS INC 4.75% 01/15/20334.75 %150,000 1/15/2033149,883 
VERIZON COMMUNICATIONS INCVERIZON COMMUNICATIONS INC 2.55% 03/21/20312.55 %275,000 3/21/2031251,128 
VERIZON MASTER TRUST 2021-1 AVERIZON MASTER TRUST 4.42% 08/20/20304.42 %1,080,000 8/20/20301,085,049 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
VISTRA OPERATIONS CO LLCVISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A5.05 %531,000 12/30/2026534,788 
VMWARE LLC UNION PAC RR CO 2006 1 PT TR 5.866% 07/02/20305.87 %27,509 7/2/203028,617 
VODAFONE GROUP PLCVODAFONE GROUP PLC USSW5+NA 04/04/20797.00 %1,150,000 4/4/20791,218,209 
VODAFONE GROUP PLCVODAFONE GROUP PLC USSW5+NA 04/04/20797.00 %600,000 4/4/2079635,587 
VOLKSWAGEN AUTO LN ENHANCED TR 2021-1VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 05.02 %282,966 6/20/2028284,570 
VOLKSWAGEN AUTO LN ENHANCED TR 20252VOLKSWAGEN AUTO LN ENHANCED TR 20252 4.29% 03/20/20303.92 %1,796,000 3/20/20301,800,788 
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025-1 4.5% 08/20/20294.50 %1,168,000 8/20/20291,180,231 
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025-1 4.5% 08/20/20294.50 %1,615,000 8/20/20291,631,912 
VOLKSWAGEN GROUP AMER FIN LLCVOLKSWAGEN GROUP AMER FIN LLC 4.45% 09/11/2027 1444.45 %200,000 9/11/2027200,578 
VOLKSWAGEN GROUP AMER FIN LLCVOLKSWAGEN GROUP AMER FIN LLC 5.05% 03/27/2028 1445.05 %470,000 3/27/2028477,085 
VOLKSWAGEN GROUP AMER FIN LLCVOLKSWAGEN GROUP AMER FIN LLC 4.85% 08/15/2027 1444.85 %1,045,000 8/15/20271,054,940 
VOLKSWAGEN GROUP AMER FIN LLCVOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A6.00 %595,000 11/16/2026604,600 
VOLKSWAGEN GROUP AMER FIN LLCVOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A5.70 %795,000 9/12/2026803,265 
WASTE MANAGEMENT INC DELWASTE MANAGEMENT INC DEL 3.875% 01/15/20293.88 %1,200,000 1/15/20291,198,245 
WELLFLEET CLO 2021-1 LTDWELLFLEET CLO 2021-1 LTD BR TSFR3M+165 04/20/20345.53 %1,180,000 4/20/20341,180,832 
WELLS FARGO & COWELLS FARGO & CO NEW 4.97%/VAR 04/23/20294.97 %2,325,000 4/23/20292,368,278 
WELLS FARGO & COWELLS FARGO & CO NEW 4.9%/VAR 01/24/20284.90 %1,105,000 1/24/20281,114,302 
WELLS FARGO & COWELLS FARGO & CO NEW 4.1% 06/03/20264.10 %500,000 6/3/2026500,046 
WELLS FARGO & COWELLS FARGO & CO NEW 4.3% 07/22/20274.30 %1,275,000 7/22/20271,279,970 
WELLS FARGO & COWELLS FARGO & CO NEW 2.572%/VAR 02/11/20312.57 %550,000 2/11/2031513,692 
WELLS FARGO & COWELLS FARGO & CO NEW 2.393%/VAR 06/02/20282.39 %800,000 6/2/2028781,675 
WELLS FARGO & COWELLS FARGO & CO NEW 4.9%/VAR 01/24/20284.90 %225,000 1/24/2028226,894 
WELLS FARGO & COWELLS FARGO & CO NEW 5.198%/VAR 01/23/20305.20 %575,000 1/23/2030592,164 
WELLS FARGO & COWELLS FARGO & CO NEW 4.897%/VAR 07/25/20334.90 %600,000 7/25/2033609,333 
WELLS FARGO & COWELLS FARGO & CO NEW 4.808%/VAR 07/25/20284.81 %225,000 7/25/2028227,519 
WELLS FARGO & COWELLS FARGO & CO NEW 2.393%/VAR 06/02/20282.39 %250,000 6/2/2028244,273 
WELLS FARGO & COWELLS FARGO & CO NEW 4.1% 06/03/20264.10 %445,000 6/3/2026445,041 
WESTERN UNION CO/THEWESTERN UN CO 1.35% 03/15/20261.35 %2,113,000 3/15/20262,099,688 
WHEELS FLEET LEASE FUNDING 1 LLCWHEELS FLEET LEASE FUNDING 1 LLC 25 3A-C 4.79% 09/18/20404.79 %440,000 9/18/2040439,951 
WHEELS FLEET LEASE FUNDING 1 LLCWHEELS FLEET LEASE FUNDING 1 LLC 25-3A A1 0% 09/18/20404.08 %325,000 9/18/2040325,902 
WILLIAMS COS INCWILLIAMS COS INC 4.625% 06/30/20304.63 %840,000 6/30/2030848,221 
WILLIAMS COS INCWILLIAMS COS INC 4.8% 11/15/20294.80 %505,000 11/15/2029514,628 
WILLIAMS COS INCWILLIAMS COS INC 5.4% 03/02/20265.40 %1,610,000 3/2/20261,613,507 
WINGSPIRE EQUIP FIN 2025-1 LLCWINGSPIRE EQUIPMENT FINANCE 2025-1A C LLC 4.76% 09/20/20334.76 %100,000 9/20/2033100,211 
WINGSPIRE EQUIP FIN 2025-1 LLCWINGSPIRE EQUIP FIN 2025-1A A2 LLC 4.33% 09/20/20334.33 %100,000 9/20/2033100,167 
WOODSIDE FIN LTD WOODSIDE FIN LTD 3.7% 09/15/2026 144A3.70 %356,000 9/15/2026354,637 
WORKDAY INCWORKDAY INC 3.5% 04/01/20273.50 %435,000 4/1/2027432,371 
WORLD OMNI SELECT AUTO TR 2023-AWORLD OMNI SELECT AUTO TR 2023-A 5.87% 08/15/20285.87 %210,000 8/15/2028211,136 
ZAXBY'S FUNDING LLCZAXBY'S FUNDING LLC 21-1A A2 3.238% 07/30/2051 1443.24 %943,138 7/30/2051890,331 
FOREIGN GOVERNMENT DEBT SECURITIES1,967,625 
REPUBLIC OF COLOMBIACOLOMBIA REPUBLIC OF 7.377.38 %525,000 4/25/2030554,400 
REPUBLIC OF COLOMBIACOLOMBIA REPUBLIC OF 7.757.75 %650,000 11/7/2036677,463 
REPUBLIC OF COLOMBIACOLOMBIA REPUBLIC OF 7.377.38 %450,000 4/25/2030475,200 
REPUBLIC OF COLOMBIACOLOMBIA REPUBLIC OF 7.757.75 %250,000 11/7/2036260,562 
MUTUAL AND REGISTERED INVESTMENT FUNDS380,513,736 
VANGUARD TREASURY MONEY MARKET INVESTORVANGUARD TREASURY MONEY MARKET9,231,764 
DREYFUS TRS PRIME;INSTDREYFUS TRS PRIME;INST48,743,946 
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUNDT ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND762,542 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
AMERICAN FUNDS EUROPACIFIC GROWTH R6EURO PACIFIC GROWTH FUND111,706,830 
 * FIDELITY TREASURY PORTFOLIOFIDELITY INVESTMENTS MONEY MONEY PORTFOLIO24,885,330 
VANG TREASURY MMVANG TREASURY MONEY MARKET PORTFOLIO185,183,324 
PREFERRED STOCKS6,697,998 
RAPPI INCRAPPI INC SER E PFD PERP PP3,635 64,594 
WAYMO LLC
WAYMO LLC SER A2 0%PC PERP P/P
1,674 125,500 
CITIGROUP
CITIGROUP CAP XIII 7.875%/VAR PFD PAR=25
186,480 5,629,830 
SILA NANOTECHNOLOGIES INC
SILA NANOTECHNOLOGIES INC SER F 0% PC PP
15,451 336,906 
DATABRICKS INCDATABRICKS INC SER G PC PP15,675 357,770 
NURO INC/CANURO INC/CA SER C PC PP15,675 183,398 
U.S. GOVERNMENT DEBT SECURITIES519,432,904 
ANGEL OAK MORTGAGE TRUST 2022-6ANGEL OAK MORTGAGE TRUST 2022-6 4.3% 07/25/2067 144.30 %1,390,162 7/25/20671,382,227 
ANGEL OAK MORTGAGE TRUST 2023-3ANGEL OAK MORTGAGE TRUST 2023-3 4.8% 09/26/2067 144.80 %1,210,309 9/26/20671,206,731 
ANGEL OAK MORTGAGE TRUST LLCANGEL OAK MORTGAGE TRUST LLC VAR 01/25/2067 144A3.35 %901,542 1/25/2067869,637 
ANGEL OAK MTG TR 2021-6ANGEL OAK MTG TR 2021-6 1.581% 09/25/2066 144A1.58 %518,738 9/25/2066445,392 
ANGEL OAK MTG TR 2022-1ANGEL OAK MTG TR 2022-1 VAR 12/25/2066 144A2.88 %360,767 12/25/2066344,162 
ANGEL OAK MTG TR 2025-5ANGEL OAK MTG TR 2025-5 5.573% 04/25/2070 144A5.57 %1,388,452 4/25/20701,401,451 
BANK 2024-BNK47BANK 2024-BNK47 A1 5.523% 06/15/20575.52 %119,690 6/15/2057122,184 
BANK5 2024-5YR11BANK5 2024-5YR11 AS 6.139% 11/15/20576.14 %485,000 11/15/2057507,399 
BANK5 2024-5YR12BANK5 2024-5YR12 AS VAR 12/15/20576.12 %350,000 12/15/2057366,191 
BANK5 2024-5YR12BANK5 2024-5YR12 5.902% 12/15/20575.90 %830,000 12/15/2057873,269 
BANK5 2024-5YR9BANK5 2024-5YR9 4.8894% 08/15/20574.89 %533,000 8/15/2057538,704 
BENCHMARK 2023-B39 C MTG TRBENCHMARK 2023-B39 C MTG TR 6.03532% 07/15/20566.04 %117,142 7/15/2056118,502 
BENCHMARK 2024-V11 MTG TRBENCHMARK 2024-V11 AM MTG TR 6.201% 11/15/20576.20 %415,000 11/15/2057434,000 
BENCHMARK 2024-V6 MTG TRBENCHMARK 2024-V6 MTG TR 5.56775% 03/15/20575.57 %79,984 3/15/205780,581 
BENCHMARK 2025-B41 MTG TRBENCHMARK 2025-B41 MTG TR 4.40064% 07/15/20684.40 %119,392 7/15/2068119,837 
BINOM SECURITIZATION TRUST 2021-INV1BINOM SECURITIZATION TRUST 2021-INV1 A3 2.625% 06/25/20262.63 %102,638 6/25/205696,183 
BINOM SECURITIZATION TRUST 2021-INV1BINOM SECURITIZATION TRUST 2021-INV1 A2 2.37% 06/25/20262.37 %330,723 6/25/2056309,375 
BMARK 2024-V8BMARK 2024-V8 5.514% 07/15/20575.51 %273,980 7/15/2057278,819 
BMO 2024-5C4 MTG TRBMO 2024-5C4 MTG TR VAR 05/15/20576.53 %670,000 5/15/2057711,166 
BMO 2024-C8 A1BMO 2024-C8 A1 5.54224% 03/15/20575.54 %178,828 3/15/2057180,631 
BX 2025-VOLTBX 2025-VOLT B TSFR1M+210 12/15/2044 144A5.85 %910,000 12/15/2044912,828 
BX 2025-VOLTBX 2025-VOLT A VAR 12/15/2044 144A5.45 %670,000 12/15/2044670,417 
BX COML MTG TR 2024-GPA3BX COML MTG TR 2024-GPA3 TSFR1M+164.233 12/15/20395.39 %405,343 12/15/2039406,221 
BX COML MTG TR 2024-MDHSBX COML MTG TR 2024-MDHS TSFR1M+184.1 05/15/2041 15.59 %577,192 5/15/2041578,441 
BX COML MTG TR 2024-MDHSBX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A5.39 %577,192 5/15/2041578,083 
BX COML MTG TR 2024-SLCTBX COML MTG TR 2024-SLCT TSFR1M+239.195 01/15/20426.14 %760,000 1/15/2042758,781 
BX COML MTG TR 2024-SLCTBX COMMERCIAL MORTGAGE TRUST 2024-SLCT TSFR1M+ 01/5.54 %295,000 1/15/2042294,816 
BX TRUST 2023-LIFEBX TRUST 2023-LIFE 5.3908% 02/15/2028 144A5.39 %1,685,000 2/15/20281,655,658 
BX TRUST 2025-GWBX TRUST 2025-GW A TSFR1M+160 07/15/2042 144A5.35 %395,000 7/15/2042395,740 
CALIFORNIA STCA ST 7.35% 11/1/397.35 %175,000 11/1/2039204,528 
CALIFORNIA STCA ST 7.3% 10/01/397.30 %600,000 10/1/2039698,264 
CALIFORNIA STCA ST 7.55% 4/1/397.55 %250,000 4/1/2039303,394 
CALIFORNIA STCA ST 7.3% 10/01/397.30 %550,000 10/1/2039640,075 
CALIFORNIA STCA ST 7.5% 4/1/347.50 %750,000 4/1/2034874,994 
CD 2017-CD6 MTG TRCD 2017-CD6 MTG TR 2017-CD6 A5 3.456% 11/13/20503.46 %1,526,462 11/13/20501,507,617 
CENT TRUST 2025-CITYCENT TRUST 2025-CITY A VAR 07/10/2040 144A4.92 %690,000 7/10/2040698,963 
CIM TR 2021-R6CIM TR 2021-R6 1.425% 07/25/2061 144A1.43 %107,175 7/25/206199,449 
CITIGROUP COML MTG TR 2017-P7CGCMT 2017-P7 A4 3.712% 04/01/20503.71 %1,544,000 4/14/20501,530,723 
COLT 2024-6 MORTGAGE LOAN TRUSTCOLT 2024-6 MORTGAGE LOAN TRUST 5.644% 11/25/20695.64 %743,868 11/25/2069749,533 
COLT 2024-INV4 MTG LN TRCOLT 2024-INV4 A3 MORTGAGE LOAN TRUST VAR 05/25/20696.11 %740,265 5/25/2069749,314 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
COLT 2025-10 MTG LN TRCOLT 2025-10 A1F MTG LN TR VAR 10/25/2070 144A5.07 %741,298 10/25/2070740,670 
COLT 2025-4 A2COLT 2025-4 A2 A1 VAR 04/25/2070 144A5.79 %287,652 4/25/2070291,848 
COMM 2014-CCRE15 MTG TR VAR 02/10/2047COMM 2014-CCRE15 MTG TR VAR 02/10/20473.88 %205,436 2/10/2047202,069 
CONNECTICUT AVE SECS TR 2025-R06CONNECTICUT AVE SECS TR 2025-R06 SOFR30A+95 09/25/20454.82 %388,622 9/25/2045388,621 
CONNECTICUT AVENUE SECURITIES TRUST 2024CONNECTICUT AVENUE SECURITIES TRUST 2024-R06 1A1 S5.02 %1,156,296 9/25/20441,159,962 
CONNECTICUT AVENUE SECURITIES TRUST 2025CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 SOFR35.32 %247,023 3/25/2045248,300 
CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUSTCSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 1.2955% 01.30 %141,167 3/15/2053129,312 
DOLP TR 2021-NYCDOLP TR 2021-NYC 2.956% 05/10/2041 144A2.96 %875,000 5/10/2041786,751 
EFFICIENT POWER CONVERSION CORPFHLG 30YR 6% 05/01/2055#QY21156.00 %37,790 5/1/205539,074 
EFMT 2024-INV2EFMT 2024-INV2 5.289% 10/25/2069 144A5.29 %352,955 10/25/2069353,941 
EFMT 2024-INV2EFMT 2024-INV2 5.035% 10/25/2069 144A5.04 %615,520 10/25/2069616,873 
EFMT 2025-INV2EFMT 2025-INV2 5.387% 05/26/2070 144A5.39 %283,356 5/26/2070285,642 
EFMT 2025-INV4EFMT 2025-INV4 A1F VAR 10/25/2070 144A5.07 %289,457 10/25/2070289,221 
EFMT 2025-INV5EFMT 2025-INV5 A1 5.077% 12/01/2070 144A5.08 %450,000 12/25/2070450,753 
EFMT 2025-NQM5EFMT 2025-NQM5 A1 VAR 11/25/2070 144A5.03 %117,897 11/25/2070117,967 
EFMT 2025-NQM6EFMT 2025-NQM6 A1 VAR 12/25/2070 144A5.00 %595,000 12/25/2070595,275 
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A3 1.55%1.55 %557,173 9/25/2066472,085 
FANNIE MAEFANNIEMAE ARM 5.094% 06/01/2055#BM77535.09 %1,243,129 6/1/20551,261,710 
FANNIE MAE OR FREDDIE MAFANNIE MAE OR 30YR 5.5% 09/01/2055#CC10205.50 %1,200,636 9/1/20551,225,640 
FED HOME LOAN MTG CORP - GOLDFHLG 5.50% 1/35 #G017495.50 %43,387 1/1/203545,023 
FED HOME LOAN MTG CORP - GOLDFHLG 6.50% 12/31 #G017686.50 %3,715 12/1/20313,865 
FED HOME LOAN MTG CORP - GOLDFHLG 20YR 6.5% 01/01/2027#G303176.50 %2,768 1/1/20272,779 
FED HOME LOAN MTG CORP - GOLDFHLG 20YR 4.5% 07/01/2032#G306894.50 %106,212 7/1/2032106,918 
FED HOME LOAN MTG CORP - GOLDFHLG 6.50% 8/37 #A646396.50 %5,324 8/1/20375,699 
FED HOME LOAN MTG CORP - GOLDFHLG 6.00% 6/35 #G023826.00 %11,045 6/1/203511,542 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 05/01/2041#G064474.50 %119,554 5/1/2041119,878 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 09/01/2041#G075684.50 %150,963 9/1/2041151,312 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 11/01/2043#G075984.50 %92,557 11/1/204392,790 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 08/01/2044#G078924.50 %196,262 8/1/2044196,108 
FED HOME LOAN MTG CORP - GOLDFHLG 20YR 4.5% 12/01/2030#C913494.50 %35,363 12/1/203035,611 
FED HOME LOAN MTG CORP - GOLDFHLG 6.50% 9/37 #H090696.50 %6,443 9/1/20376,817 
FED HOME LOAN MTG CORP - GOLDFHLG 6.50% 9/37 #H090706.50 %2,915 9/1/20373,092 
FED HOME LOAN MTG CORP - GOLDFHLG 6.00% 6/38 #H092036.00 %2,753 6/1/20382,878 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5.5% 06/01/2037#H092045.50 %3,088 6/1/20373,176 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 10/01/2040#A946634.50 %12,688 10/1/204012,718 
FED HOME LOAN MTG CORP - GOLDFHLG ARM 2.88% 11/01/2044#2B35276.10 %123,616 11/1/2044127,519 
FED HOME LOAN MTG CORP - GOLDFHLG ARM 0% 07/01/2044#2B27916.26 %22,505 7/1/204423,222 
FED HOME LOAN MTG CORP - GOLDFHLG 20YR 4% 04/01/2034#ZS90574.00 %141,005 4/1/2034141,579 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2% 11/01/2050#SD05132.00 %3,297,957 11/1/20502,719,021 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3% 05/01/2052#SD10803.00 %593,727 5/1/2052530,316 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 06/01/2052#SD19333.50 %2,573,171 6/1/20522,394,311 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 07/01/2052#SD31393.50 %1,184,516 7/1/20521,096,999 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 01/01/2054#SD67064.50 %2,145,763 1/1/20542,101,730 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2.5% 11/01/2050#SD75302.50 %10,878,518 11/1/20509,380,907 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 05/01/2052#SD82143.50 %1,830,915 5/1/20521,695,639 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4% 09/01/2052#SD82444.00 %5,354,094 9/1/20525,106,514 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 02/01/2055#SD85044.50 %630,348 2/1/2055615,640 
FED HOME LOAN MTG CORP - GOLDFED HOME LOAN MTG CORP - GOLD SOFR30A+72.448 09/154.71 %439,891 9/15/2043436,145 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 04/01/2047#V831574.50 %169,345 4/1/2047168,716 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4% 03/01/2046#Q394994.00 %994,351 3/1/2046965,367 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 05/01/2042#G603424.50 %233,562 5/1/2042234,140 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 03/47#G610304.50 %305,473 3/1/2047305,078 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 03/47#G610804.50 %1,012,683 3/1/20471,014,621 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 08/01/2052#QE71193.50 %2,637,405 8/1/20522,454,081 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 07/01/2052#QE73303.50 %2,662,233 7/1/20522,477,183 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2% 07/01/2050#RA29582.00 %1,198,834 7/1/2050988,386 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2% 07/01/2050#RA30532.00 %1,388,349 7/1/20501,144,633 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2% 12/01/2050#RA41192.00 %4,720,919 12/1/20503,898,092 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 04/01/2052#RA70633.50 %3,832,128 4/1/20523,548,994 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6% 08/01/2055#RJ46956.00 %2,249,211 8/1/20552,322,519 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5% 10/01/2054#RJ26605.00 %757,842 10/1/2054760,255 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5% 06/01/2055#SL31585.00 %26,063 6/1/205526,103 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5.5% 07/01/2055#SL18565.50 %568,143 7/1/2055578,200 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6% 02/01/2055#SL02056.00 %259,128 2/1/2055267,077 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5.5% 04/01/2055#SL08765.50 %1,125,090 4/1/20551,145,251 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6% 06/01/2055#QY46166.00 %148,864 6/1/2055153,518 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6% 12/01/2054#QX12536.00 %32,291 12/1/205433,301 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6.5% 12/01/2054#QX05576.50 %46,029 12/1/205447,785 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2.5% 01/01/2052#RA66232.50 %892,387 1/1/2052766,746 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4% 12/49#RA19064.00 %27,930 12/1/204926,909 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6.5% 09/01/2054#QJ56436.50 %83,518 9/1/205486,890 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 7.5% 06/38#G620317.50 %17,785 6/1/203818,877 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 7% 03/39#G620307.00 %19,321 3/1/203920,501 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 02/01/2053#SD82984.50 %361,964 2/1/2053354,988 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 09/01/2052#SD82454.50 %2,258,645 9/1/20522,215,825 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3% 06/01/2052#SD82203.00 %1,079,976 6/1/2052957,882 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2.5% 05/01/2052#SD82122.50 %464,074 5/1/2052394,240 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6% 10/01/2054#SD73606.00 %468,498 10/1/2054484,939 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6% 10/01/2054#SD67676.00 %574,496 10/1/2054593,669 
FED HOME LOAN MTG CORP - GOLDFHLG 15YR 3% 11/01/2034#SB02223.00 %64,003 11/1/203462,360 
FED HOME LOAN MTG CORP - GOLDFHLG 15YR 3% 01/01/2033#ZS79303.00 %190,898 1/1/2033186,313 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5% 12/01/2041#ZS39415.00 %29,433 12/1/204130,015 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6.0% 09/01/2034#A265866.00 %1,008 9/1/20341,053 
FED HOME LOAN MTG CORP - GOLDFHLG 5.00% 11/33 #A159085.00 %1,294 11/1/20331,319 
FED HOME LOAN MTG CORP - GOLDFHLG 5.00% 11/33 #A159075.00 %1,563 11/1/20331,593 
FED HOME LOAN MTG CORP - GOLDFHLG 5.00% 11/33 #A158525.00 %909 11/1/2033925 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5.0% 07/01/2040#A931015.00 %9,082 7/1/20409,274 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5% 06/01/2040#A924855.00 %12,770 6/1/204013,040 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5% 04/01/2040#A919475.00 %1,361 4/1/20401,390 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5% 07/01/2033#5.00 %154 7/1/2033156 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 7% 11/01/2030#7.00 %610 11/1/2030641 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 6% 08/01/2038#A810396.00 %4,437 8/1/20384,694 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 5.0% 08/01/2035#G080725.00 %15,408 8/1/203515,720 
FED HOME LOAN MTG CORP - GOLDFHLG 5.50% 5/40 #G062095.50 %6,222 5/1/20406,469 
FED HOME LOAN MTG CORP - GOLDFHLG 5.50% 1/40 #G060215.50 %21,094 1/1/204021,934 
FED HOME LOAN MTG CORP - GOLDFHLG 5.50% 12/39 #G060205.50 %11,645 12/1/203912,110 
FED HOME LOAN MTG CORP - GOLDFHLG 5.00% 8/40 #G059585.00 %52,864 8/1/204053,981 
FED HOME LOAN MTG CORP - GOLDFHLG 5.00% 8/40 #G059555.00 %13,551 8/1/204013,837 
FED HOME LOAN MTG CORP - GOLDFHLG 5.50% 2/40 #G059235.50 %39,770 2/1/204041,357 
FED HOME LOAN MTG CORP - GOLDFHLG 5.50% 10/38 #G048145.50 %13,536 10/1/203814,076 
FED HOME LOAN MTG CORP - GOLDFHLG 6.00% 8/38 #G046536.00 %5,253 8/1/20385,563 
FED HOME LOAN MTG CORP - GOLDFHLG 6.00% 12/36 #G024626.00 %15,467 12/1/203616,332 
FED HOME LOAN MTG CORP - GOLDFHLG 5.00% 12/35 #G019745.00 %542 12/1/2035553 
FED HOME LOAN MTG CORP - GOLDFHLG 6.00% 9/35 #G018996.00 %6,336 9/1/20356,648 
FED HOME LOAN MTG CORP - GOLDFHLG 5.00% 11/33 #D863095.00 %2,078 11/1/20332,117 
FED HOME LOAN MTG CORP - GOLDFHLG 6.00% 10/32 #C721286.00 %147 10/1/2032151 
FED HOME LOAN MTG CORP - GOLDFHLG 7.00% 6/32 #C682487.00 %397 6/1/2032421 
FED HOME LOAN MTG CORP - GOLDFHLG 7.00% 6/32 #C682057.00 %265 6/1/2032282 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 7% 04/01/2032#7.00 %119 4/1/2032125 
FED HOME LOAN MTG CORP - GOLDFHLG 6.00% 2/35 #G017776.00 %18,612 2/1/203519,503 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3% 03/01/2053#SL26223.00 %858,398 3/1/2053761,086 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 07/01/2052#RA76563.50 %4,789,908 7/1/20524,456,964 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 04/01/2052#RA70633.50 %2,847,246 4/1/20522,636,879 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2% 12/01/2050#RA41192.00 %1,317,881 12/1/20501,088,182 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2% 09/01/2050#RA34542.00 %511,771 9/1/2050420,973 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2% 08/01/2050#RA34042.00 %4,350,486 8/1/20503,593,583 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2% 07/01/2050#RA30532.00 %499,902 7/1/2050412,147 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 05/01/2052#QE20083.50 %2,552,566 5/1/20522,381,520 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 05/01/2052#QE20013.50 %443,421 5/1/2052410,659 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 04/01/2052#QE07683.50 %680,942 4/1/2052630,631 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4% 11/01/2047#G612204.00 %126,836 11/1/2047123,138 
FED HOME LOAN MTG CORP - GOLDFEDERAL HOME LN MTG 30YR 4.5% 10/46#CC20464.50 %72,528 10/1/204272,681 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 11/01/2045#G604804.50 %116,657 11/1/2045116,537 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 02/45#G600344.50 %84,109 2/1/204584,035 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 02/01/2055#SD85044.50 %414,174 2/1/2055404,510 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 12/01/2052#SD82754.50 %1,027,190 12/1/20521,007,716 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 11/01/2052#SD82664.50 %743,157 11/1/2052729,068 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4% 09/01/2052#SD82444.00 %5,025,513 9/1/20524,793,127 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4% 10/01/2052#SD82564.00 %6,540,739 10/1/20526,234,199 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 05/01/2052#SD82143.50 %2,485,145 5/1/20522,301,531 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 06/52#SD82213.50 %1,541,681 6/1/20521,427,775 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 2.5% 11/01/2050#SD75302.50 %1,329,321 11/1/20501,146,317 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 01/01/2054#SD67064.50 %989,856 1/1/2054969,543 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 07/01/2052#SD31393.50 %834,155 7/1/2052772,524 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 3.5% 08/01/2052#SD15463.50 %831,742 8/1/2052774,968 
FED HOME LOAN MTG CORP - GOLDFHLG 4.5% 7/40 #A927924.50 %44,630 7/1/204044,767 
FED HOME LOAN MTG CORP - GOLDFHLG 6.50% 11/37 #H091176.50 %5,065 11/1/20375,363 
FED HOME LOAN MTG CORP - GOLDFHLG 6.50% 9/37 #H090706.50 %2,150 9/1/20372,280 
FED HOME LOAN MTG CORP - GOLDFHLG 6.50% 9/37 #H090696.50 %5,411 9/1/20375,725 
FED HOME LOAN MTG CORP - GOLDFHLG 20YR 3.5% 10/01/2035#C918533.50 %110,208 10/1/2035108,415 
FED HOME LOAN MTG CORP - GOLDFHLG 20YR 4.0% 10/01/2031#C914024.00 %40,385 10/1/203140,277 
FED HOME LOAN MTG CORP - GOLDFHLG 20YR 6.5% 09/01/2027#C911096.50 %11,332 9/1/202711,456 
FED HOME LOAN MTG CORP - GOLDFHLG 20YR 6.5% 12/01/2026#C910086.50 %288 12/1/2026290 
FED HOME LOAN MTG CORP - GOLDFHLG 15YR 4.5% 06/01/2026#G146944.50 %77 6/1/202677 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 08/01/2044#G079434.50 %177,158 8/1/2044177,028 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 12/01/2043#G076124.50 %33,834 12/1/204333,820 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 07/01/2041#G075044.50 %28,933 7/1/204129,005 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 03/01/2042#G071074.50 %62,016 3/1/204262,170 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 03/01/2044#G076864.50 %47,285 3/1/204447,240 
FED HOME LOAN MTG CORP - GOLDFHLG 30YR 4.5% 05/01/2041#G064474.50 %103,287 5/1/2041103,567 
FED HOME LOAN MTG CORP - GOLDFHLG 6.00% 2/35 #G017776.00 %84,302 2/1/203588,337 
FED HOME LOAN MTG CORP - GOLDFHLG 5.50% 1/35 #G017495.50 %16,565 1/1/203517,190 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT 3.5% 05/15/20433.50 %1,521,189 5/15/20431,438,329 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT X1 CSTR 01/25/20310.95 %8,427,320 1/25/2031304,467 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT VAR 03/25/20261.31 %515,739 3/25/2026563 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT VAR 05/25/20261.32 %194,497 5/25/2026382 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT CSTR 04/25/20270.65 %2,334,772 4/25/202716,916 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT CSTR 06/25/20270.72 %1,991,010 6/25/202715,492 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT CSTR 07/25/20270.56 %5,399,449 7/25/202737,323 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT VAR/.068895% 10/25/20330.07 %40,048,933 10/25/2033269,513 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT X1 CSTR 01/25/20301.51 %4,876,271 1/25/2030252,936 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT 2.5% 04/25/20502.50 %2,433,239 4/25/20502,133,239 
FEDERAL HOME LN MTG MLT CTF GTFHR 2456 CJ 6.5% 6/326.50 %19,758 6/15/203220,644 
FEDERAL HOME LN MTG MLT CTF GTFSPC T-48 1A CSTR 7/334.31 %26,741 7/25/203325,903 
FEDERAL HOME LN MTG MLT CTF GTFSPC T-54 3A 7% 2/437.00 %147,232 2/25/2043155,603 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT 5.0% 02/15/20355.00 %297,174 2/15/2035301,174 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT 4.6% 06/25/20304.60 %493,826 6/25/2030502,507 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT 5.5% 04/15/20265.50 %2,664 4/15/20262,663 
FEDERAL HOME LN MTG MLT CTF GTFSPC T-54 3A 7% 2/437.00 %69,882 2/25/204373,855 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT 2.5% 04/25/20502.50 %2,045,647 4/25/20501,793,434 
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT VAR 03/15/20444.50 %145,617 3/15/2044147,014 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FEDERAL HOME LN MTG MLT CTF GTFEDERAL HOME LN MTG MLT CTF GT VAR 12/15/20434.50 %50,637 12/15/204350,455 
FEDERAL HOME LOAN BANKSFHLB 30YR 4.5% 12/01/2055#RJ55734.50 %925,000 12/1/2055905,729 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA SOFR30A+63.448 12/25/20434.51 %424,099 12/25/2043418,147 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA 7% 10/25/20417.00 %8,271 10/25/20418,510 
FEDERAL NAT MTG ASN GTD REM PAFNW 2002-W6 2A1 + 06/427.00 %37,455 6/25/204237,235 
FEDERAL NAT MTG ASN GTD REM PAFNW 2004-W9 2A1 6.5% 2/446.50 %8,741 2/25/20448,997 
FEDERAL NAT MTG ASN GTD REM PAFNW 2006-W1 1A1 6.5 12/456.50 %7,764 12/25/20457,964 
FEDERAL NAT MTG ASN GTD REM PAFNW 2006-W1 1A4 8% 12/25/458.00 %7,512 12/25/20457,836 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NATL MTG AS GTD RE PTT 2017-90 KA 3% 11/25/20473.00 %180,855 11/25/2047172,618 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA 5.5% 07/25/20375.50 %11,924 7/25/203712,092 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA 6% 04/25/20376.00 %28,408 4/25/203729,429 
FEDERAL NAT MTG ASN GTD REM PAFNW 2006-W1 1A1 6.5 12/456.50 %28,673 12/25/204529,414 
FEDERAL NAT MTG ASN GTD REM PAFNR 2002-33 A1 7% 6/327.00 %23,149 6/25/203223,620 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA 7% 10/25/20417.00 %8,665 10/25/20418,915 
FEDERAL NAT MTG ASN GTD REM PAFNW 2001-W3 A 7% 9/417.00 %11,626 9/25/204111,556 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA SOFR30A+90 10/25/20554.77 %1,899,477 10/25/20551,905,757 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA 25-107 FA SOFR30A+74.57 %1,024,404 8/25/20521,021,123 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 02/25/20444.59 %156,657 2/25/2044154,971 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA 1ML 12/25/20434.59 %246,473 12/25/2043244,243 
FEDERAL NAT MTG ASN GTD REM PAFEDERAL NAT MTG ASN GTD REM PA 4.0% 02/25/20424.00 %32,585 2/25/204232,527 
FEDERAL NAT MTG ASSN GTD MTGFEDERAL NATL 30YR 6.5% 01/01/2055#DC96306.50 %54,104 1/1/205556,172 
FNMA GTD MTG PASS THRU CTFFNMA ARM 4.817% 08/01/2053#8416074.75 %1,380,294 8/1/20531,382,485 
FNMA GTD MTG PASS THRU CTFFNGT 01-T1 A1 7.5 10/407.50 %9,919 10/25/204010,036 
FNMA GTD MTG PASS THRU CTFFNMA 7.00% 8/37 #2568517.00 %10,472 8/1/203711,374 
FNMA GTD MTG PASS THRU CTFFNMA 7.00% 10/37 #2569397.00 %5,932 10/1/20376,442 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 2/38 #3100486.50 %43,099 2/1/203845,957 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 3/33 #5552856.00 %13,632 3/1/203314,186 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.5% #AL41654.50 %205,355 1/1/2031206,431 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 10/01/2032#AL47784.00 %92,999 10/1/203292,691 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 02/01/2041#AL54404.50 %60,740 2/1/204160,905 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.5% #AL58614.50 %28,145 1/1/203128,285 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 02/01/2045#AL71474.50 %65,991 2/1/204565,836 
FNMA GTD MTG PASS THRU CTFFNMA ARM 2.938% 01/01/2045 #AL63776.40 %70,354 1/1/204572,558 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 09/01/2046#AL90116.35 %20,938 9/1/204621,665 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 04/01/2046#AL82676.57 %84,333 4/1/204687,030 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 07/46#AL88164.50 %335,973 9/1/2045335,187 
FNMA GTD MTG PASS THRU CTFFNMA ARM 2.907% 09/01/2044#AT70406.33 %19,671 9/1/204420,350 
FNMA GTD MTG PASS THRU CTFFNR 2002-90 A1 6.5 6/426.50 %53,913 6/25/204255,031 
FNMA GTD MTG PASS THRU CTFFNMA ARM 4.453% 10/01/2033#7256936.35 %20,774 10/1/203321,410 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 3/35 #7354176.50 %24,274 3/1/203525,484 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 3/35 #7355706.50 %14,175 3/1/203514,834 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 6/35 #7453986.00 %4,006 6/1/20354,169 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 06/01/2034#7771336.29 %15,845 6/1/203416,203 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 05/01/2035#8252526.58 %1,335 5/1/20351,370 
FNMA GTD MTG PASS THRU CTFFNMA ARM 4.84% 7/35 #8321006.38 %11,455 7/1/203511,783 
FNMA GTD MTG PASS THRU CTFFNMA ARM 5.04% 7/35 #8349276.19 %14,427 7/1/203514,696 
FNMA GTD MTG PASS THRU CTFFNMA ARM 4.90% 3/36 #8790526.46 %9,063 3/1/20369,318 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 03/01/2052#BF00454.50 %302,635 3/1/2052296,403 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 01/01/2047#BM16874.00 %565,712 1/1/2047548,569 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 10/01/2048#BM48736.36 %378,208 10/1/2048388,724 
FNMA GTD MTG PASS THRU CTFFNMA ARM 2.919% 12/01/2049#BM61812.75 %2,511,989 12/1/20492,437,784 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 12/01/2049#BM62226.28 %212,104 12/1/2049218,397 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 01/01/2049#BM54026.29 %358,923 1/1/2049368,907 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 04/01/2049#BM57503.22 %256,634 4/1/2049261,726 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 04/01/2052#BU89313.50 %726,446 4/1/2052672,773 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 06/01/2052#BW04904.00 %3,687,957 6/1/20523,523,184 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 03/01/2048#CA13904.50 %254,834 3/1/2048253,188 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 07/01/2050#CA63292.50 %4,975,921 7/1/20504,290,902 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 07/01/2050#CA64012.50 %2,558,765 7/1/20502,199,312 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 09/01/2050#CA69022.00 %9,799,180 9/1/20508,060,621 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 01/01/2051#CA84732.00 %2,005,884 1/1/20511,653,137 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 02/01/2051#CA88132.00 %1,988,022 2/1/20511,638,416 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3% 05/01/2052#CB35763.00 %5,916,424 5/1/20525,303,025 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 12/01/2054#FA13794.00 %1,590,705 12/1/20541,514,166 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 01/01/2051#FM75993.50 %4,093,039 1/1/20513,822,604 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 02/01/2051#FM87682.50 %773,116 2/1/2051663,785 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 06/01/2052#FS21403.50 %7,238,186 6/1/20526,735,064 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 3% 09/01/2042#FS37433.00 %3,033,514 9/1/20422,800,533 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.00% 3/36 #8889566.00 %27,730 3/1/203628,578 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 04/01/2038#8894746.50 %23,463 4/1/203824,989 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 08/01/2037#8896335.50 %207,240 8/1/2037214,748 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 7/38 #8897826.50 %17,086 7/1/203818,276 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 9/36 #9957885.50 %71,879 9/1/203674,182 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 11/1/30 #AB17634.00 %139,374 11/1/2030138,927 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.5% 09/01/30#MA05114.50 %148,217 9/1/2030149,014 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.5% 01/01/2031#MA06344.50 %64,616 1/1/203164,997 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 04/01/34#MA18584.00 %285,786 4/1/2034286,235 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 09/01/2034#MA20194.00 %116,118 9/1/2034116,119 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 09/01/2034 #MA20554.00 %227,965 10/1/2034227,539 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 07/01/2035#MA23664.00 %169,595 8/1/2035168,748 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4% 11/01/2035#MA24554.00 %218,828 11/1/2035217,736 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 3.5% 04/37#MA29623.50 %195,770 4/1/2037191,400 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 06/01/2052#3.50 %1,242,330 6/1/20521,150,542 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 05/01/2052#MA46003.50 %3,410,231 5/1/20523,158,268 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 07/01/2052#MA46543.50 %1,062,483 7/1/2052983,982 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 08/01/2052#MA47004.00 %2,068,808 8/1/20521,970,404 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 08/01/2052#MA47014.50 %3,028,505 8/1/20522,971,090 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 09/01/2052#MA47324.00 %2,004,214 9/1/20521,911,536 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 04/01/2053#MA49774.50 %1,039,065 4/1/20531,018,717 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 02/01/2055#MA56124.50 %7,335,370 2/1/20557,164,211 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 8/39 #AD01306.50 %76,377 8/1/203981,554 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 11/34 #AD01636.00 %83,290 11/1/203486,967 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 9/38 #AD01985.50 %60,816 9/1/203863,031 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 4/37 #AD02495.50 %79,316 4/1/203781,903 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 12/39 #AD04945.50 %17,383 8/1/203717,975 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 10/36 #AE00995.50 %43,481 10/1/203644,937 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 02/01/2038#AE02875.50 %35,623 2/1/203836,580 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 12/01/2038#AE05576.92 %88,519 12/1/203891,856 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 04/01/2037#AE06015.50 %52,408 4/1/203754,088 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 05/01/2040#AE05495.50 %7,962 5/1/20408,265 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 8/37 #AE01885.50 %5,603 8/1/20375,800 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 2/38 #AE01055.50 %5,607 2/1/20385,811 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 7/40 #AE00985.50 %19,330 2/1/203820,030 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% #AE08016.00 %36,236 9/1/203938,292 
FNMA GTD MTG PASS THRU CTFFNMA 5.00% 6/40 #AD64385.00 %36,389 6/1/204037,107 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 6/39 #AD05275.50 %19,757 6/1/203920,515 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 10/38 #AD02206.00 %8,387 10/1/20388,841 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 11/52#MA48054.50 %1,518,749 11/1/20521,489,956 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5% 10/01/2052#MA47855.00 %1,081,740 10/1/20521,085,860 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 09/01/2052#MA47324.00 %2,206,991 9/1/20522,104,937 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 08/01/2052#MA47004.00 %132,001 8/1/2052125,722 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 01/01/2052#3.50 %21,679 1/1/205220,158 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 10/01/2050#MA41582.00 %27,972 10/1/205022,843 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 09/01/2047#MA31214.00 %11,170 9/1/204710,783 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 12/01/2048#MA35374.50 %38,698 12/1/204838,387 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 09/01/2048#MA34684.50 %11,916 9/1/204811,828 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 12/01/45#MA24953.50 %139,636 1/1/2046131,545 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 12/01/2045#MA24713.50 %18,287 12/1/204517,255 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.0% 02/37#AB02996.00 %360 2/1/2037378 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 5/39 #9958385.50 %2,613 5/1/20392,712 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 12/01/2032#9956296.50 %7,724 12/1/20328,064 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 8/37 #9950245.50 %22,653 8/1/203723,456 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 8/37 #9950235.50 %1,640 8/1/20371,699 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 3/37 #9950516.00 %39,209 3/1/203741,218 
FNMA GTD MTG PASS THRU CTFFNMA ARM 4.92% 8/38 #9833496.57 %9,596 8/1/20389,979 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 08/01/2038#9814346.58 %6,523 8/1/20386,780 
FNMA GTD MTG PASS THRU CTFFNMA ARM 5.79% 12/37 #9666355.92 %21,792 12/1/203722,266 
FNMA GTD MTG PASS THRU CTFFNMA ARM RFT1Y+188.1 84 5/38#9631176.91 %262 5/1/2038272 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 1/38 #9611815.50 %21,059 1/1/203821,856 
FNMA GTD MTG PASS THRU CTFFNMA ARM RFT1Y+183 8 4/38 #9566796.83 %13,069 4/1/203813,564 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 11/01/2037#9547176.50 %10,176 11/1/203710,889 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 11/01/2037#9533906.50 %256 11/1/2037272 
FNMA GTD MTG PASS THRU CTFFNMA ARM 5.77% 8/37 #9497826.28 %1,442 8/1/20371,488 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 8/38 #9298366.00 %13,577 8/1/203814,369 
FNMA GTD MTG PASS THRU CTFFNMA ARM RFT1Y+178.8 7 5/38 #9084826.79 %1,263 5/1/20381,308 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 12/36 #9059066.50 %3,195 12/1/20363,406 
FNMA GTD MTG PASS THRU CTFFNMA ARM 5.92% 12/36 #9051966.41 %6,428 12/1/20366,680 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 11/36 #9023826.50 %719 11/1/2036767 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 12/36 #9016466.50 %1,259 12/1/20361,335 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 11/37 #8998596.50 %170 11/1/2037181 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 06/01/2040#8902455.50 %47,875 6/1/204049,669 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 10/38 #8899836.00 %4,148 10/1/20384,378 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 08/01/2037#8896335.50 %6,932 8/1/20377,183 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 5/38 #8896245.50 %39,237 5/1/203840,750 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 5/38 #8895796.00 %1,491 5/1/20381,574 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 8/37 #8895655.50 %911 8/1/2037943 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 6/38 #8895885.50 %4,116 6/1/20384,272 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 3/37 #8895066.00 %9,142 3/1/20379,615 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6% 02/01/2037#8893966.00 %4,668 2/1/20374,912 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 10/35 #8893416.50 %12,609 10/1/203513,170 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 12/35 #8888845.50 %55,249 12/1/203557,251 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 1/37 #8886885.50 %23,210 1/1/203724,067 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 12/35 #8884336.00 %4,917 12/1/20355,159 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 3/37 #8882686.00 %10,447 3/1/203711,005 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 01/01/2036#8882235.50 %21,964 1/1/203622,735 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 2/36 #8880866.00 %65,814 2/1/203669,234 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 08/01/2036#8873036.50 %776 8/1/2036827 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 10/01/2055#CC12285.50 %691,484 10/1/2055705,884 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5% 10/01/2055#CC11545.00 %1,041,295 10/1/20551,043,959 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 06/01/2055#CC06036.50 %440,197 6/1/2055459,321 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 10/01/2054#FS95335.50 %922,512 10/1/2054942,588 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5% 09/01/2053#FS88705.00 %3,116,341 9/1/20533,136,002 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 03/01/2054#FS74265.50 %816,560 3/1/2054837,393 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 03/01/2050#FS38714.50 %242,358 3/1/2050241,777 
FNMA GTD MTG PASS THRU CTFFNMA 15YR 3% 02/01/2035#3.00 %65,159 2/1/203563,385 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 04/01/2044#FM21624.00 %177,851 4/1/2044173,898 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6% 02/01/2049#FM10956.00 %213,930 2/1/2049225,310 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 09/01/2054#CB92095.50 %2,538,356 9/1/20542,592,013 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6% 07/01/2054#CB88586.00 %11,541 7/1/205411,936 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6% 06/01/2054#CB87726.00 %973,824 6/1/20541,007,009 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6% 06/01/2054#CB87556.00 %83,267 6/1/205486,117 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5% 08/01/2054#CB89765.00 %592,300 8/1/2054596,222 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5% 10/01/2053#CB72355.00 %1,577,094 10/1/20531,584,086 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 01/01/2052#2.50 %638,860 1/1/2052546,119 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FNMA GTD MTG PASS THRU CTFFNMA 15YR 3% 12/01/2034#CA48853.00 %142,208 12/1/2034138,337 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 12/01/2049#CA48234.00 %8,296 12/1/20497,972 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 11/49#CA45714.00 %25,559 11/1/204924,561 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 05/01/2049#CA35144.50 %60,115 5/1/204959,727 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 10/01/2048#CA24834.50 %94,585 10/1/204894,063 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 03/01/2052#BV41192.50 %292,765 3/1/2052248,710 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 02/01/2055#BU57276.50 %157,512 2/1/2055164,736 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 10/01/2048#BM58114.00 %12,580 10/1/204812,140 
FNMA GTD MTG PASS THRU CTFFNMA 15YR 3.5% 04/01/2034#BM57213.50 %18,316 4/1/203418,102 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 10/01/2047#BM20034.00 %45,486 10/1/204743,909 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 02/01/2048#BH92773.50 %1,006,949 2/1/2048942,935 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5% 12/01/2055#DF76445.00 %476,898 12/1/2055476,218 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 09/01/2054#DC19656.50 %50,494 9/1/205452,420 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 01/01/2036#8490775.50 %15,629 1/1/203616,202 
FNMA GTD MTG PASS THRU CTFFNMA ARM 5.48% 12/35 #8485226.22 %1,543 12/1/20351,578 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 09/01/2035#8327296.47 %7,721 9/1/20357,990 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 12/01/2034#8043955.50 %10,033 12/1/203410,390 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 11/36 #7459506.00 %8,866 11/1/20369,332 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 11/36 #7459465.50 %3,104 11/1/20363,222 
FNMA GTD MTG PASS THRU CTFFNMA ARM 5.99% 8/36 #7457616.45 %6,190 8/1/20366,410 
FNMA GTD MTG PASS THRU CTFFNMA ARM 5.51% 7/36 #7457776.37 %8,934 7/1/20369,188 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 5/36 #7455165.50 %9,270 5/1/20369,614 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 4/36 #7454185.50 %20,127 4/1/203620,870 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 12/35 #7454125.50 %10,153 12/1/203510,502 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 1/36 #7454285.50 %33,600 1/1/203634,812 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 3/36 #7453535.50 %2,149 3/1/20362,227 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 1/36 #7452835.50 %7,470 1/1/20367,741 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 2/36 #7452566.00 %37,393 2/1/203639,196 
FNMA GTD MTG PASS THRU CTFFNMA ARM 3.03% 11/35 #7452166.31 %2,198 11/1/20352,267 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 4/35 #7355026.00 %1,995 4/1/20352,089 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 5/35 #7355005.50 %8,634 5/1/20358,937 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 2/35 #7352285.50 %5,369 2/1/20355,555 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 12/34 #7351156.00 %1,121 12/1/20341,174 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 11/34 #7350616.00 %3,188 11/1/20343,341 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 11/34 #7259465.50 %7,885 11/1/20348,167 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 8/34 #7257046.00 %1,989 8/1/20342,079 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 3/34 #7252296.00 %28,470 3/1/203429,683 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 2/34 #7251626.00 %13,393 2/1/203413,974 
FNMA GTD MTG PASS THRU CTFFNMA ARM 3.27% 1/33 #6770526.13 %2,953 1/1/20333,016 
FNMA GTD MTG PASS THRU CTFFNMA 15YR 3% 09/01/2028#AU66823.00 %57,179 9/1/202856,556 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 01/01/2047#AL97174.00 %34,884 1/1/204733,762 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 08/01/2038#AL69666.50 %6,083 8/1/20386,478 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6% 09/01/2038#AL69656.00 %4,301 9/1/20384,524 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 09/01/2041#AL55905.50 %1,680 9/1/20411,741 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 09/01/2042#AL22804.50 %5,473 9/1/20425,475 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.0% 07/01/2041#AL05465.00 %65,004 7/1/204166,289 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 10/41 #AL08856.50 %12,399 6/1/203913,200 
FNMA GTD MTG PASS THRU CTFFNMA 15YR 3.5% 11/01/2026#AJ53403.50 %4,957 11/1/20264,937 
FNMA GTD MTG PASS THRU CTFFNMA 4.50% 5/41 #AI18884.50 %141,075 5/1/2041141,184 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 11/32 #5459936.00 %2,473 11/1/20322,572 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 7/32 #5457596.50 %11,935 7/1/203212,478 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.5% 03/01/2031#5357616.50 %7,086 3/1/20317,367 
FNMA GTD MTG PASS THRU CTFFNMA 7.00% 9/29 #5113847.00 %145 9/1/2029152 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 4/35 #3577485.50 %2,520 4/1/20352,609 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 11/34 #2554596.00 %2,733 11/1/20342,861 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 12/33 #2549846.00 %3,920 12/1/20334,099 
FNMA GTD MTG PASS THRU CTFFNMA 5.00% 10/33 #2549035.00 %28,980 10/1/203329,474 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 5/37 #1903795.50 %7,487 5/1/20377,765 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6% 09/01/2053#SD39166.00 %888,796 9/1/2053922,902 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5.5% 08/01/2053#SD36305.50 %746,339 8/1/2053762,022 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 12/01/2038#AE05576.92 %22,077 12/1/203822,909 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 9/38 #AD01985.50 %25,306 9/1/203826,227 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 8/37 #AD02176.00 %24,747 8/1/203725,839 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 8/39 #AD01306.50 %4,510 8/1/20394,816 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 01/01/2055#MA55844.50 %5,144,695 1/1/20555,024,652 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 04/01/2053#MA49774.50 %787,019 4/1/2053771,606 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 10/01/2052#MA47844.50 %366,684 10/1/2052359,732 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 09/01/2052#MA47324.00 %417,344 9/1/2052398,046 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 08/01/2052#MA47004.00 %1,183,205 8/1/20521,126,925 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 05/01/2052#MA46003.50 %1,082,662 5/1/20521,002,670 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 06/01/2052#MA46264.00 %952,982 6/1/2052908,736 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3% 03/01/2050#3.00 %4,554,897 3/1/20504,074,544 
FNMA GTD MTG PASS THRU CTFFNMA 20YRS 4.00% 9/31 #MA38944.00 %30,344 9/1/203130,233 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 5% 03/01/2049#MA36175.00 %91,874 3/1/204993,516 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 3.5% 04/37#MA29623.50 %191,661 4/1/2037187,382 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 3.5% 03/01/2037#MA29233.50 %1,066,210 3/1/20371,042,744 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4% 01/01/2037#MA28804.00 %115,934 1/1/2037114,920 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4% 11/01/2035#MA24554.00 %72,691 11/1/203572,329 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 07/01/2035#MA23664.00 %96,580 8/1/203596,098 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 09/01/2034 #MA20554.00 %88,308 10/1/203488,143 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 04/01/34#MA18584.00 %137,280 4/1/2034137,496 
FNMA GTD MTG PASS THRU CTFFNMA FHAL 6% 03/01/2039#AB80536.00 %19,572 3/1/203920,232 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.0% 11/1/30 #AB17634.00 %8,445 11/1/20308,418 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 02/01/2054#FS94434.50 %1,102,544 2/1/20541,079,919 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 07/01/2053#FS77544.00 %1,122,477 7/1/20531,069,871 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 12/01/2053#FS66394.50 %1,052,619 12/1/20531,032,334 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 07/01/2052#FS23433.50 %3,085,260 7/1/20522,878,519 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3% 03/01/2052#FS09803.00 %865,814 3/1/2052775,508 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 02/01/2051#FM87682.50 %602,363 2/1/2051517,179 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 03/01/2051#FM82152.50 %4,922 3/1/20514,254 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 11/01/2050#FM77332.50 %2,761,428 11/1/20502,383,860 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 01/01/2051#FM75993.50 %3,001,253 1/1/20512,802,954 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 02/01/2051#FM59972.00 %690,426 2/1/2051569,011 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 08/01/2050#FM42282.50 %991,435 8/1/2050856,806 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 12/01/2054#FA13794.00 %1,111,577 12/1/20541,058,092 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 10/01/2052#CB48524.50 %582,339 10/1/2052571,299 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 08/01/2052#CB43613.50 %1,292,245 8/1/20521,202,422 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 3.5% 05/01/2052#CB35933.50 %3,783,524 5/1/20523,527,628 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 02/01/2051#CA88132.00 %737,393 2/1/2051607,718 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 01/01/2051#CA84732.00 %1,670,238 1/1/20511,376,516 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 09/01/2050#CA69902.50 %6,316,006 9/1/20505,452,423 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 09/01/2050#CA69252.00 %1,222,319 9/1/20501,005,456 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 07/01/2050#CA64012.50 %921,088 7/1/2050791,694 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2% 07/01/2050#CA63882.00 %2,315,395 7/1/20501,905,324 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 2.5% 07/01/2050#CA62382.50 %3,293,470 7/1/20502,841,098 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 11/01/2048#CA26434.50 %332,166 11/1/2048330,021 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4% 06/01/2052#BW04904.00 %977,575 6/1/2052933,898 
FNMA GTD MTG PASS THRU CTFFNMA ARM 3.359% 10/01/2049#BM61493.33 %440,474 10/1/2049447,696 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 01/43#BM13574.50 %186,631 1/1/2043186,776 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 06/01/2048#BJ92624.50 %669,492 6/1/2048664,750 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 05/01/2035#8252526.58 %1,642 5/1/20351,685 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 6/35 #7453986.00 %29,784 6/1/203530,994 
FNMA GTD MTG PASS THRU CTFFNMA 6.00% 3/34 #7253306.00 %44,349 3/1/203446,239 
FNMA GTD MTG PASS THRU CTFFNMA ARM RFT1Y+159 09/45#AX56286.34 %24,396 9/1/204525,216 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 01/01/2046#AX56556.50 %20,341 1/1/204620,974 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4% 05/01/2032#AX37264.00 %30,899 5/1/203230,784 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 11/01/2044#AX08756.12 %24,007 11/1/204424,817 
FNMA GTD MTG PASS THRU CTFFNMA ARM 2.198% 06/42#AO51356.55 %27,726 6/1/204228,756 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 04/01/2042#AO08246.68 %7,694 4/1/20428,002 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 06/01/2046#AL88404.50 %187,192 6/1/2046187,621 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 02/01/2046#AL91284.50 %74,994 2/1/204675,052 
FNMA GTD MTG PASS THRU CTFFNMA 15YR 3.5% 02/01/2031#AL90633.50 %67,144 2/1/203166,613 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 09/01/2046#AL90116.35 %9,578 9/1/20469,910 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 02/46#AL97814.50 %156,261 2/1/2046156,432 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 01/01/2046#AL78996.45 %40,624 1/1/204641,894 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 4.5% 02/01/2045#AL71474.50 %34,435 2/1/204534,354 
FNMA GTD MTG PASS THRU CTFFNMA ARM 2.181% 04/01/2044#AL62086.46 %17,388 4/1/204418,038 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.5% 12/33 #AL45774.50 %80,265 1/1/203480,795 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6.0% 07/01/2039#AL35986.00 %85,276 7/1/203989,386 
FNMA GTD MTG PASS THRU CTFFNMA 30YR 6% 02/01/2039#AL18496.00 %11,816 2/1/203912,471 
FNMA GTD MTG PASS THRU CTFFNMA 20YR 4.5% 09/01/2031#AI89004.50 %31,731 9/1/203131,933 
FNMA GTD MTG PASS THRU CTFFNMA 5.50% 6/33 #5555315.50 %12,794 6/1/203313,208 
FNMA GTD MTG PASS THRU CTFFNMA 6.50% 2/38 #3100486.50 %4,025 2/1/20384,292 
FNMA GTD MTG PASS THRU CTFFNMA 7.00% 11/37 #2569857.00 %8,699 11/1/20379,456 
FNMA GTD MTG PASS THRU CTFFNGT 01-T1 A1 7.5 10/407.50 %13,226 10/25/204013,381 
FNMA GTD MTG PASS THRU CTFFNMA ARM 0% 07/01/2052#8414632.16 %1,044,442 7/1/2052957,389 
FREDDIE MACFHLM ARM 0% 02/01/2037#1N14336.10 %14,194 2/1/203714,412 
FREDDIE MACFHLM ARM 2.57% 9/35 #1Q01076.58 %2,912 9/1/20353,007 
FREDDIE MACFHLM ARM 2.21% 8/36 #1Q01426.19 %17,133 8/1/203617,455 
FREDDIE MACFHLM ARM 0% 10/01/2045#8498206.38 %28,584 10/1/204529,506 
FREDDIE MACFHLM ARM 2.785% 10/45#8498496.35 %43,728 10/1/204545,153 
FREDDIE MACFHLM ARM 0% 08/01/2042#8492076.52 %24,353 8/1/204225,349 
FREDDIE MACFHLM ARM 3.06% 05/01/2044#8493276.50 %174,377 5/1/2044179,991 
FREDDIE MACFHLM ARM 3.134% 05/44#8493996.47 %93,157 5/1/204496,171 
FREDDIE MACFHLM ARM 0% 01/45#8496256.32 %44,686 1/1/204546,134 
FREDDIE MACFHLM ARM 2.896% 02/01/45#2B37976.62 %99,579 2/1/2045102,503 
FREDDIE MACFHLM ARM 0% 12/01/2045#2B49625.99 %44,973 12/1/204546,374 
FREDDIE MACFHLM ARM 2.822% 07/01/2046#2B54686.36 %235,432 7/1/2046243,120 
FREDDIE MACFHLM ARM 2.756% 05/01/2046#8402866.37 %66,905 5/1/204669,005 
FREDDIE MACFSPC T-51 1A CSTR 9/436.50 %297,643 9/25/2043313,128 
FREDDIE MACFHLM 30YR 4% 04/01/2053#SL13004.00 %3,672,957 4/1/20533,506,559 
FREDDIE MACFHLM 30YR 6.5% 06/01/2055#SL15636.50 %873,466 6/1/2055911,017 
FREDDIE MACFHLM 30YR 6% 05/01/2055#QY17066.00 %533,054 5/1/2055549,595 
FREDDIE MACFHLM 30YR 6.5% 01/01/2055#QX36366.50 %28,089 1/1/205529,237 
FREDDIE MACFHLM 30YR 6.5% 01/01/2055#QX25266.50 %87,599 1/1/205591,126 
FREDDIE MACFHLM ARM 5.78% 2/37 #1Q01966.99 %2,389 2/1/20372,476 
FREDDIE MACFHLM ARM 5.02% 3/36 #1Q00816.38 %3,502 3/1/20363,628 
FREDDIE MACFHLM ARM 4.60% 6/38 #1G28606.48 %10,571 6/1/203810,891 
FREDDIE MACFHLM ARM 5.74% 10/37 #1G22416.37 %9,253 10/1/20379,593 
FREDDIE MACFHLM ARM 0.0% 05/01/2037#1G19216.69 %1,272 5/1/20371,314 
FREDDIE MACFHLM ARM 5.55% 10/36 #1G26036.36 %3,503 10/1/20363,608 
FREDDIE MACFHLM ARM 2.37% 1/36 #1H25816.31 %10,542 1/1/203610,782 
FREDDIE MACFHLM ARM 0.0% 02/01/2037#1G14966.73 %2,065 2/1/20372,127 
FREDDIE MACFHLM ARM 5.93% 12/36 #1G13536.22 %1,033 12/1/20361,073 
FREDDIE MACFHLM ARM 6.01% 11/36 #1G13266.40 %2,107 11/1/20362,193 
FREDDIE MACFHLM ARM 0% 04/01/2037#1G16846.63 %26,984 4/1/203727,760 
FREDDIE MACFHLM ARM 5.98% 10/36 #1H13516.32 %191 10/1/2036195 
FREDDIE MACFHLM ARM 5.21% 2/37 #1J02486.93 %689 2/1/2037713 
FREDDIE MACFHLM ARM RFT1Y+208.3 2/38 #1J08896.96 %9,676 2/1/203810,062 
FREDDIE MACFHLM ARM 0.0% 05/01/2038#8479626.62 %6,690 5/1/20386,913 
FREDDIE MACFHLM ARM 5.90% 1/37 #1B32036.36 %11,226 1/1/203711,595 
FREDDIE MACFHLM ARM 0% 08/01/2046#8404196.35 %58,690 8/1/204660,611 
FREDDIE MACFHLM ARM 0% 08/46#8403806.15 %61,383 8/1/204663,287 
FREDDIE MACFHLM ARM 2.756% 05/01/2046#8402866.37 %32,997 5/1/204634,033 
FREDDIE MACFHLM ARM 0% 12/01/2045#2B49625.99 %33,095 12/1/204534,126 
FREDDIE MACFHLM ARM 2.896% 02/01/45#2B37976.62 %25,963 2/1/204526,726 
FREDDIE MACFHL ARM 2.88% 10/01/44#8495056.29 %48,095 10/1/204449,636 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
FREDDIE MACFHLM ARM 3.06% 05/01/2044#8493276.50 %87,270 5/1/204490,079 
FREDDIE MACFHLM ARM 0% 05/01/2044#8493126.61 %8,815 5/1/20449,096 
FREDDIE MACFHLM ARM 3.078% 04/01/2044#8492786.51 %25,441 4/1/204426,242 
FREDDIE MACFHLM ARM 2.54% 01/01/2042#8492546.68 %19,765 1/1/204220,606 
FREDDIE MACFHLM ARM 0% 11/01/2039#1Q15356.58 %15,156 11/1/203915,643 
FREDDIE MACFHLM ARM 4.69% 9/35 #1G11146.48 %1,534 9/1/20351,580 
FREDDIE MAC STACR REMIC TRUST 2021-DNA1STACR 2025-DNA4 M1 SOFR30A+110 10/25/2045 144A4.97 %113,352 10/25/2045113,405 
FREDDIE MAC STACR REMIC TRUST 2021-DNA1STACR REMIC TRUST 2025-DNA4 A1 SOFR30A+90 10/25/20454.77 %323,750 10/25/2045323,889 
FREDDIE MAC STACR REMIC TRUST 2021-DNA1STACR 2025-DNA3 30YR 0% 09/25/2045#4.97 %572,263 9/25/2045572,650 
FREDDIE MAC STACR REMIC TRUST 2021-DNA1FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+296.82 %162,921 6/25/2042165,793 
FREDDIE MAC STACR REMIC TRUST 2021-DNA1FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+215.97 %712,237 4/25/2043721,920 
FREDDIE MAC STACR REMIC TRUST 2021-DNA1FREDDIE MAC STACR REMIC TRUST 2021-DNA1 M2 SOFR30A5.67 %925,000 11/25/2041931,877 
FREDDIE MAC STACR REMIC TRUST 2024-HQA1FREDDIE MAC STACR REMIC TRUST 25-DNA1 A1 SOFR30A+94.82 %151,250 1/25/2045151,453 
FREDDIE MAC STACR REMIC TRUST 2024-HQA1FREDDIE MAC STACR REMIC TRUST 2024-HQA1 A1 SOFR30A5.12 %991,450 3/25/2044994,549 
GALTON FDG MTG TR 2019-1GALTON FUNDING MORTGAGE TRUST 2019-1 A32 4% 02/25/20594.00 %8,400 2/25/20598,080 
GCAT 2025-NQM1 TRUSTGCAT 2025-NQM1 TRUST 5.373% 11/25/2069 144A5.37 %422,319 11/25/2069426,070 
GNMA IIGNII II 5% 01/01/2056 #TBA5.00 %3,035,000 1/1/20563,027,641 
GNMA IIGNII II 4.50% 7/40 #0047464.50 %21,412 7/20/204021,426 
GNMA IIGNII II 5.00% 2/40 #0046375.00 %5,500 2/20/20405,607 
GNMA IIGNII II 5.00% 11/39 #0045785.00 %130,527 11/20/2039133,060 
GNMA IIGNII II 5% 5/36 #0038505.00 %3,430 5/20/20363,493 
GNMA IIGNII II 5% 1/36 #0038055.00 %2,730 1/20/20362,780 
GNMA IIGNII II 5.00% 12/35 #0037955.00 %3,421 12/20/20353,482 
GNMA IIGNII II 5% 12/34 #0036515.00 %5,119 12/20/20345,208 
GNMA IIGNII II 8.5% 07/20/2026#0022508.50 %42 7/20/202642 
GNMA IIGNII II 4% 04/20/2050#BS97174.00 %10,336 4/20/20509,866 
GNMA IIGNII II 4% 04/20/2050#BS97074.00 %2,431 4/20/20502,318 
GNMA IIGNII II 4% 04/20/2050#BS68334.00 %1,037 4/20/2050989 
GNMA IIGNII II 4% 04/20/2050#BS68324.00 %4,329 4/20/20504,132 
GNMA IIGNII II 4.5% 03/20/2044#MA17624.50 %262,853 3/20/2044262,505 
GNMA IIGNII II 4% 04/20/2050#BS68314.00 %2,975 4/20/20502,840 
GNMA IIGNII II 4% 10/20/2050#MA69344.00 %323,051 10/20/2050310,162 
GNMA IIGNII II 5.5% 03/20/2049#MA58205.50 %6,942 3/20/20497,198 
GNMA IIGNII II 5.5% 02/20/2049#MA57665.50 %95,434 2/20/204998,778 
GNMA IIGNII II 5.5% 12/20/2048#MA56545.50 %24,932 12/20/204825,805 
GNMA IIGNII II 5.5% 03/20/2048#MA50815.50 %16,518 3/20/204817,135 
GNMA IIGNII II 5% 02/20/2048#MA50225.00 %47,514 2/20/204848,500 
GNMA IIGNII II 5% 01/20/2048#MA49655.00 %154,573 1/20/2048157,780 
GNMA IIGNII II 3% 09/20/2047#MA47183.00 %719,679 9/20/2047655,058 
GOVERNMENT NAT MTG AS REMIC PTGOVERNMENT NAT MTG AS REMIC PT SOFR30A+ 06/20/20684.42 %1,547,493 6/20/20681,539,642 
GOVERNMENT NAT MTG AS REMIC PTGNR 2022-H09 FA SOFR30A+67 04/20/20724.59 %1,683,515 4/20/20721,679,461 
GOVERNMENT NAT MTG AS REMIC PTGOVERNMENT NAT MTG AS REMIC PT SOFR30A+75 03/20/20724.67 %2,054,150 3/20/20722,054,751 
GOVERNMENT NAT MTG AS REMIC PTGOVERNMENT NAT MTG AS REMIC PT SOFR30A+97 05/20/20724.89 %663,376 5/20/2072668,089 
GOVERNMENT NAT MTG AS REMIC PTGOVERNMENT NAT MTG AS REMIC PT SOFR30A+75 03/20/20724.67 %947,926 3/20/2072948,203 
GOVERNMENT NAT MTG AS REMIC PTGOVERNMENT NAT MTG AS REMIC PT SOFR30A+85 01/20/20724.77 %1,150,144 1/20/20731,154,174 
GOVERNMENT NAT MTG AS REMIC PTGNR 2022-H09 FA SOFR30A+67 04/20/20724.59 %1,149,546 4/20/20721,146,778 
GOVERNMENT NAT MTG AS REMIC PTGOVERNMENT NAT MTG AS REMIC PT SOFR30A+ 03/20/20724.67 %700,632 3/20/2072700,803 
GOVERNMENT NAT MTG AS REMIC PTGOVERNMENT NAT MTG AS REMIC PT SOFR30A+ 12/20/20714.74 %1,121,861 12/20/20711,124,424 
GOVERNMENT NAT MTG AS REMIC PTGOVERNMENT NAT MTG AS REMIC PT TSFR12M+ 02/20/20684.92 %462,055 2/20/2068463,615 
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PGOVERNMENT NAT MTG ASSN HECM TSFR1M+ 09/20/20694.71 %1,494,907 9/20/20691,493,519 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PGOVERNMENT NAT MTG ASSN HECM TSFR12M+76.513 02/20/20284.83 %302,222 2/20/2068303,326 
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PGOVERNMENT NAT MTG ASSN HECM TSFR12M+96.513 09/20/20285.03 %5,074,892 9/20/20685,108,772 
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PGOVERNMENT NAT MTG ASSN HECM TSFR12M+ 02/20/20695.27 %255,196 2/20/2069257,074 
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PGOVERNMENT NAT MTG AS REMIC PT TSFR12M+117.513 07/20/20695.24 %1,214,170 7/20/20691,228,870 
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PGOVERNMENT NAT MTG ASSN HECM DF TSFR12M+73.513 07/20/20684.60 %273,463 7/20/2068274,388 
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PGOVERNMENT NAT MTG ASSN HECM TSFR12M+79.513 05/20/20684.56 %266,112 5/20/2068265,836 
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PGOVERNMENT NAT MTG ASSN HECM TSFR12M+ 11/20/20664.59 %388,839 11/20/2066390,925 
GOVERNMENT NATL MORTGAGE ASSOCGINNIE MAE I POOL 30YR 5.5% 09/45#7846535.50 %86,513 9/15/204588,986 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 3.5% 03/43 #AD88253.50 %71,463 3/20/204367,588 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 5.5% 09/20/2054#MA99065.50 %1,152,249 9/20/20541,166,060 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 4% 04/20/2050#BU21574.00 %7,426 4/20/20507,083 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 4% 04/20/2050#BU21564.00 %9,809 4/20/20509,362 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 4% 04/20/2050#BT29834.00 %4,904 4/20/20504,681 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 4% 04/20/2050#BT29824.00 %4,120 4/20/20503,930 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 4% 03/48#BE68234.00 %12,026 3/20/204811,523 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 4% 10/20/2052#MA83464.00 %524,709 10/20/2052500,044 
GOVERNMENT NATL MORTGAGE ASSOCGNMA II 3.5% 07/20/2052#MA81493.50 %1,727,530 7/20/20521,590,684 
GS MTG SECS TR 2017-GS6GS MTG SECS TR 2017-GS6 3.433% 05/10/20503.43 %720,000 5/10/2050711,966 
GS MTG-BACKED SECS TR 2014-EB1A 2A1 CSTR 07/25/204GS MTG-BACKED SECS TR 2014-EB1A 2A1 CSTR 07/25/2045.76 %2,056 7/25/20442,056 
HILT COMMERCIAL MORTGAGE TRUST 2024-ORLHILT COMMERCIAL MORTGAGE TRUST 2024-ORL B TSFR1M+15.69 %765,000 5/15/2037766,418 
HOMES 2025-NQM2 TRUSTHOMES 2025-NQM2 TRUST 5.425% 02/25/2070 144A5.43 %354,697 2/25/2070357,764 
HOMES 2025-NQM4 TRUSTHOMES 25-NQM4 A1 TRUST 5.22% 08/25/2070 144A5.22 %517,335 8/25/2070519,942 
HYT COMMERCIAL MORTGAGE TRUST 2024-RGCYHYT COMMERCIAL MORTGAGE TRUST 2024-RGCY TSFR1M+1845.59 %525,000 9/15/2041525,979 
ILLINOIS STIL ST TAXMUNI 5.1% 6/01/335.10 %1,875,980 6/1/20331,922,635 
ILLINOIS STIL ST TAXMUNI 5.1% 6/01/335.10 %2,098,480 6/1/20332,150,669 
IMPERIAL FUND MORTGAGE TRUST 2021-NQM2IMPERIAL FUND MORTGAGE TRUST 1.516% 09/25/2056 1441.52 %157,617 9/25/2056135,927 
IMPERIAL FUND MORTGAGE TRUST 2022-NQM4IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 A1 4.767% 05.77 %483,226 6/25/2067483,981 
J P MORGAN MTG TR 2025-DSC1JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1 A1 VAR 05.58 %802,480 9/25/2065811,301 
JP MORGAN CHASE COMMERCIAL MORTGAGE SECUJP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU2.85 %580,000 9/6/2038572,036 
JP MORGAN MORTGAGE TRUST 2025-DSC2JP MORGAN MORTGAGE TRUST 2025-DSC2 5.195% 10/25/20655.20 %368,668 10/25/2065370,892 
JP MORGAN MORTGAGE TRUST SERIES 2025-NQMJP MORGAN MORTGAGE TRUST SERIES 2025-NQM3 5.495% 15.50 %270,655 11/25/2065273,234 
LSTAR COML MTG TR 2017-5LSTAR COML MTG TR 2017-5 4.021% 03/10/2050 144A4.02 %1,500,000 3/10/20501,461,971 
MED COML MTG TR 2024-MOBMED COML MTG TR 2024-MOB A TSFR1M+159.151 05/15/20415.34 %380,000 5/15/2041378,585 
METLIFE SECURITIZATION TR 2017-1METLIFE SECURITIZATION TR 2017-1 3% 04/25/2055 1443.00 %203,521 4/25/2055196,875 
MFA 2023-INV2 TRUSTMFA 2023-INV2 TRUST STEP 10/25/2058 144A7.18 %423,113 10/25/2058427,665 
MFA 2025-NQM4 TRUSTMFA 2025-NQM4 TRUST 5.54% 08/25/2070 144A5.07 %1,466,806 8/25/20701,465,557 
MORGAN STANLEY BK AMER TR 2025-C35MORGAN STANLEY BK AMER TR 2025-C35 4.609% 08/15/20584.61 %95,499 8/15/205896,214 
MORGAN STANLEY CAPITAL IMORGAN STANLEY CAPITAL I 2.782% 08/15/20492.78 %1,290,000 8/15/20491,276,496 
MORGAN STANLEY RESIDENTIAL MORTGAGE LOANMORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025.44 %115,925 7/25/2070116,926 
NEW JERSEY ST TPK AUTH TPK REVNEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-7.10 %500,000 1/1/2041584,200 
NEW JERSEY ST TPK AUTH TPK REVNEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TA7.41 %125,000 1/1/2040149,818 
NEW JERSEY ST TPK AUTH TPK REVNEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-7.10 %1,275,000 1/1/20411,489,709 
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 A2 55.60 %1,063,805 7/25/20651,075,925 
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 A1 55.35 %531,902 7/25/2065536,196 
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 5.265.26 %300,000 10/26/2065300,430 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
NEW RESIDENTIAL MTG LN TR 2025-NQM6NRZT 2025-NQM6 VAR 10/25/2065 144A5.08 %1,255,000 10/25/20651,256,952 
OBX 2019-EXP3 TROBX 2019-EXP3 TR 2A1 2.7775% 10/25/2059 144A4.75 %63,864 10/25/205963,788 
OBX 2021-NQM1 TROBX 2021-NQM1 A3 TR 1.329% 02/25/2066 144A1.33 %447,673 2/25/2066393,734 
OBX 2025-NQM15 TRUSTOBX 2025-NQM15 TRUST 5.4927% 07/27/2065 144A5.02 %249,163 7/27/2065248,951 
OBX 2025-NQM15 TRUSTOBX 2025-NQM15 TRUST 5.143% 07/27/2065 144A5.14 %239,761 7/27/2065240,726 
OSS 2024-H6 MTG TROSS 2024-H6 MTG TR 5.383% 09/25/2069 144A5.38 %957,218 9/25/2069960,672 
RCKT MORTGAGE TRUST 2024-CES9RCKT MORTGAGE TRUST 2024-CES9 STEP 12/25/2044 144A5.58 %102,417 12/25/2044103,479 
SANTANDER MORTGAGE ASSET RECEIVABLE TRUSSANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM5.14 %245,396 11/25/2065245,953 
SDR COMMERCIAL MORTGAGE TRUST 2024-DSNYSDR COMMERCIAL MORTGAGE TRUST 2024-DSNY TSFR1M+1745.49 %635,000 5/15/2039633,413 
SEASONED CREDIT RISK TRANSFER TRUST SERISEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-14.50 %254,996 6/25/2057249,556 
SEMT 2018-CH2 A3 4% 06/48SEQUOIA MTG TR 2018-CH2 A3 4% 06/25/2048 144A4.00 %32,621 6/25/204830,336 
SEQUOIA MTG TR 2018-CH3SEQUOIA MTG TR 2018-CH3 4.5% 08/25/2048 144A4.50 %737 8/25/2048733 
SG RESIDENTIAL MTG TR 2025-1SG RESIDENTIAL MTG TR 2025-1 A2 5.25% 12/25/2065 15.25 %135,000 12/25/2065135,185 
SG RESIDENTIAL MTG TR 2025-1SG RESIDENTIAL MTG TR 2025-1 A1 VAR 12/25/2065 1445.10 %380,000 12/25/2065380,525 
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 1.162%1.16 %736,342 8/25/2056662,013 
TOORAK MORTGAGE CORP 2018-1 LTDTOORAK MORTGAGE CORP 2018-1 LTD 1.562% 07/25/20561.56 %254,322 7/25/2056233,075 
TOWD POINT MORTGAGE TRUST 2019-HY3TOWD POINT MORTGAGE TRUST 2019-HY3 M1 TSFR1M+161.45.35 %260,000 10/25/2059264,375 
TX TR 2024-HOUTX TR 2024-HOU B TSFR1M+209.066 06/15/2029 144A5.84 %835,000 6/15/2039835,988 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.625% 11/15/20454.63 %1,321,000 11/15/20451,290,865 
UNITED STATES TREASURY BONDUSTN TII 2.375% 02/15/20552.38 %552,000 2/15/2055540,865 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.625% 11/15/20444.63 %3,053,000 11/15/20442,991,702 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.5% 11/15/20544.50 %1,494,000 11/15/20541,409,145 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.125% 08/15/20444.13 %4,769,000 8/15/20444,376,862 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.5% 02/15/20444.50 %632,000 2/15/2044611,411 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.125% 08/15/20534.13 %5,331,000 8/15/20534,719,184 
UNITED STATES TREASURY BONDUSTN TII 1.5% 02/15/20531.50 %1,276,000 2/15/20531,090,934 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 3.375% 08/15/20423.38 %1,430,000 8/15/20421,208,350 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 3% 08/15/20523.00 %1,056,000 8/15/2052756,319 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 2.875% 05/15/20522.88 %600,000 5/15/2052419,250 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.625% 11/15/20454.63 %3,945,000 11/15/20453,855,005 
UNITED STATES TREASURY BONDUSTN TII 2.375% 02/15/20552.38 %513,000 2/15/2055502,652 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.25% 08/15/20544.25 %1,284,000 8/15/20541,160,917 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 4.125% 08/15/20534.13 %1,955,000 8/15/20531,730,633 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 3.625% 05/15/20533.63 %3,094,000 5/15/20532,502,877 
UNITED STATES TREASURY BONDUSTN TII 1.5% 02/15/20531.50 %1,898,000 2/15/20531,622,721 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 3% 08/15/20523.00 %4,212,000 8/15/20523,016,680 
UNITED STATES TREASURY BONDUNITED STATES TREASURY BOND 2.875% 05/15/20522.88 %1,888,000 5/15/20521,319,240 
UST NOTESUST NOTES 3.375% 11/30/20273.38 %12,890,000 11/30/202712,865,328 
UST NOTESUST NOTES 3.5% 10/31/20273.50 %35,255,000 10/31/202735,263,263 
UST NOTESUST NOTES 3.5% 09/30/20273.50 %4,940,000 9/30/20274,940,965 
UST NOTESUST NOTES 3.625% 08/31/20273.63 %38,550,000 8/31/202738,635,834 
UST NOTESUST NOTES 3.875% 07/15/20283.88 %8,405,000 7/15/20288,475,917 
UST NOTESUSTN TII 1.625% 04/15/20301.63 %2,855,000 4/15/20302,935,464 
UST NOTESUST NOTES 4.25% 01/15/20284.25 %3,610,000 1/15/20283,663,163 
UST NOTESUST NOTES 3.875% 09/30/20323.88 %2,452,000 9/30/20322,444,433 
UST NOTESUST NOTES 4% 07/31/20324.00 %809,000 7/31/2032813,235 
UST NOTESUST NOTES 4.25% 05/15/20354.25 %4,309,000 5/15/20354,344,684 
UST NOTESUST NOTES 3.625% 09/30/20303.63 %2,191,000 9/30/20302,182,527 
UST NOTESUST NOTES 4.75% 02/15/20454.75 %4,313,000 2/15/20454,291,098 
VERUS SECURITIZATION TR 2025-3VERUS SECURITIZATION TR 2025-3 A1 VAR 05/25/2070 5.62 %295,342 5/25/2070298,724 
VERUS SECURITIZATION TRUST 2021VERUS SECURITIZATION TRUST 2021 1.437% 06/25/20661.44 %581,126 6/25/2066517,165 
VERUS SECURITIZATION TRUST 2023-8VERUS SECURITIZATION TRUST 2023-8 6.6642% 12/25/20686.66 %446,110 12/25/2068451,524 
VERUS SECURITIZATION TRUST 2025-7VERUS SECURITIZATION TRUST 2025-7 A1F 5.53601% 08/25/20705.07 %656,634 8/25/2070656,632 
VERUS SECURITIZATION TRUST 23-6VERUS SECURITIZATION TRUST 23-6 6.939% 09/25/20686.94 %235,354 9/25/2068237,635 
 (c) Description of Investment
(a)(b) Identity of Issue, Borrower, Lessor, or Similar Party Description of Investment Rate of Interest Number of Units, Shares, or Face Amount Maturity(e) Current Value
WSTN TRUST 2023-MAUIWSTN TRUST 2023-MAUI VAR 07/05/2037 144A7.02 %920,000 7/5/2037934,875 
 TOTAL INVESTMENTS $12,598,187,281 


* Indicates party-in-interest
VR: Variable Rate
Column (d) cost, has been omitted, as all investments are participant directed