# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-053253
**Filing Date:** 2026-5
**Character Count:** 544244
**Document Hash:** c5e8f73ca724ecf8ac6de723e31ee110
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053253.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053253

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 261024822

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Select Bond Portfolio (Series ID: S000000047)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000000082 | Select Bond Portfolio |  |

## Nport-Ex

Select Bond Portfolio

SCHEDULE OF INVESTMENTS

**March 31, 2026 (unaudited)** 

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Basic Materials (0.6%)** |  |  |
|  Anglo American Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 3/19/31 144A | 1985000 | 1962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 3/21/33 144A | 1985000 | 1954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 3/19/36 144A | 1985000 | 1941 |
|  Eastman Chemical Co.<br>4.500%, 2/20/31 | 2421000 | 2367 |
|  Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 7/1/31 144A | 2664000 | 2663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 7/1/33 144A | 2471000 | 2474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.508%, 4/1/36 144A | 1812000 | 1816 |
|  SNF Group SACA<br>5.626%, 3/31/31 144A | 2940000 | 2975 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **18152** |
|  **Communications (3.6%)** |  |  |
|  Airbnb, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 3/16/29 | 2910000 | 2906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 3/16/31 | 1782000 | 1778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 3/16/36 | 992000 | 993 |
|  Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 2/15/29 | 2910000 | 2885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.100%, 2/15/31 | 3115000 | 3093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/15/32 | 1197000 | 1190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 2/15/33 | 2890000 | 2854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 11/15/35 | 2793000 | 2759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 2/15/36 | 3303000 | 3289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 5/15/55 | 1327000 | 1253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 5/15/65 | 1327000 | 1228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 11/15/55 | 619000 | 599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 2/15/56 | 2425000 | 2417 |
|  Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 3/13/28 | 3883000 | 3871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 11/20/28 | 906000 | 902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/13/29 | 3883000 | 3863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.100%, 11/20/30 | 906000 | 895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 3/13/31 | 3567000 | 3541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 3/20/33 | 1381000 | 1356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 3/13/33 | 2067000 | 2047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 11/20/35 | 2236000 | 2193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 3/13/36 | 2894000 | 2868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 11/20/65 | 1042000 | 985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 3/13/46 | 1489000 | 1484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 3/13/56 | 905000 | 904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 3/13/66 | 492000 | 494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.050%, 3/13/76 | 1075000 | 1069 |
|  AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 6/1/41 | 882000 | 684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 9/15/53 | 1083000 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 9/15/55 | 1664000 | 1082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 9/15/59 | 865000 | 561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 12/1/57 | 1204000 | 813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 4/30/31 | 2683000 | 2656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 11/1/45 | 811000 | 768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 4/30/46 | 962000 | 937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 4/30/56 | 1388000 | 1358 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Communications continued** |  |  |
|  Charter Communications Operating LLC / Charter Communications Operating Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 6/1/41 | 475000 | 333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 3/1/42 | 2319000 | 1587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 6/1/52 | 1850000 | 1178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 4/1/53 | 1135000 | 890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 4/1/63 | 483000 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 12/1/35 | 734000 | 722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 12/1/55 | 801000 | 765 |
|  Cisco Systems, Inc.<br>5.500%, 2/24/55 | 470000 | 456 |
|  Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.987%, 11/1/63 | 1033000 | 547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.049%, 11/1/52 | 890000 | 638 |
|  MercadoLibre, Inc.<br>4.900%, 1/15/33 | 805000 | 781 |
|  Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/35 | 1238000 | 1215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 8/15/54 | 691000 | 626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/15/45 | 799000 | 756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 8/15/64 | 342000 | 307 |
|  Orange SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 1/13/29 144A | 1819000 | 1801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 1/13/31 144A | 2679000 | 2628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 1/13/33 144A | 2882000 | 2850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/13/36 144A | 1682000 | 1652 |
|  Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 1/15/31 | 2426000 | 2372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 9/15/34 | 2371000 | 2321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 9/15/35 | 1617000 | 1569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 9/15/54 | 2133000 | 1964 |
|  Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.987%, 10/30/56 | 1384000 | 812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 11/30/45 | 1085000 | 1057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/30/55 | 2145000 | 2086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/30/65 | 2144000 | 2077 |
|  The Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 3/14/29 | 2225000 | 2200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/14/31 | 2476000 | 2438 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **102286** |
|  **Consumer, Cyclical (1.4%)** |  |  |
|  Delta Air Lines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 7/10/28 | 3745000 | 3759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 7/10/30 | 4213000 | 4241 |
|  Delta Air Lines, Inc./SkyMiles IP, Ltd.<br>4.750%, 10/20/28 144A | 2780250 | 2776 |
|  Dick's Sporting Goods, Inc.<br>4.100%, 1/15/52 | 1884000 | 1334 |
|  Ford Motor Credit Co. LLC<br>2.900%, 2/10/29 | 4568000 | 4272 |
|  General Motors Financial Co., Inc.<br>2.700%, 6/10/31 | 2558000 | 2295 |
|  The Home Depot, Inc.<br>3.625%, 4/15/52 | 898000 | 641 |

---

**1** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Consumer, Cyclical continued** |  |  |
|  Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/18/30 144A | 1213000 | 1193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 4/6/29 144A | 2230000 | 2230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/7/31 144A | 1657000 | 1658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 3/27/30 144A | 1377000 | 1392 |
|  Lowe's Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 4/1/51 | 1116000 | 758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 3/15/31 | 2169000 | 2129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 4/1/52 | 2056000 | 1576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 10/15/35 | 2019000 | 1966 |
|  McDonald's Corp.<br>6.300%, 3/1/38 | 1408000 | 1535 |
|  Southwest Airlines Co.<br>5.250%, 11/15/35 | 883000 | 829 |
|  United Airlines Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 3/1/29 | 3361000 | 3287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 3/1/31 | 1680000 | 1645 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **39516** |
|  **Consumer, Non-cyclical (4.2%)** |  |  |
|  AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 11/21/29 | 3434000 | 3311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 11/21/39 | 976000 | 857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 3/15/31 | 1929000 | 1901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 11/21/49 | 3388000 | 2750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 3/15/33 | 3298000 | 3238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 5/14/46 | 412000 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 3/15/36 | 2473000 | 2426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 3/15/27 | 2329000 | 2341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 3/15/34 | 1341000 | 1361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 3/15/35 | 1121000 | 1141 |
|  Alcon Finance Corp.<br>5.375%, 12/6/32 144A | 2809000 | 2876 |
|  Altria Group, Inc.<br>3.875%, 9/16/46 | 760000 | 557 |
|  Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 2/19/36 | 3441000 | 3381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 2/19/46 | 495000 | 475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 3/2/43 | 1343000 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 2/19/56 | 1850000 | 1793 |
|  Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.<br>4.700%, 2/1/36 | 4843000 | 4717 |
|  Anheuser-Busch InBev Worldwide, Inc.<br>5.450%, 1/23/39 | 940000 | 955 |
|  AstraZeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/2/31 | 1938000 | 1904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 3/2/33 | 1237000 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 3/2/36 | 1650000 | 1617 |
|  BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.540%, 8/15/47 | 1951000 | 1584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 8/15/55 | 1382000 | 1398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.081%, 8/2/53 | 510000 | 563 |
|  Bunge, Ltd. Finance Corp.<br>5.150%, 8/4/35 | 2414000 | 2404 |
|  CVS Health Corp.<br>5.050%, 3/25/48 | 2442000 | 2095 |
|  Eli Lilly & Co.<br>4.600%, 8/14/34 | 1298000 | 1285 |
|  Gilead Sciences, Inc.<br>4.000%, 9/1/36 | 941000 | 868 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Consumer, Non-cyclical continued** |  |  |
|  HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 6/15/49 | 1197000 | 1056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 6/1/53 | 699000 | 666 |
|  Imperial Brands Finance PLC<br>5.625%, 7/1/35 144A | 1914000 | 1930 |
|  JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 5/15/32 | 1819000 | 1616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 1/15/32 | 2447000 | 2267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 4/1/33 | 601000 | 620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 4/15/66 | 485000 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 5/10/57 144A | 1202000 | 1200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/1/52 | 1270000 | 1286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 11/15/53 | 1944000 | 2139 |
|  Johnson & Johnson<br>3.625%, 3/3/37 | 2803000 | 2518 |
|  Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.100%, 3/16/29 | 1455000 | 1453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 3/18/31 | 1958000 | 1958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 3/18/33 | 2752000 | 2740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 11/5/35 | 2812000 | 2755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 3/18/36 | 4087000 | 4077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 3/18/46 | 578000 | 579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 3/18/56 | 463000 | 466 |
|  Pfizer Investment Enterprises Pte., Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 5/19/33 | 1322000 | 1317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 5/19/53 | 479000 | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.340%, 5/19/63 | 485000 | 441 |
|  Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 11/15/30 | 2673000 | 2654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/35 | 3679000 | 3642 |
|  Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 4/28/28 | 4078000 | 4071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 4/30/30 | 3452000 | 3434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 4/30/35 | 3660000 | 3603 |
|  Roche Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.075%, 12/2/30 144A | 1805000 | 1783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.374%, 12/2/32 144A | 1223000 | 1206 |
|  Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 9/2/30 | 958000 | 863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 9/2/40 | 479000 | 363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 9/2/50 | 2186000 | 1475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 9/25/35 | 977000 | 964 |
|  Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.215%, 2/12/31 | 2225000 | 2202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 6/15/33 | 1164000 | 1150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.902%, 2/12/36 | 1652000 | 1640 |
|  UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 5/15/41 | 432000 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 7/15/44 | 1126000 | 1087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 7/15/54 | 1865000 | 1777 |
|  Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 3/15/31 | 1453000 | 1429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 3/15/36 | 2906000 | 2839 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **119195** |
|  **Energy (1.4%)** |  |  |
|  Aker BP ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 10/30/35 144A | 2250000 | 2188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 10/1/54 144A | 922000 | 843 |

---

**2** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Energy continued** |  |  |
|  Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 6/15/31 | 2429000 | 2397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 6/15/33 | 1239000 | 1219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 6/15/36 | 2065000 | 2027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 6/15/56 | 1197000 | 1171 |
|  Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 3/27/31 | 2664000 | 2675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 3/27/36 | 1982000 | 1999 |
|  Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 7/1/29 | 2349000 | 2400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 4/15/47 | 940000 | 829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 5/15/54 | 1885000 | 1768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 2/1/29 144A | 1704000 | 1717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.050%, 9/1/54 | 945000 | 900 |
|  Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/3/30 | 801000 | 805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 11/14/35 | 1842000 | 1814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 6/3/35 | 806000 | 821 |
|  Galaxy Pipeline Assets Bidco, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.160%, 3/31/34 144A | 1321760 | 1173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 3/31/36 144A | 1280000 | 1089 |
|  MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 4/1/36 | 1652000 | 1628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.100%, 4/1/56 | 784000 | 762 |
|  ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 10/15/35 | 485000 | 482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 11/1/54 | 2013000 | 1837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 10/15/55 | 1207000 | 1183 |
|  Saudi Arabian Oil Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 7/17/54 144A | 675000 | 620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 6/2/55 144A | 1706000 | 1695 |
|  TotalEnergies Capital USA LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.569%, 1/13/33 | 809000 | 801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.857%, 1/13/36 | 2041000 | 2010 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **38853** |
|  **Financial (9.4%)** |  |  |
|  Agree LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 6/15/33 | 392000 | 333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 10/1/32 | 864000 | 856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 6/15/35 | 1406000 | 1443 |
|  American Express Co.<br>4.456%, (US SOFR plus 0.867%), 2/10/32 α | 2511000 | 2485 |
|  American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 4/15/32 | 1585000 | 1463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 4/15/52 | 710000 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 6/15/30 | 1210000 | 1214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 3/15/35 | 407000 | 401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 7/15/34 | 956000 | 956 |
|  Aon North America, Inc.<br>5.750%, 3/1/54 | 972000 | 937 |
|  Apollo Global Management, Inc.<br>5.700%, 3/30/36 | 2298000 | 2300 |
|  Ares Management Corp.<br>5.600%, 10/11/54 | 1402000 | 1235 |
|  Banco Bilbao Vizcaya Argentaria SA<br>5.127%, 3/3/36 | 2800000 | 2724 |
|  Bank of Montreal<br>4.439%, (US SOFR plus 0.970%), 1/14/32 α | 2638000 | 2597 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  The Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.026%, (US SOFR plus 0.634%), 1/22/30 α | 2205000 | 2183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.942%, (US SOFR plus 0.887%), 2/11/31 α | 474000 | 480 |
|  Barclays PLC<br>5.207%, (US SOFR plus 1.506%), 2/24/37 α | 2095000 | 2028 |
|  Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 8/16/31 | 1516000 | 1349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 2/15/33 | 664000 | 652 |
|  Brookfield Asset Management, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.653%, 11/15/30 | 1014000 | 1005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.298%, 1/15/36 | 1608000 | 1571 |
|  CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 1/15/33 | 2370000 | 2337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 6/15/35 | 736000 | 743 |
|  The Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.343%, (US SOFR plus 0.940%), 11/14/31 α | 2398000 | 2371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.914%, (US SOFR plus 1.230%), 11/14/36 α | 1307000 | 1270 |
|  Citizens Bank NA<br>4.192%, (US SOFR plus 0.700%), 1/29/29 α | 3510000 | 3488 |
|  Equinix Europe 2 Financing Corp. LLC<br>4.600%, 11/15/30 | 1870000 | 1853 |
|  Essex Portfolio LP<br>2.550%, 6/15/31 | 818000 | 733 |
|  FIBRA Prologis |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/26/35 144A | 1481000 | 1431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 1/14/38 144A | 1499000 | 1426 |
|  Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.566%, (US SOFR plus 0.950%), 4/29/32 α | 2203000 | 2160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.141%, (US SOFR plus 1.240%), 1/29/37 α | 1636000 | 1594 |
|  GABX Leasing LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 4/15/31 144A | 1456000 | 1435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 4/15/36 144A | 1942000 | 1906 |
|  The Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.148%, (US SOFR plus 0.710%), 1/21/29 α | 9578000 | 9519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.153%, (US SOFR plus 0.900%), 10/21/29 α | 5981000 | 5925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.369%, (US SOFR plus 1.060%), 10/21/31 α | 4022000 | 3944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.516%, (US SOFR plus 0.960%), 1/21/32 α | 3886000 | 3827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.939%, (US SOFR plus 1.330%), 10/21/36 α | 2744000 | 2657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.049%, (US SOFR plus 1.210%), 7/23/30 α | 1447000 | 1464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.065%, (US SOFR plus 1.190%), 1/21/37 α | 3283000 | 3210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.207%, (US SOFR plus 1.078%), 1/28/31 α | 3700000 | 3759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.218%, (US SOFR plus 1.580%), 4/23/31 α | 4749000 | 4829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.330%, (US SOFR plus 1.550%), 7/23/35 α | 2878000 | 2888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.387%, (US Treasury Yield Curve Rate T Note Constant Maturity 5 year plus 1.180%), 2/2/41 α | 1436000 | 1387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.541%, (US SOFR plus 1.320%), 1/21/47 α | 981000 | 935 |
|  Grand River Funding Trust I<br>6.311%, 2/15/36 144A | 1334000 | 1346 |
|  Grand River Funding Trust II<br>7.280%, 2/15/56 144A | 1568000 | 1640 |
|  HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.675%, (US SOFR plus 1.210%), 3/10/32 α | 3148000 | 3106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.279%, (US SOFR plus 1.550%), 3/10/37 α | 2355000 | 2313 |

---

**3** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.803%, (US SOFR Index plus 1.260%), 3/23/32 α | 1990000 | 1978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.420%, (US SOFR Index plus 1.610%), 3/23/37 α | 1701000 | 1696 |
|  Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 8/15/31 | 273000 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 4/15/32 | 1578000 | 1481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 1/15/33 | 783000 | 765 |
|  Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 3/1/35 | 1262000 | 1236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 2/1/36 | 1450000 | 1465 |
|  Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.241%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.600%), 2/10/30 α | 3436000 | 3399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.668%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.820%), 2/10/47 α | 2917000 | 2838 |
|  LSEG US Fin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 3/23/29 144A | 2475000 | 2457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/23/31 144A | 2474000 | 2443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 3/23/36 144A | 1458000 | 1444 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.505%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.800%), 1/14/32 α | 2497000 | 2461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.057%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.900%), 1/14/37 α | 2665000 | 2618 |
|  Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.133%, (US SOFR plus 0.913%), 10/18/29 α | 5129000 | 5070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.238%, (US SOFR plus 0.800%), 1/9/30 α | 970000 | 960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.493%, (US SOFR plus 0.950%), 1/16/32 α | 4610000 | 4533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.708%, (US SOFR plus 1.195%), 3/12/32 α | 5825000 | 5786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.892%, (US SOFR plus 1.314%), 10/22/36 α | 1432000 | 1384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.073%, (US SOFR plus 1.184%), 1/30/37 α | 2948000 | 2888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.314%, (US Treasury Yield Curve Rate T Note Constant Maturity 5 year plus 1.170%), 1/18/41 α | 981000 | 947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.900%, (US SOFR plus 1.782%), 3/13/47 α | 2645000 | 2633 |
|  Morgan Stanley Private Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.204%, (US SOFR plus 0.780%), 11/17/28 α | 4773000 | 4756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.213%, (US SOFR plus 0.762%), 2/8/30 α | 5635000 | 5578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.465%, (US SOFR plus 1.020%), 11/19/31 α | 11000000 | 10829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.466%, (US SOFR plus 0.770%), 7/6/28 α | 2927000 | 2927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.734%, (US SOFR plus 1.080%), 7/18/31 α | 6646000 | 6625 |
|  NatWest Group PLC<br>5.908%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.300%), 3/3/47 α | 1700000 | 1656 |
|  Nippon Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.748%, 4/2/31 144A | 2710000 | 2717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.046%, 4/2/33 144A | 1693000 | 1695 |
|  PNC Bank NA<br>4.429%, (US SOFR plus 0.727%), 7/21/28 α | 3869000 | 3868 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  The PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.075%, (US SOFR plus 0.610%), 1/26/29 α | 3831000 | 3811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.812%, (US SOFR plus 1.259%), 10/21/32 α | 2148000 | 2141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.373%, (US SOFR plus 1.417%), 7/21/36 α | 1208000 | 1213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.423%, (US Treasury Yield Curve Rate T Note Constant Maturity 5 year plus 1.170%), 1/25/41 α | 899000 | 881 |
|  The Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 3/26/31 | 976000 | 978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 3/26/36 | 976000 | 977 |
|  Prologis Targeted US Logistics Fund LP<br>4.625%, 3/15/33 144A | 1168000 | 1136 |
|  Protective Life Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 1/15/31 144A | 2345000 | 2322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 12/15/35 144A | 1449000 | 1424 |
|  Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 3/15/28 | 889000 | 852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 12/15/32 | 1148000 | 1018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 4/15/33 | 2487000 | 2453 |
|  Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 9/15/29 | 2171000 | 2069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/15/33 | 968000 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/15/32 | 1371000 | 1381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 1/15/34 | 1861000 | 1881 |
|  RLI Corp.<br>5.375%, 6/1/36 | 1454000 | 1400 |
|  Royal Bank of Canada<br>4.696%, (US SOFR plus 1.060%), 8/6/31 α | 805000 | 803 |
|  Standard Chartered PLC<br>5.706%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.100%), 3/5/47 144A α | 2096000 | 1987 |
|  State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.729%, 2/28/30 | 3746000 | 3792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.784%, (US SOFR plus 1.215%), 10/23/36 α | 931000 | 905 |
|  Store Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 12/1/31 | 551000 | 479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 11/18/30 | 1115000 | 1003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 2/11/31 144A | 1455000 | 1442 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.494%, (US SOFR plus 1.020%), 1/15/32 α | 2497000 | 2459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.046%, (US SOFR plus 1.220%), 1/15/37 α | 2497000 | 2456 |
|  Sumitomo Mitsui Trust Group, Inc.<br>5.416%, (US SOFR plus 1.650%), 9/11/36 144A α | 2387000 | 2347 |
|  Takeoff Merger Sub, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 3/24/31 144A | 2929000 | 2892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 3/24/36 144A | 980000 | 965 |
|  The Toronto-Dominion Bank<br>4.928%, 10/15/35 | 2417000 | 2378 |
|  Truist Bank<br>4.144%, (US SOFR plus 0.662%), 1/27/29 α | 3441000 | 3423 |
|  Truist Financial Corp.<br>4.597%, (US SOFR plus 0.965%), 1/27/32 α | 3210000 | 3176 |
|  UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.050%, (US SOFR plus 1.050%), 8/10/32 144A α | 2133000 | 2096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.528%, (US SOFR plus 1.490%), 5/6/47 144A α | 2310000 | 2206 |

---

**4** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  US Bancorp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.481%, (US SOFR plus 0.867%), 1/26/32 α | 3526000 | 3489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.033%, (US SOFR plus 1.101%), 1/26/37 α | 2768000 | 2727 |
|  Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.960%, (US SOFR plus 1.100%), 1/23/37 α | 2452000 | 2389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.433%, (US SOFR plus 1.230%), 1/23/47 α | 981000 | 930 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **266840** |
|  **Industrial (3.0%)** |  |  |
|  The Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.805%, 5/1/50 | 1625000 | 1571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.858%, 5/1/54 | 971000 | 1069 |
|  Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 8/16/29 | 1053000 | 1056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 5/14/27 | 2801000 | 2828 |
|  Crowley Conro LLC<br>4.181%, 8/15/43 | 1067962 | 996 |
|  Deere & Co.<br>5.700%, 1/19/55 | 1945000 | 1983 |
|  Eaton Capital ULC<br>4.450%, 5/9/30 | 1276000 | 1275 |
|  Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 3/6/28 | 3917000 | 3888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 3/6/29 | 2481000 | 2456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 3/6/31 | 1842000 | 1815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/6/33 | 1046000 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 3/6/36 | 1281000 | 1265 |
|  Embraer Netherlands Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 1/9/38 | 1422000 | 1359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.980%, 2/11/35 | 1493000 | 1541 |
|  Flex, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 1/15/32 | 657000 | 660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/13/35 | 1407000 | 1383 |
|  GE Vernova, Inc.<br>5.500%, 2/4/56 | 1851000 | 1781 |
|  General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 7/29/30 | 2819000 | 2812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 1/29/36 | 2563000 | 2565 |
|  Honeywell Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 3/16/28 144A | 5006000 | 4969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/16/29 144A | 3004000 | 2976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 3/16/31 144A | 4598000 | 4548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 3/16/33 144A | 4263000 | 4214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 3/16/36 144A | 3837000 | 3807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.622%, 3/16/46 144A | 1023000 | 1008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.732%, 3/16/56 144A | 2727000 | 2695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.852%, 3/16/66 144A | 211000 | 209 |
|  Howmet Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 4/15/36 | 1236000 | 1202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 10/15/31 | 1247000 | 1261 |
|  Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 2/1/29 | 1150000 | 1136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 2/1/33 | 1150000 | 1120 |
|  John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 9/15/27 | 1836000 | 1839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 1/8/27 | 2315000 | 2322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 1/7/28 | 1631000 | 1646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 6/11/29 | 304000 | 310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 9/8/26 | 1713000 | 1721 |
|  Norfolk Southern Corp.<br>5.100%, 5/1/35 | 1610000 | 1615 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Industrial continued** |  |  |
|  Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 7/15/30 | 1337000 | 1345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 7/15/35 | 1240000 | 1264 |
|  Siemens Funding BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 5/26/28 144A | 3119000 | 3132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 5/28/30 144A | 2081000 | 2097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 5/28/35 144A | 1873000 | 1918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 5/28/55 144A | 1272000 | 1295 |
|  Union Pacific Corp.<br>5.600%, 12/1/54 | 724000 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **83694** |
|  **Technology (2.2%)** |  |  |
|  Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 2/8/41 | 670000 | 475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 5/11/50 | 1293000 | 791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 8/8/52 | 1762000 | 1367 |
|  Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 2/15/32 | 2334000 | 2314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 7/15/30 | 3036000 | 3051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 10/15/34 | 3268000 | 3219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 7/15/32 | 1895000 | 1912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.926%, 5/15/37 144A | 1316000 | 1276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 7/12/29 | 3359000 | 3428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 11/15/31 | 3133000 | 3214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 7/15/35 | 999000 | 1007 |
|  Cadence Design Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 9/10/27 | 803000 | 802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 9/10/29 | 3894000 | 3882 |
|  Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 3/10/28 | 2429000 | 2422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 3/10/29 | 2914000 | 2900 |
|  Foundry JV Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 1/25/31 144A | 686000 | 700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 1/25/33 144A | 793000 | 815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.300%, 1/25/39 144A | 627000 | 653 |
|  Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 8/12/41 | 791000 | 543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/15/49 | 463000 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 2/10/43 | 528000 | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 2/10/63 | 693000 | 643 |
|  Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 4/1/50 | 2704000 | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 7/15/46 | 1598000 | 1076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 2/4/29 | 2337000 | 2308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 9/26/32 | 1487000 | 1416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 2/4/31 | 2160000 | 2113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 9/26/35 | 985000 | 924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 5/4/33 | 2160000 | 2103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 9/27/54 | 1201000 | 929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 2/6/53 | 994000 | 793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 2/4/36 | 1294000 | 1244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 9/26/45 | 1893000 | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/3/55 | 714000 | 599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 2/4/56 | 1557000 | 1445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.850%, 2/4/66 | 821000 | 755 |
|  Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 4/1/28 | 1404000 | 1409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 4/1/30 | 2008000 | 2023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/1/32 | 1607000 | 1621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 4/1/35 | 1415000 | 1418 |

---

**5** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Technology continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 4/1/55 | 1130000 | 1080 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **62729** |
|  **Utilities (3.1%)** |  |  |
|  American Transmission Systems, Inc.<br>2.650%, 1/15/32 144A | 572000 | 513 |
|  Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.100%, 3/15/36 | 2675000 | 2630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 8/15/55 | 1600000 | 1574 |
|  Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 6/15/31 | 1228000 | 1098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 6/1/35 | 1613000 | 1654 |
|  CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 3/1/52 | 907000 | 649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 4/1/36 | 1721000 | 1685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 8/15/35 | 1932000 | 1911 |
|  Chile Electricity Lux MPC II SARL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.580%, 10/20/35 144A | 1202331 | 1207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.672%, 10/20/35 144A | 2218440 | 2240 |
|  Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 12/1/51 | 275000 | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 11/15/59 | 468000 | 318 |
|  Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 1/15/31 | 2411000 | 2414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 5/15/35 | 1782000 | 1789 |
|  DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 3/1/50 | 1434000 | 927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 3/1/52 | 657000 | 475 |
|  Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 4/15/31 | 560000 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 3/15/32 | 1525000 | 1388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 3/15/52 | 1111000 | 784 |
|  Duke Energy Corp.<br>3.500%, 6/15/51 | 761000 | 510 |
|  Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 12/15/31 | 1224000 | 1093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 12/1/30 | 635000 | 628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 12/1/35 | 1299000 | 1275 |
|  Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 8/15/50 | 1239000 | 711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 10/15/46 | 279000 | 208 |
|  Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 6/15/51 | 1106000 | 642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 1/15/33 | 1842000 | 1873 |
|  Entergy Mississippi LLC<br>5.800%, 4/15/55 | 1201000 | 1184 |
|  Exelon Corp.<br>4.950%, 3/15/36 | 3442000 | 3338 |
|  FirstEnergy Pennsylvania Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 3/15/28 144A | 1196000 | 1169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 1/15/29 144A | 1444000 | 1435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 3/15/31 144A | 2666000 | 2657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 4/1/28 144A | 945000 | 958 |
|  Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 3/1/32 144A | 1349000 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 1/15/29 144A | 1303000 | 1295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 1/15/31 144A | 2171000 | 2139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.100%, 1/15/35 | 1093000 | 1093 |
|  MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 8/1/52 | 1064000 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/15/56 | 1044000 | 1001 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (28.9%) | Shares/ Par + | Value<br>$(000's) |
|  **Utilities continued** |  |  |
|  Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 7/30/51 | 1473000 | 954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 3/15/42 | 625000 | 525 |
|  Northern States Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 5/15/35 | 2009000 | 2023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 3/15/54 | 743000 | 704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 6/15/54 | 806000 | 791 |
|  Ohio Edison Co.<br>4.950%, 12/15/29 144A | 1209000 | 1221 |
|  Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/15/31 144A | 3118000 | 3101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 4/1/35 | 661000 | 675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 4/1/55 | 1318000 | 1304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 3/15/56 144A | 2231000 | 2229 |
|  Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 8/1/50 | 466000 | 308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 12/1/47 | 2814000 | 2048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 6/1/41 | 713000 | 575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 7/1/50 | 4877000 | 4040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 10/15/32 | 2032000 | 2019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.100%, 10/15/55 | 1303000 | 1252 |
|  PECO Energy Co.<br>2.850%, 9/15/51 | 1482000 | 909 |
|  Perusahaan Listrik Negara PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 2/3/31 144A | 2484000 | 2411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 2/3/36 144A | 1529000 | 1462 |
|  Public Service Company of Oklahoma<br>3.150%, 8/15/51 | 831000 | 530 |
|  Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 8/15/31 | 2111000 | 1850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 8/1/50 | 341000 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 5/1/50 | 574000 | 354 |
|  Southern California Edison Co.<br>4.125%, 3/1/48 | 140000 | 105 |
|  Trans-Allegheny Interstate Line Co.<br>5.000%, 1/15/31 144A | 1751000 | 1779 |
|  Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 11/15/51 | 1228000 | 754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 3/15/36 | 2814000 | 2743 |
|  Wisconsin Electric Power Co.<br>4.150%, 10/15/30 | 1748000 | 1725 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **87579** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Corporate Bonds (Cost: $836,036)** |  | **818844** |
| Governments (27.5%) |  |  |
|  **Governments (27.5%)** |  |  |
|  Chile Government International Bond<br>4.350%, 4/13/31 | 2325000 | 2280 |
|  Export Finance & Insurance Corp.<br>4.625%, 10/26/27 144A | 3290000 | 3324 |
|  Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 7/3/50 | 1201000 | 844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 1/13/31 | 3383000 | 3312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 3/12/54 | 752000 | 699 |
|  Kuwait International Government Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.016%, 10/9/28 144A | 4438000 | 4372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.136%, 10/9/30 144A | 5739000 | 5611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.652%, 10/9/35 144A | 2798000 | 2687 |
|  Republic of Indonesia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 4/16/31 | 2156000 | 2102 |

---

**6** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Governments (27.5%) | Shares/ Par + | Value<br>$(000's) |
|  **Governments continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 4/16/36 | 1967000 | 1881 |
|  Republic of Paraguay |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 3/30/50 144A | 2879000 | 2554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.650%, 3/4/55 144A | 553000 | 574 |
|  United Mexican States |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 2/12/34 | 1750000 | 1490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 2/12/52 | 1249000 | 885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 1/23/46 | 1349000 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 2/10/48 | 1184000 | 890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 3/8/44 | 1274000 | 1021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 3/22/33 | 5372000 | 5246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 2/9/56 | 1070000 | 1038 |
|  US Treasury Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 8/15/40 | 15262000 | 9514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 8/15/50 | 17720000 | 8665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/15/40 | 18590000 | 11975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/15/50 | 22805000 | 11899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 8/15/41 | 46138000 | 30846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/15/41 | 63076000 | 43621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 8/15/49 | 36921000 | 22965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 2/15/42 | 18329000 | 13356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/15/48 | 31217000 | 23020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 8/15/48 | 21875000 | 16054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/15/49 | 33843000 | 24717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 5/15/48 | 22783000 | 17145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/55 | 38708000 | 36984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 2/15/46 | 10147000 | 9782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 8/15/55 | 12108000 | 11800 |
|  US Treasury Note |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 2/29/28 | 19749000 | 19593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 3/15/29 | 3501000 | 3470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/30/30 | 25000 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 3/31/30 | 52325000 | 51783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 12/31/30 | 21650000 | 21356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 6/30/30 | 38463000 | 38214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 3/31/28 | 123925000 | 124109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 4/30/30 | 39747000 | 39703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 3/31/31 | 77805000 | 77556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 7/31/30 | 25182000 | 25262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 8/31/30 | 18746000 | 18890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 2/15/36 | 22649000 | 22295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 3/31/33 | 2852000 | 2872 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **779312** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Governments (Cost: $788,339)** |  | **779312** |
| Municipal Bonds (0.2%) |  |  |
|  **Municipal Bonds (0.2%)** |  |  |
|  North Texas Tollway Authority<br>6.718%, 1/1/49 RB | 1241000 | 1354 |
|  The Ohio State University<br>4.800%, 6/1/11 RB | 148000 | 121 |
|  Port Authority of New York & New Jersey<br>4.458%, 10/1/62 RB | 2355000 | 1974 |
|  The University of Texas System<br>2.439%, 8/15/49 RB | 785000 | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Municipal Bonds (Cost: $5,089)** |  | **3926** |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Asset Backed Securities (5.8%)** |  |  |
|  Ally Auto Receivables Trust, Series 2022-3, Class A4<br>5.070%, 6/15/31 | 993421 | 994 |
|  AmeriCredit Automobile Receivables Trust, Series 2023-1, Class A3<br>5.620%, 11/18/27 | 119779 | 120 |
|  AmeriCredit Automobile Receivables Trust, Series 2023-2, Class A3<br>5.810%, 5/18/28 | 1064848 | 1071 |
|  AmeriCredit Automobile Receivables Trust, Series 2026-1, Class A3<br>4.150%, 11/18/32 144A | 3037000 | 3027 |
|  AutoNation Finance Trust, Series 2025-1A, Class A3<br>4.620%, 11/13/29 144A | 1891000 | 1899 |
|  Barings Equipment Finance LLC, Series 2026- A, Class A3<br>4.080%, 7/13/33 144A | 1166000 | 1160 |
|  CarMax Auto Owner Trust, Series 2025-2, Class A3<br>4.480%, 3/15/30 | 4491000 | 4512 |
|  CarMax Auto Owner Trust, Series 2025-3, Class A3<br>4.350%, 7/15/30 | 2628000 | 2634 |
|  CarMax Auto Owner Trust, Series 2025-3, Class A4<br>4.470%, 1/15/31 | 1793000 | 1802 |
|  Chase Auto Owner Trust, Series 2022-AA, Class A4<br>3.990%, 3/27/28 144A | 1010188 | 1010 |
|  College Avenue Student Loans LLC, Series 2017-A, Class A1<br>5.443%, (US SOFR 1 Month plus 1.765%), 11/26/46 144A | 364647 | 368 |
|  College Avenue Student Loans LLC, Series 2018-A, Class A2<br>4.130%, 12/26/47 144A | 343411 | 337 |
|  College Avenue Student Loans LLC, Series 2019-A, Class A2<br>3.280%, 12/28/48 144A | 723757 | 694 |
|  Ford Credit Auto Owner Trust, Series 2025-1, Class A<br>4.860%, 8/15/37 144A Σ | 3427000 | 3487 |
|  Ford Credit Auto Owner Trust, Series 2025-2, Class A<br>4.370%, 2/15/38 144A Σ | 1334000 | 1331 |
|  Ford Credit Auto Owner Trust, Series 2026-1, Class A<br>8.630%, 8/15/38 144A Σ | 7209000 | 7154 |
|  Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1<br>4.300%, 9/15/29 144A | 4710000 | 4715 |
|  Ford Credit Floorplan Master Owner Trust, Series 2025-1, Class A1<br>4.630%, 4/15/30 | 4654000 | 4684 |
|  GM Financial Consumer Automobile Receivables Trust, Series 2025-4, Class A3<br>3.840%, 2/18/31 | 1494000 | 1485 |
|  GM Financial Revolving Receivables Trust, Series 2025-1, Class A<br>4.640%, 12/11/37 144A | 1237000 | 1249 |

---

**7** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  GMF Floorplan Owner Revolving Trust, Series 2025-2A, Class A<br>4.640%, 3/15/30 144A | 4883000 | 4913 |
|  Honda Auto Receivables Owner Trust, Series 2026-1, Class A4<br>3.860%, 5/21/32 | 2882000 | 2841 |
|  Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A3<br>4.530%, 4/17/28 144A | 3749000 | 3764 |
|  Hyundai Auto Receivables Trust, Series 2023- A, Class A4<br>4.480%, 7/17/28 | 2148000 | 2150 |
|  Hyundai Auto Receivables Trust, Series 2023- B, Class A3<br>5.480%, 4/17/28 | 464431 | 467 |
|  Hyundai Auto Receivables Trust, Series 2026- A, Class A4<br>3.900%, 12/15/32 | 2484000 | 2457 |
|  Mercedes-Benz Auto Receivables Trust, Series 2025-1, Class A3<br>4.780%, 12/17/29 | 2096000 | 2112 |
|  Navient Private Education Refi Loan Trust, Series 2018-DA, Class A2A<br>4.000%, 12/15/59 144A | 603835 | 601 |
|  Navient Private Education Refi Loan Trust, Series 2019-A, Class A2A<br>3.420%, 1/15/43 144A | 133272 | 133 |
|  Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2<br>3.130%, 2/15/68 144A | 274181 | 272 |
|  Navient Private Education Refi Loan Trust, Series 2019-D, Class A2A<br>3.010%, 12/15/59 144A | 1549330 | 1508 |
|  Navient Private Education Refi Loan Trust, Series 2019-FA, Class A2<br>2.600%, 8/15/68 144A | 835709 | 808 |
|  Navient Private Education Refi Loan Trust, Series 2020-EA, Class A<br>1.690%, 5/15/69 144A | 53178 | 50 |
|  Navient Private Education Refi Loan Trust, Series 2020-GA, Class A<br>1.170%, 9/16/69 144A | 951769 | 892 |
|  Navient Private Education Refi Loan Trust, Series 2021-BA, Class A<br>0.940%, 7/15/69 144A | 463347 | 423 |
|  Navient Private Education Refi Loan Trust, Series 2021-CA, Class A<br>1.060%, 10/15/69 144A | 1633043 | 1483 |
|  Navient Private Education Refi Loan Trust, Series 2021-EA, Class A<br>0.970%, 12/16/69 144A | 2809064 | 2514 |
|  Navient Private Education Refi Loan Trust, Series 2021-FA, Class A<br>1.110%, 2/18/70 144A | 1806857 | 1611 |
|  Navient Private Education Refi Loan Trust, Series 2021-GA, Class A<br>1.580%, 4/15/70 144A | 461807 | 417 |
|  Navient Private Education Refi Loan Trust, Series 2022-A, Class A<br>2.230%, 7/15/70 144A | 4626825 | 4201 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Navient Refinance Loan Trust, Series 2026-A, Class A<br>4.500%, 1/18/56 144A | 5431000 | 5370 |
|  Navient Student Loan Trust, Series 2021-3A, Class A1A<br>1.770%, 8/25/70 144A | 1946965 | 1725 |
|  Navient Student Loan Trust, Series 2025-C, Class A<br>4.800%, 10/15/55 144A | 2187926 | 2176 |
|  Nelnet Student Loan Trust, Series 2004-4, Class A5<br>4.309%, (US 90 Day Average SOFR plus 0.422%), 1/25/37 | 587154 | 586 |
|  Nelnet Student Loan Trust, Series 2005-1, Class A5<br>4.259%, (US 90 Day Average SOFR plus 0.372%), 10/25/33 | 2093183 | 2077 |
|  Nelnet Student Loan Trust, Series 2005-2, Class A5<br>4.050%, (US 90 Day Average SOFR plus 0.362%), 3/23/37 | 1908863 | 1894 |
|  Nelnet Student Loan Trust, Series 2005-3, Class A5<br>4.070%, (US 90 Day Average SOFR plus 0.382%), 12/24/35 | 1407481 | 1398 |
|  Nissan Auto Lease Trust, Series 2026-A, Class A3<br>3.870%, 3/15/29 | 3112000 | 3092 |
|  Santander Drive Auto Receivables Trust, Series 2024-3, Class A3<br>5.630%, 1/16/29 | 789449 | 792 |
|  Santander Drive Auto Receivables Trust, Series 2025-2, Class A3<br>4.670%, 8/15/29 | 2360000 | 2368 |
|  Santander Drive Auto Receivables Trust, Series 2025-3, Class A3<br>4.380%, 1/15/30 | 2895000 | 2899 |
|  SBNA Auto Lease Trust, Series 2024-C, Class A4<br>4.420%, 3/20/29 144A | 1391000 | 1394 |
|  SBNA Auto Receivables Trust, Series 2024-A, Class A3<br>5.320%, 12/15/28 144A | 390086 | 391 |
|  SBNA Auto Receivables Trust, Series 2024-A, Class A4<br>5.210%, 4/16/29 144A | 636000 | 640 |
|  SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A3<br>4.950%, 5/21/29 144A | 1962551 | 1972 |
|  SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A4<br>4.940%, 1/21/31 144A | 557000 | 562 |
|  SFS Auto Receivables Securitization Trust, Series 2024-2A, Class A3<br>5.330%, 11/20/29 144A | 1636136 | 1651 |
|  SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A4<br>4.580%, 5/20/31 144A | 1765000 | 1770 |
|  SFS Auto Receivables Securitization Trust, Series 2025-3A, Class A3<br>4.120%, 4/21/31 144A | 2772000 | 2766 |

---

**8** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  SFS Auto Receivables Securitization Trust, Series 2026-1A, Class A3<br>3.960%, 7/21/31 144A | 3016000 | 2991 |
|  SMB Private Education Loan Trust, Series 2021-A, Class APT1<br>1.070%, 1/15/53 144A | 2528898 | 2327 |
|  SoFi Professional Loan Program LLC, Series 2021-B, Class AFX<br>1.140%, 2/15/47 144A | 1379959 | 1238 |
|  Stellantis Finance US, Inc., Series 2025-CA, Class A3<br>4.110%, 4/20/29 144A | 2880000 | 2868 |
|  Synchrony Card Funding LLC, Series 2025- A2, Class A<br>4.490%, 5/15/31 | 1510000 | 1519 |
|  Synchrony Card Funding LLC, Series 2026- A1, Class A<br>4.180%, 3/15/32 | 4785000 | 4775 |
|  T-Mobile US Trust, Series 2024-2A, Class A<br>4.250%, 5/21/29 144A | 6373000 | 6382 |
|  T-Mobile US Trust, Series 2026-1A, Class A<br>4.250%, 10/21/30 144A | 2467000 | 2463 |
|  Toyota Lease Owner Trust, Series 2026-A, Class A3<br>3.820%, 2/20/29 144A | 4212000 | 4185 |
|  USB Auto Owner Trust, Series 2025-1A, Class A3<br>4.490%, 6/17/30 144A | 2155000 | 2164 |
|  USB Auto Owner Trust, Series 2025-1A, Class A4<br>4.620%, 12/16/30 144A | 644000 | 647 |
|  Verizon Master Trust, Series 2024-7, Class A<br>4.350%, 8/20/32 144A | 5237000 | 5252 |
|  Verizon Master Trust, Series 2025-10, Class A<br>4.280%, 10/20/33 144A | 3118000 | 3094 |
|  Verizon Master Trust, Series 2025-2, Class A<br>4.940%, 1/20/33 144A | 5536000 | 5647 |
|  Verizon Master Trust, Series 2025-4, Class A<br>4.760%, 3/21/33 144A | 3564000 | 3611 |
|  Volkswagen Auto Lease Trust, Series 2026-A, Class A3<br>4.170%, 3/20/29 | 3439000 | 3432 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **165468** |
|  **Mortgage Securities (41.4%)** |  |  |
|  Angel Oak Mortgage Trust, Series 2021-6, Class A1<br>1.458%, (AFC), 9/25/66 144A | 1220605 | 1031 |
|  BANK, Series 2022-BNK44, Class A5<br>5.743%, (CSTR), 11/15/55 | 1073000 | 1116 |
|  BANK5, Series 2026-5YR21, Class A3<br>5.525%, 4/15/59 | 2226000 | 2294 |
|  BBCMS Mortgage Trust, Series 2018-C2, Class ASB<br>4.236%, 12/15/51 | 341700 | 341 |
|  BBCMS Mortgage Trust, Series 2021-C12, Class A5<br>2.689%, 11/15/54 | 721000 | 640 |
|  BBCMS Mortgage Trust, Series 2022-C17, Class A5<br>4.441%, 9/15/55 | 917000 | 896 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  BBCMS Mortgage Trust, Series 2025-5C33, Class A4<br>5.839%, 3/15/58 | 1792000 | 1863 |
|  BBCMS Mortgage Trust, Series 2025-5C37, Class A3<br>5.015%, 9/15/58 | 451000 | 456 |
|  Benchmark Mortgage Trust, Series 2021-B25, Class A4<br>2.268%, 4/15/54 | 910000 | 830 |
|  Benchmark Mortgage Trust, Series 2026-V20, Class A3<br>5.184%, 2/15/59 | 695000 | 707 |
|  Benchmark Mortgage Trust, Series 2026-V21, Class A3<br>5.126%, 3/15/31 | 1856000 | 1881 |
|  BMO Mortgage Trust, Series 2025-C12, Class A5<br>5.871%, (AFC), 6/15/58 | 161000 | 170 |
|  Bunker Hill Loan Depositary Trust, Series 2019-2, Class A1<br>2.879%, (AFC), 7/25/49 144A Σ | 287717 | 283 |
|  BX Trust, Series 2025-VLT7, Class A<br>5.373%, (US SOFR 1 Month plus 1.700%), 7/15/44 144A | 1737000 | 1729 |
|  BX Trust, Series 2025-VOLT, Class A<br>5.373%, (US SOFR 1 Month plus 1.700%), 12/15/44 144A | 3160000 | 3150 |
|  Citigroup Mortgage Loan Trust, Series 2005-1, Class 3A1<br>6.500%, 4/25/35 | 43204 | 44 |
|  COLT Mortgage Loan Trust, Series 2021-2, Class A1<br>0.924%, (AFC), 8/25/66 144A | 1544629 | 1305 |
|  COLT Mortgage Loan Trust, Series 2021-4, Class A1<br>1.397%, (AFC), 10/25/66 144A | 1692032 | 1442 |
|  CSAIL Commercial Mortgage Trust, Series 2019-C16, Class ASB<br>3.142%, 6/15/52 | 854334 | 840 |
|  Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/1/31 | 1800702 | 1709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 6/1/40 | 5225009 | 4632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 7/1/40 | 7496565 | 6649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 7/1/33 | 2137345 | 2109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 4/1/37 | 1547405 | 1475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 8/1/43 | 2526432 | 2260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 6/1/46 | 2931291 | 2613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/46 | 2064370 | 1788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 8/1/50 | 1824876 | 1571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 10/1/50 | 1253127 | 1076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 5/1/51 | 4603603 | 3963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 7/1/51 | 2323689 | 1997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 9/1/51 | 5312166 | 4578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/51 | 1068530 | 919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 1/1/52 | 27901627 | 23950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 2/1/52 | 608023 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 3/1/52 | 1877384 | 1604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 4/1/52 | 3518349 | 3020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 9/1/30 | 2374304 | 2341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 7/1/33 | 1046001 | 1031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 3/1/43 | 988232 | 905 |

---

**9** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 4/1/43 | 3953064 | 3628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 8/1/43 | 1752730 | 1607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 6/1/44 | 2746813 | 2520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/1/45 | 3458157 | 3154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 4/1/45 | 4134718 | 3787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 5/1/45 | 1939523 | 1763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/46 | 1687617 | 1552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 9/1/46 | 2636260 | 2381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 12/1/46 | 9224163 | 8434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/1/47 | 622968 | 573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 4/1/47 | 11904756 | 10735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/1/48 | 5212684 | 4694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 4/1/49 | 2191200 | 1974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 5/1/49 | 1335270 | 1205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/1/49 | 1624508 | 1464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/50 | 2715792 | 2447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.419%, (FTSE USD IBOR Consumer Cash<br>Fallbacks Term 1 Year plus 1.622%), 2/1/50 | 1387153 | 1415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/1/50 | 4992107 | 4798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.181%, (US 30 Day Average SOFR plus<br>2.305%), 5/1/53 | 4286757 | 4331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 6/1/39 | 63568 | 63 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 7/1/39 | 72337 | 72 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 6/1/40 | 4174696 | 4156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.743%, (US 30 Day Average SOFR plus<br>2.335%), 10/1/54 | 1931364 | 1939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.791%, (US 30 Day Average SOFR plus<br>2.147%), 1/1/55 | 2296265 | 2316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.960%, (US 30 Day Average SOFR plus<br>2.257%), 2/1/54 | 876065 | 884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.963%, (US 30 Day Average SOFR plus<br>2.140%), 2/1/56 | 4256072 | 4292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.172%, (US 30 Day Average SOFR plus<br>2.202%), 6/1/55 | 2022424 | 2041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.251%, (US 30 Day Average SOFR plus<br>2.075%), 7/1/55 | 1034224 | 1046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.254%, (US 30 Day Average SOFR plus<br>2.075%), 7/1/55 | 2953232 | 2977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.306%, (US 30 Day Average SOFR plus<br>2.330%), 8/1/55 | 1452693 | 1469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.313%, (US 30 Day Average SOFR plus<br>2.105%), 8/1/55 | 1125700 | 1143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.361%, (US 30 Day Average SOFR plus<br>2.090%), 5/1/55 | 717733 | 727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.423%, (US 30 Day Average SOFR plus<br>2.330%), 8/1/55 | 1932054 | 1949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 5/1/55 | 16353348 | 16457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.608%, (US 30 Day Average SOFR plus<br>2.330%), 7/1/55 | 2233233 | 2261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 9/1/54 | 15608452 | 16268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/1/54 | 2663352 | 2776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 5/1/55 | 10212586 | 10430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/1/55 | 3769651 | 3844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 9/1/54 | 6020561 | 6366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/1/54 | 1835414 | 1945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 11/1/54 | 485529 | 513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/1/55 | 2059186 | 2181 |
|  Federal Home Loan Mortgage Corp. Stripped, Series 264, Class 30<br>3.000%, 7/15/42 | 1997839 | 1829 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal Home Loan Mortgage Corp. Stripped, Series 326, Class F2<br>4.337%, (US 30 Day Average SOFR plus 0.665%), 3/15/44 | 939385 | 929 |
|  Federal Home Loan Mortgage Corp., Series 2439, Class LH<br>6.000%, 4/15/32 | 71164 | 73 |
|  Federal Home Loan Mortgage Corp., Series 3693, Class FC<br>4.287%, (US 30 Day Average SOFR plus 0.615%), 7/15/40 | 616685 | 613 |
|  Federal Home Loan Mortgage Corp., Series 3919, Class FA<br>4.287%, (US 30 Day Average SOFR plus 0.615%), 9/15/41 | 600926 | 597 |
|  Federal Home Loan Mortgage Corp., Series 3958, Class AF<br>4.237%, (US 30 Day Average SOFR plus 0.565%), 11/15/41 | 547724 | 543 |
|  Federal Home Loan Mortgage Corp., Series 3975, Class FA<br>4.277%, (US 30 Day Average SOFR plus 0.605%), 12/15/41 | 507474 | 504 |
|  Federal Home Loan Mortgage Corp., Series 3990, Class FG<br>4.237%, (US 30 Day Average SOFR plus 0.565%), 1/15/42 | 627184 | 622 |
|  Federal Home Loan Mortgage Corp., Series 4059, Class FP<br>4.237%, (US 30 Day Average SOFR plus 0.565%), 6/15/42 | 762189 | 755 |
|  Federal Home Loan Mortgage Corp., Series 4091, Class BX<br>3.250%, 10/15/41 | 1253435 | 1180 |
|  Federal Home Loan Mortgage Corp., Series 4091, Class EX<br>3.375%, 7/15/42 | 788104 | 740 |
|  Federal Home Loan Mortgage Corp., Series 4091, Class FN<br>4.187%, (US 30 Day Average SOFR plus 0.515%), 8/15/42 | 740875 | 731 |
|  Federal Home Loan Mortgage Corp., Series 4091, Class MX<br>3.250%, 2/15/42 | 940279 | 879 |
|  Federal Home Loan Mortgage Corp., Series 4160, Class HP<br>2.500%, 1/15/33 | 677307 | 650 |
|  Federal Home Loan Mortgage Corp., Series 4177, Class HB<br>2.500%, 10/15/42 | 836530 | 751 |
|  Federal Home Loan Mortgage Corp., Series 4184, Class FN<br>4.137%, (US 30 Day Average SOFR plus 0.465%), 3/15/43 | 433860 | 427 |
|  Federal Home Loan Mortgage Corp., Series 4240, Class FA<br>4.287%, (US 30 Day Average SOFR plus 0.615%), 8/15/43 | 2261555 | 2236 |

---

**10** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal Home Loan Mortgage Corp., Series 4281, Class FA<br>4.187%, (US 30 Day Average SOFR plus 0.515%), 12/15/43 | 331007 | 328 |
|  Federal Home Loan Mortgage Corp., Series 4290, Class LF<br>4.187%, (US 30 Day Average SOFR plus 0.515%), 7/15/35 | 707664 | 703 |
|  Federal Home Loan Mortgage Corp., Series 4303, Class FA<br>4.137%, (US 30 Day Average SOFR plus 0.465%), 2/15/44 | 598695 | 591 |
|  Federal Home Loan Mortgage Corp., Series 4427, Class CE<br>3.000%, 2/15/34 | 124544 | 124 |
|  Federal Home Loan Mortgage Corp., Series 4446, Class CP<br>2.250%, 3/15/45 | 1049058 | 941 |
|  Federal Home Loan Mortgage Corp., Series 4582, Class HA<br>3.000%, 9/15/45 | 3760941 | 3542 |
|  Federal Home Loan Mortgage Corp., Series 4587, Class AF<br>4.137%, (US 30 Day Average SOFR plus 0.465%), 6/15/46 | 1000604 | 993 |
|  Federal Home Loan Mortgage Corp., Series 4604, Class FB<br>4.187%, (US 30 Day Average SOFR plus 0.515%), 8/15/46 | 2028419 | 2008 |
|  Federal Home Loan Mortgage Corp., Series 4611, Class BF<br>4.187%, (US 30 Day Average SOFR plus 0.515%), 6/15/41 | 7764519 | 7727 |
|  Federal Home Loan Mortgage Corp., Series 4620, Class LF<br>4.187%, (US 30 Day Average SOFR plus 0.515%), 10/15/46 | 1082482 | 1074 |
|  Federal Home Loan Mortgage Corp., Series 4709, Class FA<br>4.087%, (US 30 Day Average SOFR plus 0.415%), 8/15/47 | 810957 | 801 |
|  Federal Home Loan Mortgage Corp., Series 4719, Class LA<br>3.500%, 9/15/47 | 1125342 | 1049 |
|  Federal Home Loan Mortgage Corp., Series 4719, Class LM<br>3.000%, 9/15/47 | 865697 | 782 |
|  Federal Home Loan Mortgage Corp., Series 4742, Class PA<br>3.000%, 10/15/47 | 1543461 | 1411 |
|  Federal Home Loan Mortgage Corp., Series 4753, Class BD<br>3.000%, 1/15/48 | 970030 | 868 |
|  Federal Home Loan Mortgage Corp., Series 4826, Class KF<br>4.087%, (US 30 Day Average SOFR plus 0.415%), 9/15/48 | 758358 | 742 |
|  Federal Home Loan Mortgage Corp., Series 4854, Class FB<br>4.087%, (US 30 Day Average SOFR plus 0.415%), 1/15/49 | 2032814 | 2008 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal Home Loan Mortgage Corp., Series 4857, Class JA<br>3.350%, 1/15/49 | 3177706 | 3053 |
|  Federal Home Loan Mortgage Corp., Series 4880, Class DA<br>3.000%, 5/15/50 | 1483054 | 1368 |
|  Federal Home Loan Mortgage Corp., Series 4903, Class NF<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 8/25/49 | 675412 | 665 |
|  Federal Home Loan Mortgage Corp., Series 4927, Class BG<br>3.000%, 11/25/49 | 1499906 | 1381 |
|  Federal Home Loan Mortgage Corp., Series 4937, Class MD<br>2.500%, 10/25/49 | 1486860 | 1316 |
|  Federal Home Loan Mortgage Corp., Series 4940, Class AG<br>3.000%, 5/15/40 | 918382 | 873 |
|  Federal Home Loan Mortgage Corp., Series 4941, Class GA<br>2.000%, 12/15/47 | 871456 | 731 |
|  Federal Home Loan Mortgage Corp., Series 4944, Class AC<br>2.400%, 5/15/44 | 2534895 | 2267 |
|  Federal Home Loan Mortgage Corp., Series 4951, Class EA<br>2.500%, 9/15/44 | 945559 | 841 |
|  Federal Home Loan Mortgage Corp., Series 4954, Class LB<br>2.500%, 2/25/50 | 683457 | 600 |
|  Federal Home Loan Mortgage Corp., Series 4957, Class MY<br>3.000%, 2/25/50 | 1143000 | 958 |
|  Federal Home Loan Mortgage Corp., Series 4988, Class KF<br>4.126%, (US 30 Day Average SOFR plus 0.465%), 7/25/50 | 1151826 | 1140 |
|  Federal Home Loan Mortgage Corp., Series 5020, Class ET<br>3.500%, 10/25/50 | 1357212 | 1247 |
|  Federal Home Loan Mortgage Corp., Series 5058, Class BC<br>5.000%, 11/25/50 | 999123 | 982 |
|  Federal Home Loan Mortgage Corp., Series 5091, Class AB<br>1.500%, 3/25/51 | 2364683 | 1924 |
|  Federal Home Loan Mortgage Corp., Series 5092, Class HE<br>2.000%, 2/25/51 | 1614821 | 1355 |
|  Federal Home Loan Mortgage Corp., Series 5118, Class CA<br>1.500%, 10/15/33 | 1492257 | 1386 |
|  Federal Home Loan Mortgage Corp., Series 5202, Class KA<br>2.500%, 6/25/49 | 1415368 | 1269 |
|  Federal Home Loan Mortgage Corp., Series 5202, Class TA<br>2.500%, 12/25/48 | 2683325 | 2458 |

---

**11** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal Home Loan Mortgage Corp., Series 5207, Class PA<br>3.000%, 6/25/51 | 2070319 | 1859 |
|  Federal Home Loan Mortgage Corp., Series 5217, Class CD<br>2.500%, 7/25/49 | 1407107 | 1313 |
|  Federal Home Loan Mortgage Corp., Series 5220, Class QK<br>3.500%, 9/25/50 | 2867021 | 2759 |
|  Federal Home Loan Mortgage Corp., Series 5228, Class TN<br>3.500%, 7/25/39 | 1183308 | 1139 |
|  Federal Home Loan Mortgage Corp., Series 5335, Class FB<br>4.487%, (US 30 Day Average SOFR plus 0.815%), 10/15/39 | 2609951 | 2619 |
|  Federal Home Loan Mortgage Corp., Series 5396, Class HF<br>4.612%, (US 30 Day Average SOFR plus 0.950%), 4/25/54 | 3521981 | 3508 |
|  Federal Home Loan Mortgage Corp., Series 5399, Class FB<br>4.562%, (US 30 Day Average SOFR plus 0.900%), 4/25/54 | 2165459 | 2174 |
|  Federal Home Loan Mortgage Corp., Series 5410, Class JY<br>3.000%, 3/15/44 | 1782000 | 1529 |
|  Federal Home Loan Mortgage Corp., Series 5451, Class FD<br>4.187%, (US 30 Day Average SOFR plus 0.515%), 1/15/44 | 1189122 | 1175 |
|  Federal Home Loan Mortgage Corp., Series 5452, Class KY<br>3.000%, 3/15/44 | 1863000 | 1616 |
|  Federal Home Loan Mortgage Corp., Series 5529, Class HA<br>3.000%, 3/15/43 | 958961 | 909 |
|  Federal Home Loan Mortgage Corp., Series 5565, Class QA<br>4.500%, 8/25/55 | 4497675 | 4491 |
|  Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 2/1/31 | 4251250 | 4081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 6/1/31 | 3179101 | 3037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 7/1/31 | 2991781 | 2856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 6/1/40 | 1545406 | 1372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 7/1/40 | 5286167 | 4687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/1/40 | 10499348 | 9252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/1/41 | 3391129 | 2973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/1/41 | 1102567 | 965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 4/1/42 | 1795253 | 1572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 5/1/37 | 1713370 | 1628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/40 | 3195238 | 2902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 5/1/41 | 3458314 | 3123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 8/1/41 | 1670327 | 1507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 2/1/42 | 1815646 | 1635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/42 | 1161797 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/47 | 4582031 | 4052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 9/1/50 | 5923852 | 5094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 10/1/50 | 3109969 | 2674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/50 | 1149981 | 987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 2/1/51 | 2626449 | 2257 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 5/1/51 | 1723446 | 1477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 6/1/51 | 2685830 | 2307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 3/1/52 | 9557328 | 8202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 5/1/52 | 1306583 | 1123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.756%, (FTSE USD IBOR Consumer Cash Fallbacks Term 1 Year plus<br>1.606%), 6/1/50 | 1043743 | 1011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/1/30 | 4454711 | 4399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/1/31 | 2500710 | 2466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 6/1/35 | 1590262 | 1554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 3/1/40 | 717317 | 692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 8/1/42 | 1087417 | 999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/1/42 | 1610972 | 1479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/43 | 1351069 | 1288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/1/43 | 9822870 | 8977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 7/1/43 | 1358058 | 1243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 9/1/43 | 1421100 | 1308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 12/1/43 | 1748697 | 1600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/44 | 2013206 | 1840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/1/44 | 3215517 | 2945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/1/45 | 1025429 | 938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 3/1/45 | 4270086 | 3885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/1/46 | 3281812 | 3002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/1/46 | 5078790 | 4579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 12/1/46 | 7362607 | 6645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 9/1/47 | 833948 | 754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 12/1/47 | 952411 | 863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/48 | 1841961 | 1690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/1/48 | 1222111 | 1106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 4/1/48 | 8580383 | 7859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 8/1/48 | 1492435 | 1352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/49 | 3156636 | 2879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/1/49 | 21658593 | 19847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/1/50 | 28700109 | 25992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 5/1/50 | 5821130 | 5295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 7/1/50 | 11955985 | 10803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 4/1/52 | 6593323 | 5886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 7/1/52 | 1184016 | 1082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/1/52 | 8511925 | 7688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/1/55 | 929411 | 839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 7/1/60 | 12171576 | 10729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/1/35 | 372215 | 371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/37 | 41679 | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 9/1/45 | 311474 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 1/1/46 | 1619816 | 1567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/1/47 | 652916 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 4/1/47 | 166780 | 161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/47 | 197602 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/48 | 852599 | 822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.103%, (US 30 Day Average SOFR plus 2.120%), 9/1/52 | 2108989 | 2156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.128%, (US 30 Day Average SOFR plus 2.124%), 11/1/52 | 1692652 | 1728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.131%, (US 30 Day Average SOFR plus 2.134%), 10/1/52 | 4959382 | 5070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.343%, (US 30 Day Average SOFR plus 2.161%), 1/1/55 | 2162763 | 2201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.353%, (US 30 Day Average SOFR plus 2.126%), 7/1/52 | 2659073 | 2651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/1/40 | 9059755 | 8998 |

---

**12** 

------

Select Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/1/43 | 918289 | 909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/1/45 | 1386857 | 1368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/46 | 50641 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.585%, (US 30 Day Average SOFR plus 2.127%), 8/1/52 | 2896434 | 2902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.633%, (US 30 Day Average SOFR plus 2.129%), 8/1/52 | 1635216 | 1640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.670%, (US 30 Day Average SOFR plus 2.297%), 4/1/53 | 9013492 | 9094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.851%, (US 30 Day Average SOFR plus 4.552%), 7/1/54 | 4411918 | 4450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.965%, (US 30 Day Average SOFR plus 2.310%), 5/1/55 | 2100256 | 2116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.016%, (US 30 Day Average SOFR plus 2.300%), 4/1/56 | 1349000 | 1354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.193%, (US 30 Day Average SOFR plus 2.318%), 2/1/55 | 3131499 | 3175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.358%, (US 30 Day Average SOFR plus 2.331%), 8/1/54 | 2908999 | 2956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 2/1/54 | 11625138 | 11711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 5/1/55 | 5364817 | 5416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 7/1/55 | 18020568 | 18147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.579%, (US 30 Day Average SOFR plus 2.060%), 8/1/55 | 1984292 | 2012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.584%, (US 30 Day Average SOFR plus 2.103%), 12/1/53 | 1261593 | 1274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/1/53 | 1220021 | 1265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/1/54 | 1903774 | 1984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 7/1/54 | 2032679 | 2121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 9/1/54 | 4967240 | 5176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/1/54 | 876246 | 914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 4/1/55 | 14856121 | 15171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 5/1/55 | 9073184 | 9289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/1/55 | 2052783 | 2138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/1/55 | 5595110 | 5837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/1/53 | 1245520 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 9/1/54 | 2119904 | 2245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/1/54 | 1956581 | 2073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 11/1/55 | 1722754 | 1823 |
|  Federal National Mortgage Association, Series 2010-107, Class FB<br>4.186%, (US 30 Day Average SOFR plus 0.525%), 9/25/40 | 561550 | 557 |
|  Federal National Mortgage Association, Series 2011-111, Class DB<br>4.000%, 11/25/41 | 1241662 | 1199 |
|  Federal National Mortgage Association, Series 2011-117, Class AF<br>4.226%, (US 30 Day Average SOFR plus 0.565%), 11/25/41 | 499957 | 496 |
|  Federal National Mortgage Association, Series 2011-117, Class FA<br>4.226%, (US 30 Day Average SOFR plus 0.565%), 11/25/41 | 1179255 | 1170 |
|  Federal National Mortgage Association, Series 2011-127, Class FC<br>4.226%, (US 30 Day Average SOFR plus 0.565%), 12/25/41 | 544764 | 539 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal National Mortgage Association, Series 2011-142, Class EF<br>4.276%, (US 30 Day Average SOFR plus 0.615%), 1/25/42 | 615663 | 611 |
|  Federal National Mortgage Association, Series 2011-55, Class FH<br>4.216%, (US 30 Day Average SOFR plus 0.555%), 6/25/41 | 415934 | 413 |
|  Federal National Mortgage Association, Series 2012-12, Class FA<br>4.276%, (US 30 Day Average SOFR plus 0.615%), 2/25/42 | 541243 | 537 |
|  Federal National Mortgage Association, Series 2012-47, Class JF<br>4.276%, (US 30 Day Average SOFR plus 0.615%), 5/25/42 | 730105 | 725 |
|  Federal National Mortgage Association, Series 2013-11, Class AP<br>1.500%, 1/25/43 | 1752241 | 1610 |
|  Federal National Mortgage Association, Series 2013-49, Class AP<br>1.750%, 5/25/43 | 692544 | 599 |
|  Federal National Mortgage Association, Series 2014-25, Class EL<br>3.000%, 5/25/44 | 1180934 | 1078 |
|  Federal National Mortgage Association, Series 2014-74, Class FC<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 11/25/44 | 612178 | 604 |
|  Federal National Mortgage Association, Series 2015-32, Class FA<br>4.076%, (US 30 Day Average SOFR plus 0.415%), 5/25/45 | 1103968 | 1080 |
|  Federal National Mortgage Association, Series 2015-48, Class FB<br>4.076%, (US 30 Day Average SOFR plus 0.415%), 7/25/45 | 1319958 | 1292 |
|  Federal National Mortgage Association, Series 2015-72, Class GL<br>3.000%, 10/25/45 | 888000 | 778 |
|  Federal National Mortgage Association, Series 2015-8, Class AP<br>2.000%, 3/25/45 | 2010769 | 1805 |
|  Federal National Mortgage Association, Series 2015-84, Class PA<br>1.700%, 8/25/33 | 1244939 | 1174 |
|  Federal National Mortgage Association, Series 2016-11, Class CF<br>4.126%, (US 30 Day Average SOFR plus 0.465%), 3/25/46 | 564127 | 558 |
|  Federal National Mortgage Association, Series 2016-19, Class FD<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 4/25/46 | 3291431 | 3266 |
|  Federal National Mortgage Association, Series 2016-22, Class FA<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 4/25/46 | 1470627 | 1455 |

---

**13** 

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---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal National Mortgage Association, Series 2016-22, Class FG<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 4/25/46 | 1300399 | 1287 |
|  Federal National Mortgage Association, Series 2016-48, Class MA<br>2.000%, 6/25/38 | 2266469 | 2121 |
|  Federal National Mortgage Association, Series 2016-57, Class PC<br>1.750%, 6/25/46 | 5564296 | 4746 |
|  Federal National Mortgage Association, Series 2016-64, Class BC<br>1.750%, 9/25/46 | 1288317 | 1207 |
|  Federal National Mortgage Association, Series 2016-64, Class PE<br>2.500%, 9/25/46 | 1020000 | 786 |
|  Federal National Mortgage Association, Series 2016-69, Class BF<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 10/25/46 | 1181637 | 1172 |
|  Federal National Mortgage Association, Series 2016-75, Class FE<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 10/25/46 | 893754 | 887 |
|  Federal National Mortgage Association, Series 2016-78, Class FA<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 3/25/44 | 544046 | 538 |
|  Federal National Mortgage Association, Series 2016-79, Class FH<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 11/25/46 | 898096 | 891 |
|  Federal National Mortgage Association, Series 2016-82, Class FE<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 11/25/46 | 1951662 | 1937 |
|  Federal National Mortgage Association, Series 2016-82, Class FH<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 11/25/46 | 1826858 | 1809 |
|  Federal National Mortgage Association, Series 2016-84, Class FB<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 11/25/46 | 875832 | 867 |
|  Federal National Mortgage Association, Series 2016-86, Class FE<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 11/25/46 | 2297554 | 2274 |
|  Federal National Mortgage Association, Series 2016-91, Class AF<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 12/25/46 | 782962 | 777 |
|  Federal National Mortgage Association, Series 2017-11, Class FA<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 3/25/47 | 333011 | 330 |
|  Federal National Mortgage Association, Series 2017-113, Class FB<br>4.026%, (US 30 Day Average SOFR plus 0.365%), 1/25/48 | 353093 | 349 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal National Mortgage Association, Series 2017-12, Class FD<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 3/25/47 | 877003 | 869 |
|  Federal National Mortgage Association, Series 2017-13, Class PA<br>3.000%, 8/25/46 | 876262 | 820 |
|  Federal National Mortgage Association, Series 2017-23, Class FA<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 4/25/47 | 1016082 | 1007 |
|  Federal National Mortgage Association, Series 2017-24, Class PG<br>2.625%, 4/25/47 | 3609091 | 3170 |
|  Federal National Mortgage Association, Series 2017-26, Class FA<br>4.126%, (US 30 Day Average SOFR plus 0.465%), 4/25/47 | 2227813 | 2208 |
|  Federal National Mortgage Association, Series 2017-35, Class MC<br>2.625%, 12/25/44 | 647019 | 629 |
|  Federal National Mortgage Association, Series 2017-82, Class FE<br>4.026%, (US 30 Day Average SOFR plus 0.365%), 10/25/47 | 762242 | 756 |
|  Federal National Mortgage Association, Series 2017-9, Class BF<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 3/25/47 | 1087025 | 1078 |
|  Federal National Mortgage Association, Series 2017-9, Class DF<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 3/25/47 | 785509 | 779 |
|  Federal National Mortgage Association, Series 2017-9, Class EF<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 3/25/47 | 393261 | 390 |
|  Federal National Mortgage Association, Series 2017-96, Class FB<br>4.076%, (US 30 Day Average SOFR plus 0.415%), 12/25/47 | 1376344 | 1357 |
|  Federal National Mortgage Association, Series 2018-1, Class FA<br>4.026%, (US 30 Day Average SOFR plus 0.365%), 2/25/48 | 439907 | 434 |
|  Federal National Mortgage Association, Series 2018-14, Class KC<br>3.000%, 3/25/48 | 1523607 | 1452 |
|  Federal National Mortgage Association, Series 2018-36, Class FD<br>4.026%, (US 30 Day Average SOFR plus 0.365%), 6/25/48 | 1820600 | 1801 |
|  Federal National Mortgage Association, Series 2018-38, Class MA<br>3.300%, 6/25/48 | 1641661 | 1568 |
|  Federal National Mortgage Association, Series 2018-45, Class TM<br>3.000%, 6/25/48 | 1354763 | 1217 |
|  Federal National Mortgage Association, Series 2018-55, Class GA<br>3.375%, 8/25/48 | 1256968 | 1204 |

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**14** 

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| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal National Mortgage Association, Series 2018-64, Class A<br>3.000%, 9/25/48 | 1253208 | 1118 |
|  Federal National Mortgage Association, Series 2018-85, Class EA<br>3.500%, 12/25/48 | 903140 | 874 |
|  Federal National Mortgage Association, Series 2019-13, Class PE<br>3.000%, 3/25/49 | 800768 | 730 |
|  Federal National Mortgage Association, Series 2019-25, Class PA<br>3.000%, 5/25/48 | 1708586 | 1594 |
|  Federal National Mortgage Association, Series 2019-43, Class FC<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 8/25/49 | 1305936 | 1285 |
|  Federal National Mortgage Association, Series 2019-81, Class LH<br>3.000%, 12/25/49 | 942085 | 851 |
|  Federal National Mortgage Association, Series 2020-34, Class AG<br>2.000%, 6/25/35 | 2380953 | 2267 |
|  Federal National Mortgage Association, Series 2020-48, Class AB<br>2.000%, 7/25/50 | 1008151 | 842 |
|  Federal National Mortgage Association, Series 2020-59, Class NC<br>3.000%, 8/25/40 | 1468986 | 1373 |
|  Federal National Mortgage Association, Series 2021-27, Class EC<br>1.500%, 5/25/51 | 4410401 | 3583 |
|  Federal National Mortgage Association, Series 2021-40, Class DW<br>2.000%, 6/25/41 | 326124 | 290 |
|  Federal National Mortgage Association, Series 2021-78, Class ND<br>1.500%, 11/25/51 | 2452631 | 1995 |
|  Federal National Mortgage Association, Series 2021-95, Class CP<br>1.500%, 8/25/51 | 767937 | 657 |
|  Federal National Mortgage Association, Series 2022-6, Class CB<br>2.125%, 2/25/52 | 744000 | 438 |
|  Federal National Mortgage Association, Series 2022-62, Class KA<br>3.250%, 9/25/52 | 985844 | 923 |
|  Federal National Mortgage Association, Series 2023-14, Class EJ<br>2.750%, 4/25/49 | 1572544 | 1474 |
|  Federal National Mortgage Association, Series 2023-37, Class FH<br>4.176%, (US 30 Day Average SOFR plus 0.515%), 1/25/50 | 2723309 | 2682 |
|  Federal National Mortgage Association, Series 2023-38, Class FC<br>4.326%, (US 30 Day Average SOFR plus 0.665%), 6/25/40 | 2010790 | 2004 |
|  Federal National Mortgage Association, Series 2023-38, Class FD<br>4.532%, (US 30 Day Average SOFR plus 0.865%), (AFC), 10/25/39 | 621725 | 608 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Federal National Mortgage Association, Series 2024-64, Class KY<br>3.000%, 12/25/43 | 1086000 | 934 |
|  Federal National Mortgage Association, Series 2025-95, Class FC<br>4.362%, (US 30 Day Average SOFR plus 0.700%), 9/25/52 | 4265463 | 4261 |
|  Federal National Mortgage Association, Series 2025-98, Class PK<br>4.500%, 8/25/54 | 15435926 | 15339 |
|  Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/20/50 | 10966942 | 9070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/20/50 | 20691698 | 17103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/20/50 | 18109041 | 14968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 1/20/51 | 4011764 | 3316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 2/20/51 | 4682439 | 3870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 4/20/51 | 8981466 | 7424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/20/37 | 1757374 | 1661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 6/20/38 | 3289861 | 3106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 7/20/50 | 9922556 | 8407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 6/20/43 | 1809012 | 1626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 8/20/43 | 567932 | 510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/15/47 | 5175568 | 4736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/20/50 | 4477755 | 3989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 4/20/48 | 1103707 | 1046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 9/20/52 | 2898197 | 2742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/20/52 | 17717425 | 16784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 1/20/53 | 6631045 | 6838 |
|  Government National Mortgage Association TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 5/20/56 | 6900000 | 6819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 6/22/56 | 11200000 | 11232 |
|  Government National Mortgage Association, Series 2010-163, Class NC<br>4.000%, 12/20/40 | 1249287 | 1234 |
|  Government National Mortgage Association, Series 2013-152, Class HA<br>2.500%, 6/20/43 | 1448028 | 1342 |
|  Government National Mortgage Association, Series 2014-133, Class BP<br>2.250%, 9/20/44 | 1111481 | 1000 |
|  Government National Mortgage Association, Series 2014-181, Class L<br>3.000%, 12/20/44 | 1032591 | 934 |
|  Government National Mortgage Association, Series 2015-144, Class CA<br>2.500%, 10/20/45 | 1586329 | 1397 |
|  Government National Mortgage Association, Series 2016-136, Class A<br>3.000%, 7/20/44 | 986120 | 894 |
|  Government National Mortgage Association, Series 2016-93, Class AB<br>1.750%, 7/20/44 | 2125805 | 1792 |
|  Government National Mortgage Association, Series 2016-99, Class TL<br>2.000%, 4/16/44 | 2718927 | 2292 |
|  Government National Mortgage Association, Series 2017-139, Class GA<br>3.000%, 9/20/47 | 3658558 | 3307 |

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**15** 

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| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Government National Mortgage Association, Series 2018-65, Class DC<br>3.500%, 5/20/48 | 1455433 | 1345 |
|  Government National Mortgage Association, Series 2019-158, Class PG<br>2.250%, 12/20/49 | 817930 | 690 |
|  Government National Mortgage Association, Series 2019-158, Class PK<br>1.750%, 12/20/49 | 1022335 | 837 |
|  Government National Mortgage Association, Series 2019-158, Class PL<br>1.500%, 12/20/49 | 1901649 | 1531 |
|  Government National Mortgage Association, Series 2019-78, Class PT<br>2.500%, 8/20/44 | 980615 | 881 |
|  Government National Mortgage Association, Series 2019-96, Class DE<br>2.350%, 8/20/49 | 600914 | 514 |
|  Government National Mortgage Association, Series 2020-112, Class AB<br>1.500%, 8/20/50 | 2043177 | 1640 |
|  Government National Mortgage Association, Series 2020-112, Class MB<br>1.500%, 8/20/50 | 2223842 | 1789 |
|  Government National Mortgage Association, Series 2020-17, Class AP<br>2.250%, 1/20/50 | 747096 | 645 |
|  Government National Mortgage Association, Series 2020-17, Class PD<br>2.250%, 1/20/50 | 789570 | 673 |
|  Government National Mortgage Association, Series 2020-21, Class GV<br>2.250%, 10/20/49 | 691643 | 603 |
|  Government National Mortgage Association, Series 2020-31, Class E<br>2.000%, 9/20/49 | 1822422 | 1573 |
|  Government National Mortgage Association, Series 2020-95, Class A<br>1.625%, 7/20/50 | 3519151 | 2857 |
|  Government National Mortgage Association, Series 2021-215, Class KA<br>2.500%, 10/20/49 | 24230 | 22 |
|  Government National Mortgage Association, Series 2021-27, Class BD<br>5.000%, 2/20/51 | 1403236 | 1384 |
|  Government National Mortgage Association, Series 2021-27, Class CW<br>5.000%, 2/20/51 | 1885670 | 1859 |
|  Government National Mortgage Association, Series 2021-27, Class NT<br>5.000%, 2/20/51 | 1472988 | 1438 |
|  Government National Mortgage Association, Series 2021-27, Class Q<br>5.000%, 2/20/51 | 1310853 | 1292 |
|  Government National Mortgage Association, Series 2021-8, Class CY<br>5.000%, 1/20/51 | 1284621 | 1266 |
|  Government National Mortgage Association, Series 2021-89, Class LK<br>2.000%, 5/20/51 | 2772964 | 2280 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Government National Mortgage Association, Series 2022-153, Class KA<br>4.000%, 12/20/49 | 1414226 | 1386 |
|  Government National Mortgage Association, Series 2022-197, Class LF<br>4.373%, (US 30 Day Average SOFR plus 0.700%), 11/20/52 | 5692740 | 5666 |
|  Government National Mortgage Association, Series 2022-34, Class DN<br>3.500%, 9/20/41 | 2870482 | 2742 |
|  Government National Mortgage Association, Series 2022-46, Class LY<br>3.000%, 3/20/52 | 716000 | 594 |
|  Government National Mortgage Association, Series 2022-50, Class CA<br>3.000%, 3/20/52 | 5199424 | 4656 |
|  Government National Mortgage Association, Series 2022-66, Class CG<br>3.500%, 4/20/52 | 3127682 | 2978 |
|  Government National Mortgage Association, Series 2022-66, Class Y<br>3.500%, 4/20/52 | 886000 | 732 |
|  Government National Mortgage Association, Series 2022-78, Class HW<br>2.500%, 4/20/52 | 1247000 | 992 |
|  Government National Mortgage Association, Series 2024-110, Class JL<br>3.000%, 10/20/49 | 1918000 | 1652 |
|  Government National Mortgage Association, Series 2024-45, Class BD<br>2.000%, 3/20/54 | 1172032 | 1082 |
|  Government National Mortgage Association, Series 2025-1, Class GC<br>3.500%, 10/20/51 | 22085568 | 21163 |
|  Government National Mortgage Association, Series 2025-7, Class EL<br>2.500%, 1/20/55 | 828000 | 587 |
|  Government National Mortgage Association, Series 2025-89, Class GT<br>3.000%, 5/20/55 | 1769662 | 1588 |
|  GS Mortgage Securities Trust, Series 2020- GSA2, Class A4<br>1.721%, 12/12/53 | 3499000 | 3127 |
|  JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A3<br>3.392%, 12/15/49 | 474077 | 471 |
|  MFRA Trust, Series 2021-NQM2, Class A1<br>1.029%, (AFC), 11/25/64 144A | 585312 | 518 |
|  Morgan Stanley Capital I Trust, Series 2020- HR8, Class A3<br>1.790%, 7/15/53 | 1277930 | 1152 |
|  Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1<br>1.027%, (AFC), 11/25/55 144A | 186810 | 179 |
|  Starwood Mortgage Residential Trust, Series 2021-4, Class A1<br>1.162%, (AFC), 8/25/56 144A | 1388251 | 1241 |
|  SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A<br>5.115%, (US SOFR 1 Month plus 1.443%), 3/15/42 144A | 2602000 | 2569 |

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**16** 

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| | | |
|:---|:---|:---|
| Structured Products (47.2%) | Shares/ Par + | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Uniform Mortgage Backed Security TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 4/15/40 | 18800000 | 18665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/13/56 | 42800000 | 42206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 6/11/56 | 18700000 | 18402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 5/1/41 | 7000000 | 6895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 4/13/56 | 12500000 | 12558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 5/13/56 | 28000000 | 28091 |
|  Verus Securitization Trust, Series 2021-1, Class A1<br>0.815%, (AFC), 1/25/66 144A | 574600 | 523 |
|  Verus Securitization Trust, Series 2021-2, Class A1<br>1.031%, (AFC), 2/25/66 144A | 1139233 | 1041 |
|  Verus Securitization Trust, Series 2021-3, Class A1<br>1.046%, (AFC), 6/25/66 144A | 1013851 | 903 |
|  Verus Securitization Trust, Series 2021-4, Class A1<br>0.938%, (AFC), 7/25/66 144A | 1332211 | 1135 |
|  Verus Securitization Trust, Series 2021-5, Class A1<br>1.013%, (AFC), 9/25/66 144A | 1506124 | 1296 |
|  Verus Securitization Trust, Series 2021-7, Class A1<br>2.829%, (AFC), 10/25/66 144A ∑ | 795875 | 729 |
|  Verus Securitization Trust, Series 2021-8, Class A1<br>2.824%, (AFC), 11/25/66 144A | 1443305 | 1321 |
|  Verus Securitization Trust, Series 2021-R1, Class A1<br>0.820%, (AFC), 10/25/63 144A | 218245 | 211 |
|  Verus Securitization Trust, Series 2021-R3, Class A1<br>1.020%, (AFC), 5/25/64 144A | 408703 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **1170478** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Structured Products (Cost: $1,342,430)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Structured Products (Cost: $1,342,430)** | **1335946** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (103.8%) (Cost: $2,971,894)<sup>@</sup>**  | &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (103.8%) (Cost: $2,971,894)<sup>@</sup>**  | **2938028** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (-3.8%)** |  | **(107877)** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** |  | **2830151** |

---

+ All par is stated in U.S. Dollar unless otherwise noted.

---

| | |
|:---|:---|
| 144A | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026 the value of these securities (in thousands) was $307,809 representing 10.9% of the net assets.  |

---

α Rate shown is the rate as of the period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future.

∑ Stepped coupon bond for which the coupon rate of interest adjusts on specified date(s); rate shown is effective rate at period-end.

---

| | |
|:---|:---|
| @ | At March 31, 2026, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $2,971,894 and the net unrealized depreciation of investments based on that cost was $33,866 which is comprised of $14,189 aggregate gross unrealized appreciation and $48,055 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio's most recent annual report.  |

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**17** 

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Select Bond Portfolio

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio's perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio's Investments at March 31, 2026.

---

| | | | |
|:---|:---|:---|:---|
| | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Valuation Inputs | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Valuation Inputs | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Valuation Inputs |
| <br>**Description** | **Level 1 - Quoted<br>Prices** | **Level 2 - Other<br>Significant<br> Observable Inputs** | **Level 3 -<br>Significant<br> Unobservable <br>Inputs** |
|  | *(Amounts in thousands)* | *(Amounts in thousands)* | *(Amounts in thousands)* |
|  Assets: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | $— | $818844 | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Governments |  | 779312 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 3926 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Structured Products |  | 1335946 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets: | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938028 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

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**18** 

------

Abbreviations (unaudited)

**Abbreviations that may be used in the preceding statements** 

---

| | |
|:---|:---|
|  ADR | American Depositary Receipt |
|  AFC | Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the |
|  | underlying loans is lower than the uncapped rate, then the security will pay at the lower rate. |
|  CSTR | Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral. |
|  IO | Interest Only Security |
|  PO | Principal Only Security |
|  GDR | Global Depositary Receipt |
|  RB | Revenue Bond |
|  CPURNSA | U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted |
|  IBOR | Interbank Offered Rate |
|  LIBOR | London Interbank Offered Rate |
|  SOFR | Secured Overnight Financing Rate |
|  CME | Chicago Mercantile Exchange |
|  ICE | Intercontinental Exchange |
|  FTSE | Financial Times Stock Exchange |
|  SONIO | Sterling Overnight Interbank Average Rate |
|  DAC | Designated Activity Company |
|  TBA | To Be Announced |
|  CMT | Constant Maturity Treasury |
|  OIS | Overnight Index Swaps |
|  BBR | Bank Bill Rate |
|  BBSW | Bank Bill Swap Reference Rate |
|  DIFC | Dubai International Financial Centre |
|  BRL-CDI | Brazil Interbank Deposit Rate |
|  CAONREPO | Canadian Overnight Repo Rate Average |
|  JIBAR | Johannesburg Interbank Agreed Rate |
|  EURIBOR | Euro Interbank Offered Rate |
|  PRIBOR | Prague Interbank Offered Rate |
|  ETF | Exchange Traded Fund |

---

**Currency Abbreviations** 

---

| | |
|:---|:---|
|  AED | United Arab Emirates Dirham |
|  AUD | Australian Dollar |
|  BRL | Brazilian Real |
|  CAD | Canadian Dollar |
|  CHF | Swiss Franc |
|  CNH | Chinese Yuan Renminbi - Offshore |
|  CNY | Chinese Yuan Renminbi |
|  COP | Colombian Peso |
|  CZK | Czech Koruna |
|  DKK | Danish Krone |
|  EGP | Egyptian Pound |
|  EUR | Euro |
|  GBP | British Pound |
|  HKD | Hong Kong Dollar |
|  IDR | Indonesian Rupiah |
|  ILS | Israeli Shekel |
|  INR | Indian Rupee |
|  JPY | Japanese Yen |
|  KRW | South Korean Won |
|  KWD | Kuwaiti Dinar |
|  KZT | Kazakhstani Tenge |
|  MXN | Mexican New Peso |
|  NOK | Norwegian Krone |
|  NZD | New Zealand Dollar |
|  PEN | Peruvian Sol |
|  PLN | Polish Zloty |
|  PYG | Paraguayan Guarani |
|  RUB | Russian Ruble |
|  SAR | Saudi Riyal |
|  SEK | Swedish Krona |
|  SGD | Singapore Dollar |
|  THB | Thai Baht |
|  TRY | Turkish Lira |
|  TWD | Taiwan Dollar |
|  USD | United States Dollar |
|  ZAR | South African Rand |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** Select Bond Portfolio

- **b. EDGAR series identifier (if any):** S000000047

- **c. LEI of Series:** 03DZ35VFRGD62UKLL347

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3189824738.98

**Total Liabilities:** $352871539.57

**Net Assets:** $2836953199.41

**Delayed Delivery Securities:** $167707164.47

**Cash Not Reported:** $124462082.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1786.49000000 | **1-Year:** -61244.86000000 | **5-Year:** -211808.22000000 | **10-Year:** -241520.16000000 | **30-Year:** -114836.73000000

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

- **3-Month:** -20.91000000 | **1-Year:** -818.84000000 | **5-Year:** -1770.41000000 | **10-Year:** -1401.47000000 | **30-Year:** -411.66000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000082 | 0.27%                | 1.62%                | -1.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1854826.84              | $-4109228.57                               |
| Month 2  | $2441850.84              | $35343072.29                               |
| Month 3  | $-3880562.35             | $-60090659.12                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    882000 | PA      | $684148.17    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $710162.51    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1082202.75   | 0.04%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    865000 | PA      | $560502.33    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $813025.97    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    811000 | PA      | $767773.30    | 0.03%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2655952.30   | 0.09%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    962000 | PA      | $937439.59    | 0.03%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1358032.04   | 0.05%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    412000 | PA      | $353660.88    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3310601.27   | 0.12%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    976000 | PA      | $856658.95    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3388000 | PA      | $2750151.40   | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2340748.97   | 0.08%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1361054.27   | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1140804.47   | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1901008.20   | 0.07%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $3237573.32   | 0.11%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2473000 | PA      | $2426306.59   | 0.09%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    392000 | PA      | $332877.44    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    864000 | PA      | $855711.94    | 0.03%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   1406000 | PA      | $1442581.70   | 0.05%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                             | Airbnb Inc                                                                      | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2906162.55   | 0.10%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                             | Airbnb Inc                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1777984.62   | 0.06%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                             | Airbnb Inc                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    992000 | PA      | $993004.53    | 0.04%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                            | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    922000 | PA      | $842682.47    | 0.03%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                            | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2250000 | PA      | $2188028.12   | 0.08%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                     | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2809000 | PA      | $2876015.21   | 0.10%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18800000 | PA      | $18664585.29  | 0.66%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42800000 | PA      | $42206220.19  | 1.49%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6894956.81   | 0.24%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18700000 | PA      | $18401853.37  | 0.65%             | 2056-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40400000 | PA      | $40586078.76  | 1.43%             | 2056-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993421 | PA      | $994290.01    | 0.04%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1252966.06   | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1228310.24   | 0.04%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1190152.33   | 0.04%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2759317.48   | 0.10%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    619000 | PA      | $599316.72    | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2884990.09   | 0.10%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3093353.99   | 0.11%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2854005.57   | 0.10%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $3288851.37   | 0.12%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2417199.94   | 0.09%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    760000 | PA      | $556661.58    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    906000 | PA      | $902127.44    | 0.03%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    906000 | PA      | $895383.94    | 0.03%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1355915.59   | 0.05%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2192505.98   | 0.08%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $984525.04    | 0.03%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3883000 | PA      | $3870607.52   | 0.14%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3883000 | PA      | $3863371.63   | 0.14%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $3540710.00   | 0.12%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2047105.99   | 0.07%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $2867624.78   | 0.10%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1483848.55   | 0.05%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    905000 | PA      | $904272.72    | 0.03%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    492000 | PA      | $493612.77    | 0.02%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1068699.63   | 0.04%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2484998.22   | 0.09%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1585000 | PA      | $1463226.59   | 0.05%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    710000 | PA      | $540174.71    | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    956000 | PA      | $956336.11    | 0.03%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    407000 | PA      | $400911.55    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1210000 | PA      | $1214425.73   | 0.04%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                               | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572000 | PA      | $512497.63    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2023-2                                 | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1064848 | PA      | $1070620.63   | 0.04%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2026-1                                 | CUSIP: 03066CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3037000 | PA      | $3027396.70   | 0.11%             | 2032-11-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119779 | PA      | $119926.96    | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1323710.06   | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3441000 | PA      | $3380888.04   | 0.12%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                       | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475317.43    | 0.02%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                       | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1793434.81   | 0.06%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1220605 | PA      | $1030872.71   | 0.04%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                                      | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $1962274.71   | 0.07%             | 2031-03-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                                      | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $1954430.36   | 0.07%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                                      | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $1940895.05   | 0.07%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4843000 | PA      | $4716950.56   | 0.17%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    940000 | PA      | $954964.97    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                  | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    972000 | PA      | $936549.44    | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                               | Apollo Global Management Inc                                                    | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2300040.14   | 0.08%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $791151.61    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    670000 | PA      | $475187.26    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1367452.10   | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                   | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1234951.71   | 0.04%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                 | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1574279.97   | 0.06%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                 | Arizona Public Service Co                                                       | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2629993.07   | 0.09%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1904331.07   | 0.07%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1212153.00   | 0.04%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1616990.64   | 0.06%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                        | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1891000 | PA      | $1899382.99   | 0.07%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341700 | PA      | $341145.73    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C37                                                  | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $456303.31    | 0.02%             | 2058-09-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917000 | PA      | $895674.25    | 0.03%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    510000 | PA      | $563480.04    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1584080.44   | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1397771.94   | 0.05%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721000 | PA      | $640314.62    | 0.02%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-C12 Mortgage Trust                                                     | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161000 | PA      | $169728.33    | 0.01%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3160000 | PA      | $3150125.00   | 0.11%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2397152.73   | 0.08%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1219455.11   | 0.04%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2027422.22   | 0.07%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1171315.06   | 0.04%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                               | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1098406.95   | 0.04%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                               | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1653800.59   | 0.06%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                               | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2723595.20   | 0.10%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                                | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2638000 | PA      | $2597340.35   | 0.09%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    474000 | PA      | $480253.48    | 0.02%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2182927.13   | 0.08%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1073000 | PA      | $1116464.01   | 0.04%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2026-5YR21                                                                | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2226000 | PA      | $2294173.70   | 0.08%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                    | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2095000 | PA      | $2027511.25   | 0.07%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                             | Barings Equipment Finance LLC 2026-A                                            | CUSIP: 06764QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1166000 | PA      | $1160027.51   | 0.04%             | 2033-07-13      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C33                                                  | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1792000 | PA      | $1862766.08   | 0.07%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $830504.68    | 0.03%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2026-V21 Mortgage Trust                                               | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1856000 | PA      | $1880746.79   | 0.07%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2026-V20 Mortgage Trust                                               | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $707402.62    | 0.02%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1570930.40   | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    971000 | PA      | $1068658.19   | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1516000 | PA      | $1349331.48   | 0.05%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    664000 | PA      | $652221.36    | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1276418.88   | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $3428447.26   | 0.12%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $3213919.25   | 0.11%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2313708.58   | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $3218512.09   | 0.11%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3051103.34   | 0.11%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1911561.35   | 0.07%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1006790.56   | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2196000 | PA      | $2176513.46   | 0.08%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1608000 | PA      | $1571159.18   | 0.06%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                 | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2403656.30   | 0.08%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                      | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287717 | PA      | $282870.35    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1737000 | PA      | $1729400.63   | 0.06%             | 2044-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    736000 | PA      | $742775.77    | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2337106.01   | 0.08%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAD6<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    854334 | PA      | $840176.05    | 0.03%             | 2052-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2442000 | PA      | $2095242.13   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    803000 | PA      | $802343.47    | 0.03%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3881682.77   | 0.14%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2628000 | PA      | $2633975.55   | 0.09%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1793000 | PA      | $1801663.06   | 0.06%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4491000 | PA      | $4512270.27   | 0.16%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2801000 | PA      | $2828179.95   | 0.10%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1056487.93   | 0.04%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    907000 | PA      | $649244.28    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1911345.92   | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1685363.34   | 0.06%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $333088.31    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1177690.59   | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2319000 | PA      | $1587450.28   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $890063.53    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $373032.14    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    734000 | PA      | $721952.61    | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    801000 | PA      | $765250.20    | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2022-A                                                   | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010188 | PA      | $1009747.73   | 0.04%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1202331 | PA      | $1207492.08   | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2218440 | PA      | $2240083.85   | 0.08%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                      | Chile Government International Bond                                             | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2325000 | PA      | $2280127.50   | 0.08%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                      | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    470000 | PA      | $455694.76    | 0.02%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GQA9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     43204 | PA      | $43771.36     | 0.00%             | 2035-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                              | College Avenue Student Loans LLC                                                | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364647 | PA      | $367800.55    | 0.01%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                              | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723757 | PA      | $694242.03    | 0.02%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                              | College Ave Student Loans 2018-A LLC                                            | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343411 | PA      | $337190.92    | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1544629 | PA      | $1304515.69   | 0.05%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1692032 | PA      | $1442475.04   | 0.05%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    890000 | PA      | $637611.34    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $546967.45    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    468000 | PA      | $317555.35    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $179380.97    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                    | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2413952.53   | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                    | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1789384.39   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                      | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6900000 | PA      | $6819340.04   | 0.24%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                      | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11200000 | PA      | $11231954.83  | 0.40%             | 2056-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2133000 | PA      | $2096480.08   | 0.07%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1717287.64   | 0.06%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crowley Conro LLC                                      | Crowley Conro LLC                                                               | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |   1067962 | PA      | $996190.15    | 0.04%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                        | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $927487.95    | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                        | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    657000 | PA      | $475462.95    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                        | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1982563.14   | 0.07%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1839225.47   | 0.06%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1721244.34   | 0.06%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    304000 | PA      | $309579.42    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2322247.99   | 0.08%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1645909.46   | 0.06%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                    | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3758782.84   | 0.13%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                    | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4213000 | PA      | $4240722.51   | 0.15%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                  | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1334417.14   | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                | Walt Disney Co/The                                                              | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2199641.81   | 0.08%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                | Walt Disney Co/The                                                              | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2476000 | PA      | $2437807.87   | 0.09%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    761000 | PA      | $509787.69    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    560000 | PA      | $512227.06    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1388234.14   | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $783668.69    | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    279000 | PA      | $207598.62    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $710837.46    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1093181.89   | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    635000 | PA      | $628028.42    | 0.02%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1274959.87   | 0.04%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                    | Eastman Chemical Co                                                             | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $2367181.12   | 0.08%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                             | Eaton Corp                                                                      | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3917000 | PA      | $3888260.70   | 0.14%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                             | Eaton Corp                                                                      | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2481000 | PA      | $2456223.02   | 0.09%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                             | Eaton Corp                                                                      | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1815349.12   | 0.06%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                             | Eaton Corp                                                                      | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1031660.18   | 0.04%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                             | Eaton Corp                                                                      | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1264721.91   | 0.04%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                      | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1276000 | PA      | $1274913.58   | 0.04%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                               | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1493000 | PA      | $1541149.25   | 0.05%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                               | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1422000 | PA      | $1359261.36   | 0.05%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                    | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2664000 | PA      | $2674766.90   | 0.09%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                    | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1982000 | PA      | $1999077.82   | 0.07%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    940000 | PA      | $829437.23    | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1767519.39   | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2400372.44   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    945000 | PA      | $899781.66    | 0.03%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                   | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $641633.69    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                   | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1873217.72   | 0.07%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1183713.69   | 0.04%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                               | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   1870000 | PA      | $1852561.76   | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    801000 | PA      | $805262.67    | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    806000 | PA      | $820585.11    | 0.03%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1842000 | PA      | $1813665.18   | 0.06%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                     | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    818000 | PA      | $733214.02    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                            | Exelon Corp                                                                     | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3442000 | PA      | $3338310.37   | 0.12%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                  | Export Finance & Insurance Corp                                                 | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   3290000 | PA      | $3323882.16   | 0.12%             | 2027-10-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    691000 | PA      | $625877.87    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    342000 | PA      | $307375.13    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    799000 | PA      | $756106.12    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1214529.38   | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1387153 | PA      | $1414969.76   | 0.05%             | 2050-02-01      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4286757 | PA      | $4330941.51   | 0.15%             | 2053-05-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1931364 | PA      | $1938962.32   | 0.07%             | 2054-10-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    876065 | PA      | $884000.82    | 0.03%             | 2054-02-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2296265 | PA      | $2316406.10   | 0.08%             | 2055-01-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1125700 | PA      | $1142560.15   | 0.04%             | 2055-08-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RKH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4256072 | PA      | $4291536.66   | 0.15%             | 2056-02-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                       | Freddie Mac Strips                                                              | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1997839 | PA      | $1828597.58   | 0.06%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2636260 | PA      | $2380775.41   | 0.08%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63568 | PA      | $63058.18     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72337 | PA      | $71786.90     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    988232 | PA      | $905022.97    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3458157 | PA      | $3153811.93   | 0.11%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1939523 | PA      | $1763319.31   | 0.06%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1687617 | PA      | $1551864.96   | 0.05%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3031236 | PA      | $2776582.71   | 0.10%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1752730 | PA      | $1607391.10   | 0.06%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2064370 | PA      | $1787507.99   | 0.06%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547405 | PA      | $1474686.52   | 0.05%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132CX4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2374304 | PA      | $2340832.81   | 0.08%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132CX7D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1046001 | PA      | $1031483.27   | 0.04%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2137345 | PA      | $2108968.69   | 0.07%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96495 | PA      | $82694.97     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2988427 | PA      | $2706471.69   | 0.10%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2323689 | PA      | $1996942.36   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1154223 | PA      | $989153.62    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4992107 | PA      | $4797867.83   | 0.17%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1335270 | PA      | $1204893.91   | 0.04%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3953064 | PA      | $3628139.45   | 0.13%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    622968 | PA      | $572850.43    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2350018 | PA      | $2113598.45   | 0.07%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10249053 | PA      | $10675703.67  | 0.38%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5359399 | PA      | $5592214.25   | 0.20%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6020561 | PA      | $6365520.53   | 0.22%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5312166 | PA      | $4577654.60   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1068530 | PA      | $919198.98    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1824876 | PA      | $1571297.94   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1253127 | PA      | $1075518.27   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8916329 | PA      | $8028688.23   | 0.28%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1271234 | PA      | $1145991.02   | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9224163 | PA      | $8433531.49   | 0.30%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCHL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1103482 | PA      | $1010466.79   | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2746813 | PA      | $2520028.16   | 0.09%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                       | Freddie Mac Strips                                                              | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    939385 | PA      | $928985.97    | 0.03%             | 2044-03-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 31339WNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71164 | PA      | $73461.83     | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511528 | PA      | $436842.00    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1877384 | PA      | $1604426.23   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4603603 | PA      | $3963004.14   | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27901627 | PA      | $23949570.02  | 0.84%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5225009 | PA      | $4632437.43   | 0.16%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7496565 | PA      | $6648646.14   | 0.23%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133LPT49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1800702 | PA      | $1709494.58   | 0.06%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2526432 | PA      | $2260160.18   | 0.08%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2931291 | PA      | $2613138.69   | 0.09%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1179255 | PA      | $1169540.86   | 0.04%             | 2041-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499957 | PA      | $495739.29    | 0.02%             | 2041-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1241662 | PA      | $1198751.70   | 0.04%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544764 | PA      | $539455.39    | 0.02%             | 2041-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541243 | PA      | $537217.53    | 0.02%             | 2042-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615663 | PA      | $611296.76    | 0.02%             | 2042-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730105 | PA      | $724601.33    | 0.03%             | 2042-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1752241 | PA      | $1609590.70   | 0.06%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692544 | PA      | $599144.92    | 0.02%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1180934 | PA      | $1078317.52   | 0.04%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612178 | PA      | $603521.81    | 0.02%             | 2044-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010769 | PA      | $1804790.30   | 0.06%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1103968 | PA      | $1079974.94   | 0.04%             | 2045-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1319958 | PA      | $1291995.07   | 0.05%             | 2045-07-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888000 | PA      | $777859.85    | 0.03%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1244939 | PA      | $1173985.63   | 0.04%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3291431 | PA      | $3266053.96   | 0.12%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1470627 | PA      | $1455415.93   | 0.05%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300399 | PA      | $1286679.79   | 0.05%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564127 | PA      | $557727.33    | 0.02%             | 2046-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    893754 | PA      | $886734.68    | 0.03%             | 2046-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2297554 | PA      | $2273617.71   | 0.08%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1181637 | PA      | $1172045.50   | 0.04%             | 2046-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5564296 | PA      | $4745630.80   | 0.17%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2266469 | PA      | $2120939.46   | 0.07%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020000 | PA      | $785756.49    | 0.03%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1288317 | PA      | $1206875.83   | 0.04%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1826858 | PA      | $1808710.09   | 0.06%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1951662 | PA      | $1937267.16   | 0.07%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544046 | PA      | $538474.93    | 0.02%             | 2044-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898096 | PA      | $891122.51    | 0.03%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875832 | PA      | $866838.56    | 0.03%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782962 | PA      | $777472.72    | 0.03%             | 2046-12-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1016082 | PA      | $1006509.56   | 0.04%             | 2047-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    876262 | PA      | $819995.95    | 0.03%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3609091 | PA      | $3170277.75   | 0.11%             | 2047-04-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333011 | PA      | $330211.76    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    877003 | PA      | $869332.29    | 0.03%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087025 | PA      | $1078383.90   | 0.04%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785509 | PA      | $779288.55    | 0.03%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393261 | PA      | $390224.86    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2227813 | PA      | $2207553.72   | 0.08%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647019 | PA      | $629354.05    | 0.02%             | 2044-12-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353093 | PA      | $348684.70    | 0.01%             | 2048-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762242 | PA      | $755794.74    | 0.03%             | 2047-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1376344 | PA      | $1357042.22   | 0.05%             | 2047-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439907 | PA      | $434231.46    | 0.02%             | 2048-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1523607 | PA      | $1451749.16   | 0.05%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1641661 | PA      | $1567542.54   | 0.06%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1253208 | PA      | $1118121.13   | 0.04%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1820600 | PA      | $1801180.59   | 0.06%             | 2048-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1354763 | PA      | $1217428.18   | 0.04%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256968 | PA      | $1203617.87   | 0.04%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903140 | PA      | $874140.02    | 0.03%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1708586 | PA      | $1593627.65   | 0.06%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800768 | PA      | $730460.34    | 0.03%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1305936 | PA      | $1284755.22   | 0.05%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942085 | PA      | $850967.69    | 0.03%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BAHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2380953 | PA      | $2266664.16   | 0.08%             | 2035-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1008151 | PA      | $842466.36    | 0.03%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1468986 | PA      | $1372586.75   | 0.05%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4410401 | PA      | $3583037.92   | 0.13%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326124 | PA      | $290224.39    | 0.01%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2452631 | PA      | $1994922.09   | 0.07%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767937 | PA      | $656687.10    | 0.02%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BLPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744000 | PA      | $437933.95    | 0.02%             | 2052-02-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985844 | PA      | $923439.46    | 0.03%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572544 | PA      | $1473735.99   | 0.05%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2723309 | PA      | $2681912.86   | 0.09%             | 2050-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010790 | PA      | $2004261.95   | 0.07%             | 2040-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621725 | PA      | $608041.41    | 0.02%             | 2039-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086000 | PA      | $934074.79    | 0.03%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BX2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15435926 | PA      | $15339003.42  | 0.54%             | 2054-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BXN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4265463 | PA      | $4261007.34   | 0.15%             | 2052-09-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2013206 | PA      | $1840045.53   | 0.06%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    616685 | PA      | $612901.54    | 0.02%             | 2040-07-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600926 | PA      | $596974.84    | 0.02%             | 2041-09-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    547724 | PA      | $543182.40    | 0.02%             | 2041-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507474 | PA      | $504069.44    | 0.02%             | 2041-12-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627184 | PA      | $621933.89    | 0.02%             | 2042-01-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    762189 | PA      | $754700.19    | 0.03%             | 2042-06-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1253435 | PA      | $1180300.71   | 0.04%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    788104 | PA      | $739907.56    | 0.03%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740875 | PA      | $731315.15    | 0.03%             | 2042-08-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    940279 | PA      | $878843.46    | 0.03%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    836530 | PA      | $750988.11    | 0.03%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    677307 | PA      | $650082.61    | 0.02%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433860 | PA      | $427423.33    | 0.02%             | 2043-03-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2261555 | PA      | $2236463.56   | 0.08%             | 2043-08-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331007 | PA      | $328179.57    | 0.01%             | 2043-12-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B7EN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707664 | PA      | $702700.85    | 0.02%             | 2035-07-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598695 | PA      | $590842.92    | 0.02%             | 2044-02-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124544 | PA      | $123598.83    | 0.00%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1049058 | PA      | $941348.33    | 0.03%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3760941 | PA      | $3542315.24   | 0.12%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000604 | PA      | $993250.34    | 0.04%             | 2046-06-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7764519 | PA      | $7727396.86   | 0.27%             | 2041-06-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2028419 | PA      | $2007854.30   | 0.07%             | 2046-08-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1082482 | PA      | $1073765.94   | 0.04%             | 2046-10-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999123 | PA      | $981771.11    | 0.03%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    810957 | PA      | $800559.11    | 0.03%             | 2047-08-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1125342 | PA      | $1048907.17   | 0.04%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    865697 | PA      | $781795.12    | 0.03%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1543461 | PA      | $1410633.74   | 0.05%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    970030 | PA      | $868018.40    | 0.03%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    758358 | PA      | $742044.40    | 0.03%             | 2048-09-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2032814 | PA      | $2007875.35   | 0.07%             | 2049-01-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3177706 | PA      | $3053079.99   | 0.11%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1483054 | PA      | $1368043.02   | 0.05%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675412 | PA      | $664793.22    | 0.02%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1499906 | PA      | $1381099.53   | 0.05%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1486860 | PA      | $1315842.79   | 0.05%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    918382 | PA      | $872909.55    | 0.03%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQQQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2534895 | PA      | $2267207.88   | 0.08%             | 2044-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871456 | PA      | $730868.36    | 0.03%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQYV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945559 | PA      | $840643.94    | 0.03%             | 2044-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    683457 | PA      | $600490.23    | 0.02%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1143000 | PA      | $957652.61    | 0.03%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1151826 | PA      | $1139728.47   | 0.04%             | 2050-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1357212 | PA      | $1246776.95   | 0.04%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1614821 | PA      | $1355493.70   | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2364683 | PA      | $1924293.34   | 0.07%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1492257 | PA      | $1385703.56   | 0.05%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1415368 | PA      | $1268768.51   | 0.04%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2683325 | PA      | $2458395.34   | 0.09%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2070319 | PA      | $1859276.36   | 0.07%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1407107 | PA      | $1313488.35   | 0.05%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2867021 | PA      | $2758789.33   | 0.10%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1183308 | PA      | $1138558.33   | 0.04%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2609951 | PA      | $2618598.48   | 0.09%             | 2039-10-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3521981 | PA      | $3507724.07   | 0.12%             | 2054-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2165459 | PA      | $2173607.60   | 0.08%             | 2054-04-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1782000 | PA      | $1529496.30   | 0.05%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1863000 | PA      | $1616302.66   | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1189122 | PA      | $1174722.63   | 0.04%             | 2044-01-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    958961 | PA      | $909203.95    | 0.03%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4497675 | PA      | $4491204.76   | 0.16%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918289 | PA      | $908794.34    | 0.03%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1619816 | PA      | $1567391.25   | 0.06%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311474 | PA      | $301393.38    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1386857 | PA      | $1368222.77   | 0.05%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025429 | PA      | $938462.24    | 0.03%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087417 | PA      | $998663.09    | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1610972 | PA      | $1479476.01   | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1358058 | PA      | $1242645.57   | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4270086 | PA      | $3884595.59   | 0.14%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50641 | PA      | $49877.96     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415934 | PA      | $412889.81    | 0.01%             | 2041-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561550 | PA      | $557014.13    | 0.02%             | 2040-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1984292 | PA      | $2012233.59   | 0.07%             | 2055-08-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2100256 | PA      | $2116280.66   | 0.07%             | 2055-05-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1949072 | PA      | $1757509.98   | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8511925 | PA      | $7688431.69   | 0.27%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1351069 | PA      | $1288327.32   | 0.05%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12171576 | PA      | $10728579.30  | 0.38%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929411 | PA      | $839451.73    | 0.03%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1692982 | PA      | $1548100.76   | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4128149 | PA      | $3747081.91   | 0.13%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184016 | PA      | $1081621.35   | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166780 | PA      | $160758.50    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197602 | PA      | $190506.54    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460160 | PA      | $394903.72    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3281812 | PA      | $3002457.29   | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852599 | PA      | $821738.17    | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9822870 | PA      | $8976691.65   | 0.32%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4959382 | PA      | $5070108.61   | 0.18%             | 2052-10-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9013492 | PA      | $9094059.47   | 0.32%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043743 | PA      | $1011027.44   | 0.04%             | 2050-06-01      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2162763 | PA      | $2201055.97   | 0.08%             | 2055-01-01      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3131499 | PA      | $3174896.22   | 0.11%             | 2055-02-01      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCS70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2440692 | PA      | $2463293.07   | 0.09%             | 2054-07-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1971226 | PA      | $1986813.45   | 0.07%             | 2054-07-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1102567 | PA      | $965240.11    | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    854780 | PA      | $730986.20    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1354825 | PA      | $1156435.00   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1635216 | PA      | $1640160.62   | 0.06%             | 2052-08-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2108989 | PA      | $2156255.26   | 0.08%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2659073 | PA      | $2650594.40   | 0.09%             | 2052-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1692652 | PA      | $1727519.44   | 0.06%             | 2052-11-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2896434 | PA      | $2902274.05   | 0.10%             | 2052-08-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1545406 | PA      | $1372472.42   | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5463692 | PA      | $4699405.24   | 0.17%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3109969 | PA      | $2673799.92   | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10499348 | PA      | $9251923.01   | 0.33%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2626449 | PA      | $2257151.05   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3458314 | PA      | $3122820.74   | 0.11%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1220021 | PA      | $1264570.05   | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1261593 | PA      | $1274301.34   | 0.04%             | 2053-12-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1903774 | PA      | $1984171.74   | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2032679 | PA      | $2120977.37   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2908999 | PA      | $2956243.50   | 0.10%             | 2054-08-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897840 | PA      | $936842.88    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4069399 | PA      | $4238800.19   | 0.15%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2119904 | PA      | $2245036.12   | 0.08%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    876246 | PA      | $914311.79    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1449301 | PA      | $1534849.36   | 0.05%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507280 | PA      | $537832.37    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140U9XF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1349000 | PA      | $1354475.20   | 0.05%             | 2056-04-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2215659 | PA      | $2020758.03   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1841961 | PA      | $1690435.84   | 0.06%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1306583 | PA      | $1122849.33   | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1230744 | PA      | $1111021.92   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3796704 | PA      | $3265494.81   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W4BV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4454711 | PA      | $4399268.96   | 0.16%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W4R33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717317 | PA      | $692085.01    | 0.02%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W4YR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1590262 | PA      | $1554293.60   | 0.05%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140X4HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2472718 | PA      | $2252454.82   | 0.08%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1149981 | PA      | $986512.32    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XAK27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4251250 | PA      | $4081403.83   | 0.14%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833948 | PA      | $753741.16    | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1723446 | PA      | $1477063.07   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2685830 | PA      | $2306728.69   | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7079751 | PA      | $6485062.32   | 0.23%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1670327 | PA      | $1506994.91   | 0.05%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3391129 | PA      | $2972994.25   | 0.10%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333933 | PA      | $286798.06    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4976051 | PA      | $4441896.10   | 0.16%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    922187 | PA      | $791381.93    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222111 | PA      | $1106126.37   | 0.04%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGM22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500710 | PA      | $2466362.71   | 0.09%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1815646 | PA      | $1635472.76   | 0.06%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21658593 | PA      | $19846920.70  | 0.70%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14325735 | PA      | $12930594.89  | 0.46%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4582031 | PA      | $4051632.53   | 0.14%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1795253 | PA      | $1572258.00   | 0.06%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372215 | PA      | $371287.31    | 0.01%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41679 | PA      | $41561.44     | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1748697 | PA      | $1600164.01   | 0.06%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3195238 | PA      | $2902438.23   | 0.10%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2069843 | PA      | $1891424.77   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1421100 | PA      | $1308322.89   | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1617272 | PA      | $1444016.79   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683919 | PA      | $626147.70    | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652916 | PA      | $629782.54    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3916676 | PA      | $3538691.97   | 0.12%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1663370 | PA      | $1522081.06   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1594341 | PA      | $1458665.60   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11955985 | PA      | $10802778.34  | 0.38%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3215517 | PA      | $2944913.41   | 0.10%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683742 | PA      | $1518734.57   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1492435 | PA      | $1351587.25   | 0.05%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11625138 | PA      | $11711011.47  | 0.41%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245520 | PA      | $1323805.67   | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2294899 | PA      | $1971002.32   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500632 | PA      | $1374108.48   | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952411 | PA      | $862529.22    | 0.03%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1713370 | PA      | $1627839.35   | 0.06%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14856121 | PA      | $15170717.65  | 0.53%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5364817 | PA      | $5415511.19   | 0.19%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9073184 | PA      | $9289092.86   | 0.33%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18020568 | PA      | $18146834.10  | 0.64%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7LR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2052783 | PA      | $2138245.95   | 0.08%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3104787 | PA      | $3235458.17   | 0.11%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2490323 | PA      | $2601720.96   | 0.09%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1722754 | PA      | $1823421.31   | 0.06%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1161797 | PA      | $1032333.72   | 0.04%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3129718 | PA      | $2821303.81   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7362607 | PA      | $6645406.79   | 0.23%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418D2A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3179101 | PA      | $3037365.73   | 0.11%             | 2031-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418D2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2991781 | PA      | $2855712.82   | 0.10%             | 2031-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5286167 | PA      | $4686666.37   | 0.17%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9059755 | PA      | $8998285.03   | 0.32%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1591432 | PA      | $1434234.10   | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1624508 | PA      | $1464460.60   | 0.05%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2364127 | PA      | $2030441.51   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2191200 | PA      | $1973616.07   | 0.07%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3769651 | PA      | $3843878.34   | 0.14%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2715792 | PA      | $2446820.08   | 0.09%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427PXD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5582956 | PA      | $5611090.42   | 0.20%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1034224 | PA      | $1045601.22   | 0.04%             | 2055-07-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2233233 | PA      | $2260655.32   | 0.08%             | 2055-07-01      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1452693 | PA      | $1468608.22   | 0.05%             | 2055-08-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2022424 | PA      | $2041162.47   | 0.07%             | 2055-06-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717733 | PA      | $727411.95    | 0.03%             | 2055-05-01      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1932054 | PA      | $1948644.03   | 0.07%             | 2055-08-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2953232 | PA      | $2976602.71   | 0.10%             | 2055-07-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1001421 | PA      | $1044924.73   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    925322 | PA      | $981051.83    | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1661931 | PA      | $1731114.04   | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910092 | PA      | $963813.33    | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485529 | PA      | $512800.45    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10770392 | PA      | $10845583.08  | 0.38%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10212586 | PA      | $10429882.86  | 0.37%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GVU33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2059186 | PA      | $2180747.42   | 0.08%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142JCAB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4174696 | PA      | $4156222.44   | 0.15%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                         | FIBRA Prologis                                                                  | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1481000 | PA      | $1430530.42   | 0.05%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                         | FIBRA Prologis                                                                  | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1499000 | PA      | $1425908.61   | 0.05%             | 2038-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                | Fidelity National Information Services Inc                                      | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2422199.70   | 0.09%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                | Fidelity National Information Services Inc                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2914000 | PA      | $2900259.97   | 0.10%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                    | Fifth Third Bancorp                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2159492.05   | 0.08%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                    | Fifth Third Bancorp                                                             | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1593665.00   | 0.06%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2656725.28   | 0.09%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                               | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    657000 | PA      | $659601.69    | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                               | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1407000 | PA      | $1382519.79   | 0.05%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   4710000 | PA      | $4715389.65   | 0.17%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   4654000 | PA      | $4684208.18   | 0.17%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3427000 | PA      | $3486918.01   | 0.12%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2026-REV1                                          | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7209000 | PA      | $7154138.79   | 0.25%             | 2038-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2025-REV2                                          | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1334000 | PA      | $1330590.43   | 0.05%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4568000 | PA      | $4272321.49   | 0.15%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    686000 | PA      | $700457.47    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    793000 | PA      | $815292.63    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    627000 | PA      | $653084.08    | 0.02%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4011764 | PA      | $3316007.96   | 0.12%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4682439 | PA      | $3870369.06   | 0.14%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179VQH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9922556 | PA      | $8407417.90   | 0.30%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10966942 | PA      | $9070141.39   | 0.32%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20691698 | PA      | $17103160.23  | 0.60%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18109041 | PA      | $14968410.68  | 0.53%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8981466 | PA      | $7423820.26   | 0.26%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2898197 | PA      | $2742299.90   | 0.10%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17717425 | PA      | $16783973.71  | 0.59%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    567932 | PA      | $510347.87    | 0.02%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1809012 | PA      | $1625584.35   | 0.06%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                         | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4883000 | PA      | $4912934.25   | 0.17%             | 2030-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5175568 | PA      | $4735887.68   | 0.17%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4477755 | PA      | $3988899.52   | 0.14%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6631045 | PA      | $6838493.74   | 0.24%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACGA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1103707 | PA      | $1045565.04   | 0.04%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACGT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1757374 | PA      | $1661407.62   | 0.06%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3289861 | PA      | $3106066.13   | 0.11%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2020-GSA2                                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3499000 | PA      | $3126818.72   | 0.11%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust               | GM Financial Revolving Receivables Trust 2025-1                                 | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1237000 | PA      | $1249020.92   | 0.04%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr      | GM Financial Consumer Automobile Receivables Trust 2025-4                       | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1494000 | PA      | $1485100.09   | 0.05%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                           | Gabx Leasing LLC                                                                | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1435345.55   | 0.05%             | 2031-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                           | Gabx Leasing LLC                                                                | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1906274.35   | 0.07%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                 | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1280000 | PA      | $1088911.41   | 0.04%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                 | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1321760 | PA      | $1172582.34   | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                         | GE Vernova Inc                                                                  | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1780653.69   | 0.06%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                    | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2812240.63   | 0.10%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                    | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2565070.70   | 0.09%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2294744.56   | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                    | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    941000 | PA      | $867589.11    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2662529.92   | 0.09%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2473950.82   | 0.09%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1815922.49   | 0.06%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1464432.62   | 0.05%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $2887746.46   | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3759335.64   | 0.13%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4749000 | PA      | $4829092.36   | 0.17%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5981000 | PA      | $5925189.49   | 0.21%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4022000 | PA      | $3943676.66   | 0.14%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2657333.01   | 0.09%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9578000 | PA      | $9518898.95   | 0.34%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3827095.82   | 0.13%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3283000 | PA      | $3209697.73   | 0.11%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    981000 | PA      | $934849.61    | 0.03%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1387392.55   | 0.05%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38377RKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1249287 | PA      | $1233664.27   | 0.04%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38378UWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1448028 | PA      | $1341652.15   | 0.05%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379GQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1111481 | PA      | $999713.05    | 0.04%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379HMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1032591 | PA      | $934467.63    | 0.03%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379QD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1586329 | PA      | $1397410.97   | 0.05%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379XN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2718927 | PA      | $2291708.77   | 0.08%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379XX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2125805 | PA      | $1791943.47   | 0.06%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    986120 | PA      | $893994.60    | 0.03%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380HEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3658558 | PA      | $3306738.62   | 0.12%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380WV71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1455433 | PA      | $1345401.85   | 0.05%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38381WTA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    980615 | PA      | $881331.07    | 0.03%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38381XC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600914 | PA      | $513728.74    | 0.02%             | 2049-08-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382BFP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    817930 | PA      | $689745.74    | 0.02%             | 2049-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382BFS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1022335 | PA      | $836748.27    | 0.03%             | 2049-12-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382BFT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1901649 | PA      | $1530566.18   | 0.05%             | 2049-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382CJ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    747096 | PA      | $644548.25    | 0.02%             | 2050-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382CL82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    789570 | PA      | $673315.00    | 0.02%             | 2050-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382DLG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    691643 | PA      | $603243.93    | 0.02%             | 2049-10-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382DUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1822422 | PA      | $1572868.07   | 0.06%             | 2049-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382G2B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3519151 | PA      | $2856526.74   | 0.10%             | 2050-07-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382HKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2043177 | PA      | $1640283.78   | 0.06%             | 2050-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382HKJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2223842 | PA      | $1789405.86   | 0.06%             | 2050-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1284621 | PA      | $1266083.14   | 0.04%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1310853 | PA      | $1292069.04   | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1403236 | PA      | $1383572.20   | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1472988 | PA      | $1437637.90   | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1885670 | PA      | $1859483.98   | 0.07%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382QB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2772964 | PA      | $2280296.65   | 0.08%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383LFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5692740 | PA      | $5665878.57   | 0.20%             | 2052-11-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383MFU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2870482 | PA      | $2742031.06   | 0.10%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383PLD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5199424 | PA      | $4655835.96   | 0.16%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383PXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716000 | PA      | $593561.71    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383RGE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3127682 | PA      | $2978299.84   | 0.10%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383RJC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886000 | PA      | $732270.23    | 0.03%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383RWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1247000 | PA      | $992479.57    | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383YJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1414226 | PA      | $1386215.33   | 0.05%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384KGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1172032 | PA      | $1081545.15   | 0.04%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384QXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1918000 | PA      | $1651582.13   | 0.06%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38385BN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    828000 | PA      | $587166.51    | 0.02%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22085568 | PA      | $21162857.60  | 0.75%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38385GMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1769662 | PA      | $1587586.49   | 0.06%             | 2055-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAND RVR FND TRST I                                   | Grand River Funding Trust I                                                     | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1345786.86   | 0.05%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER FND TRST II                                | Grand River Funding Trust II                                                    | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1976000 | PA      | $2066896.83   | 0.07%             | 2056-02-15      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1056290.12   | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    699000 | PA      | $665520.01    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3148000 | PA      | $3106282.67   | 0.11%             | 2032-03-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2355000 | PA      | $2312700.29   | 0.08%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                         | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    898000 | PA      | $640970.18    | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2026-1 Owner Trust                                       | CUSIP: 43815CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2882000 | PA      | $2841081.94   | 0.10%             | 2032-05-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5006000 | PA      | $4969136.02   | 0.18%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $2975949.58   | 0.10%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   4598000 | PA      | $4548270.42   | 0.16%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4214095.59   | 0.15%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3837000 | PA      | $3807082.91   | 0.13%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1008135.89   | 0.04%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2695505.80   | 0.10%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    211000 | PA      | $209296.64    | 0.01%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                   | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1261245.17   | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                   | Howmet Aerospace Inc                                                            | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1201587.04   | 0.04%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1391697.18   | 0.05%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1192767.43   | 0.04%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-A                                           | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2148000 | PA      | $2149673.51   | 0.08%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2026-A                                           | CUSIP: 448981AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2484000 | PA      | $2457414.74   | 0.09%             | 2032-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-B                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464431 | PA      | $466669.89    | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                                  | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3749000 | PA      | $3763597.86   | 0.13%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1914000 | PA      | $1930170.35   | 0.07%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                  | Indonesia Government International Bond                                         | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2156000 | PA      | $2102387.65   | 0.07%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                  | Indonesia Government International Bond                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1967000 | PA      | $1881251.45   | 0.07%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                    | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1990000 | PA      | $1978085.41   | 0.07%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                    | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1701000 | PA      | $1696034.88   | 0.06%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    463000 | PA      | $292522.66    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    791000 | PA      | $543312.67    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    528000 | PA      | $499930.66    | 0.02%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    693000 | PA      | $642838.43    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    273000 | PA      | $233670.98    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1578000 | PA      | $1481277.17   | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    783000 | PA      | $764655.81    | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1201000 | PA      | $844174.38    | 0.03%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    752000 | PA      | $698978.48    | 0.02%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3383000 | PA      | $3312080.28   | 0.12%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1819000 | PA      | $1616431.98   | 0.06%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2447000 | PA      | $2266631.87   | 0.08%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1270000 | PA      | $1285643.86   | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    601000 | PA      | $620376.41    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1202000 | PA      | $1199776.30   | 0.04%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474077 | PA      | $471457.15    | 0.02%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                              | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1136049.24   | 0.04%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                              | Jabil Inc                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1119758.75   | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    485000 | PA      | $475912.03    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1944000 | PA      | $2138757.70   | 0.08%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1211847.91   | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1092529.77   | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $2139279.95   | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1294583.74   | 0.05%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                      | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2517839.15   | 0.09%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                    | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   1262000 | PA      | $1236257.37   | 0.04%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                    | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   1450000 | PA      | $1464931.84   | 0.05%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   4438000 | PA      | $4371751.18   | 0.15%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   5739000 | PA      | $5611234.02   | 0.20%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2798000 | PA      | $2686571.50   | 0.09%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                       | Lseg US Fin Corp                                                                | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2456961.31   | 0.09%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                       | Lseg US Fin Corp                                                                | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   2474000 | PA      | $2443157.24   | 0.09%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                       | Lseg US Fin Corp                                                                | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1443682.08   | 0.05%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1647166.88   | 0.06%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3436000 | PA      | $3398990.57   | 0.12%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBJ1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2917000 | PA      | $2837551.89   | 0.10%             | 2047-02-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $757803.41    | 0.03%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $1575853.23   | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2128735.59   | 0.08%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1966171.37   | 0.07%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    585312 | PA      | $518401.64    | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                         | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1628366.65   | 0.06%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                         | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    784000 | PA      | $762291.45    | 0.03%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                        | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1535139.01   | 0.05%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                       | MercadoLibre Inc                                                                | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    805000 | PA      | $781011.00    | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2096000 | PA      | $2112321.13   | 0.07%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1435337.27   | 0.05%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    945000 | PA      | $958421.26    | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                  | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $639677.15    | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                  | MidAmerican Energy Co                                                           | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1001343.57   | 0.04%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                   | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    625000 | PA      | $524684.46    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                   | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $953952.14    | 0.03%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2497000 | PA      | $2460818.87   | 0.09%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2665000 | PA      | $2618169.90   | 0.09%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBJ8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1277930 | PA      | $1152306.91   | 0.04%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $5785779.81   | 0.20%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2632727.07   | 0.09%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5129000 | PA      | $5069494.73   | 0.18%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1384321.46   | 0.05%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    981000 | PA      | $946981.37    | 0.03%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    970000 | PA      | $960211.25    | 0.03%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $4532498.16   | 0.16%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2948000 | PA      | $2888213.12   | 0.10%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5635000 | PA      | $5577940.84   | 0.20%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2927000 | PA      | $2926891.58   | 0.10%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6646000 | PA      | $6625414.48   | 0.23%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4773000 | PA      | $4756470.43   | 0.17%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10829291.33  | 0.38%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                           | Navient Refinance Loan Trust 2025-C                                             | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2187926 | PA      | $2176311.42   | 0.08%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                               | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1656105.56   | 0.06%             | 2047-03-03      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-F                                | CUSIP: 63935CAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    835709 | PA      | $808208.69    | 0.03%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2018-D                                | CUSIP: 63940UAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    603835 | PA      | $600972.97    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    274181 | PA      | $271564.10    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    133272 | PA      | $133050.14    | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-D                                | CUSIP: 63941CAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1549330 | PA      | $1508256.80   | 0.05%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-E                                | CUSIP: 63941TAA4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     53178 | PA      | $49816.38     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    951769 | PA      | $892523.08    | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2809064 | PA      | $2513729.18   | 0.09%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1806857 | PA      | $1610972.94   | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1633043 | PA      | $1483290.63   | 0.05%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    461807 | PA      | $416967.87    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    463347 | PA      | $422677.07    | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   4626825 | PA      | $4201153.62   | 0.15%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Student Loan Trust 2021-3                                               | CUSIP: 63942WAA6<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   1946965 | PA      | $1724951.95   | 0.06%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                           | Navient Refinance Loan Trust 2026-A                                             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5431000 | PA      | $5369793.72   | 0.19%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2004-4                                                | CUSIP: 64031QBK6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    587154 | PA      | $586138.76    | 0.02%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-1                                                | CUSIP: 64031QBR1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2093183 | PA      | $2076739.51   | 0.07%             | 2033-10-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-2                                                | CUSIP: 64031QBX8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1908863 | PA      | $1893559.70   | 0.07%             | 2037-03-23      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-3                                                | CUSIP: 64031QCD1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1407481 | PA      | $1397946.19   | 0.05%             | 2035-12-24      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                  | Nippon Life Insurance Co                                                        | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   2710000 | PA      | $2716780.75   | 0.10%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                  | Nippon Life Insurance Co                                                        | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1693000 | PA      | $1695075.79   | 0.06%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust 2026-A                                                  | CUSIP: 65481HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3112000 | PA      | $3091925.11   | 0.11%             | 2029-03-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                  | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1614696.32   | 0.06%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                          | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1241000 | PA      | $1354362.87   | 0.05%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                               | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    743000 | PA      | $704175.43    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                               | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $2022963.47   | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                               | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    806000 | PA      | $791324.27    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                  | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1344641.10   | 0.05%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                  | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1263576.03   | 0.04%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2812000 | PA      | $2755509.68   | 0.10%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1453257.13   | 0.05%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $1957579.23   | 0.07%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2740305.54   | 0.10%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4077220.75   | 0.14%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    578000 | PA      | $578962.74    | 0.02%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    463000 | PA      | $466303.12    | 0.02%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                         | Ohio Edison Co                                                                  | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1221279.12   | 0.04%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                              | OHIO ST UNIV                                                                    | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    148000 | PA      | $121339.61    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    661000 | PA      | $675433.07    | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1304379.70   | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2229162.84   | 0.08%             | 2056-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3118000 | PA      | $3100834.10   | 0.11%             | 2031-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1836512.98   | 0.06%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $481795.98    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1183285.56   | 0.04%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1076139.97   | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $1632481.30   | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    994000 | PA      | $793073.76    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $929001.39    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    714000 | PA      | $598605.25    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1416141.34   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    985000 | PA      | $923925.04    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $1633168.39   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2307464.36   | 0.08%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2113430.10   | 0.07%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2102714.36   | 0.07%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1244165.86   | 0.04%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1445057.20   | 0.05%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    821000 | PA      | $754763.36    | 0.03%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                       | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2679000 | PA      | $2627915.81   | 0.09%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                       | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2882000 | PA      | $2849785.41   | 0.10%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                       | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1682000 | PA      | $1652106.91   | 0.06%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                       | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1819000 | PA      | $1800787.84   | 0.06%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                         | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $908897.62    | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2148000 | PA      | $2140855.54   | 0.08%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1213273.14   | 0.04%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    899000 | PA      | $880704.05    | 0.03%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3831000 | PA      | $3810785.23   | 0.13%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3869000 | PA      | $3867522.58   | 0.14%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2047751.09   | 0.07%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    466000 | PA      | $308115.31    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4877000 | PA      | $4039991.12   | 0.14%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    713000 | PA      | $574555.90    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $2018791.27   | 0.07%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1251563.18   | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                   | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2879000 | PA      | $2553673.00   | 0.09%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                   | Paraguay Government International Bond                                          | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    553000 | PA      | $573682.20    | 0.02%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1169315.98   | 0.04%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                               | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1529000 | PA      | $1461744.23   | 0.05%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                               | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAZ2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   2484000 | PA      | $2410565.28   | 0.08%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1322000 | PA      | $1316963.22   | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    479000 | PA      | $445168.27    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    485000 | PA      | $440538.43    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2673000 | PA      | $2654431.74   | 0.09%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3679000 | PA      | $3642266.47   | 0.13%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4078000 | PA      | $4071239.74   | 0.14%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3452000 | PA      | $3433555.52   | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3603128.14   | 0.13%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2355000 | PA      | $1973979.84   | 0.07%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                       | Progressive Corp/The                                                            | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    976000 | PA      | $978228.92    | 0.03%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                       | Progressive Corp/The                                                            | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    976000 | PA      | $977376.15    | 0.03%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                   | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |   1168000 | PA      | $1135845.77   | 0.04%             | 2033-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2322407.24   | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1423917.77   | 0.05%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    831000 | PA      | $530279.47    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    574000 | PA      | $353525.06    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    341000 | PA      | $180063.76    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $1849810.17   | 0.07%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                               | RLI Corp                                                                        | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1399604.12   | 0.05%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                    | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3487968.78   | 0.12%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1148000 | PA      | $1018200.43   | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    889000 | PA      | $851837.08    | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1658000 | PA      | $1635470.02   | 0.06%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   2171000 | PA      | $2069350.78   | 0.07%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1861000 | PA      | $1881107.57   | 0.07%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1371000 | PA      | $1381198.76   | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    968000 | PA      | $943932.65    | 0.03%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                     | Roche Holdings Inc                                                              | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1782695.51   | 0.06%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                     | Roche Holdings Inc                                                              | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2676307.07   | 0.09%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    805000 | PA      | $803209.04    | 0.03%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    958000 | PA      | $862853.50    | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    479000 | PA      | $363163.23    | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2186000 | PA      | $1475169.72   | 0.05%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    977000 | PA      | $964232.65    | 0.03%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-2                                | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1636136 | PA      | $1650799.25   | 0.06%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-C                                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1391000 | PA      | $1393990.65   | 0.05%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1769786.50   | 0.06%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-3                                | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2772000 | PA      | $2766245.88   | 0.10%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962551 | PA      | $1971858.44   | 0.07%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557000 | PA      | $562332.16    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390086 | PA      | $391007.58    | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636000 | PA      | $640278.82    | 0.02%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2528898 | PA      | $2326991.38   | 0.08%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2602000 | PA      | $2569475.00   | 0.09%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                         | SNF Group SACA                                                                  | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   2940000 | PA      | $2974692.00   | 0.10%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789449 | PA      | $791582.26    | 0.03%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2360000 | PA      | $2367816.79   | 0.08%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2895000 | PA      | $2899245.52   | 0.10%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                   | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    675000 | PA      | $619857.70    | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                   | Saudi Arabian Oil Co                                                            | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1706000 | PA      | $1694839.42   | 0.06%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2371313.83   | 0.08%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1270422.52   | 0.04%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2026-1                                | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3016000 | PA      | $2990570.29   | 0.11%             | 2031-07-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   3119000 | PA      | $3132290.06   | 0.11%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2081000 | PA      | $2097272.98   | 0.07%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1873000 | PA      | $1918133.51   | 0.07%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1272000 | PA      | $1295027.27   | 0.05%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                               | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2780250 | PA      | $2776234.37   | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                   | SoFi Professional Loan Program 2021-B Trust                                     | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   1379959 | PA      | $1237676.99   | 0.04%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $104782.47    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    883000 | PA      | $828787.90    | 0.03%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                          | CUSIP: 85325C2P6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2096000 | PA      | $1986850.05   | 0.07%             | 2047-03-05      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1          | Starwood Mortgage Residential Trust 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186810 | PA      | $179475.38    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388251 | PA      | $1240853.91   | 0.04%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3746000 | PA      | $3791647.82   | 0.13%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    931000 | PA      | $904876.79    | 0.03%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                   | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2880000 | PA      | $2867702.11   | 0.10%             | 2029-04-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   1115000 | PA      | $1002991.85   | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    551000 | PA      | $479469.97    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   1455000 | PA      | $1442323.97   | 0.05%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2497000 | PA      | $2459059.08   | 0.09%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2497000 | PA      | $2455670.83   | 0.09%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOM MITSUI TRST                                    | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |   2387000 | PA      | $2347294.26   | 0.08%             | 2036-09-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1409149.37   | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $2022768.58   | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1620944.04   | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1417705.59   | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1080373.48   | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1519157.09   | 0.05%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4785000 | PA      | $4775305.59   | 0.17%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                      | T-Mobile US Trust 2024-2                                                        | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6373000 | PA      | $6382063.04   | 0.22%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                      | T-Mobile US Trust 2026-1                                                        | CUSIP: 87269AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2467000 | PA      | $2462799.44   | 0.09%             | 2030-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                 | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2892372.01   | 0.10%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                 | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    980000 | PA      | $965406.66    | 0.03%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                               | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2201624.31   | 0.08%             | 2031-02-12      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                               | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1150074.28   | 0.04%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                               | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1640269.92   | 0.06%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2417000 | PA      | $2377970.02   | 0.08%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    809000 | PA      | $800809.13    | 0.03%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $2009613.50   | 0.07%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2026-A                                                 | CUSIP: 89240MAD6<br>LEI: 2549000O9PUL1ASSQJ88 | Long             | ABS-O            | CORP              | US        |   4212000 | PA      | $4184658.22   | 0.15%             | 2029-02-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                               | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1778711.94   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                     | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3441000 | PA      | $3422540.65   | 0.12%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3175792.35   | 0.11%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2310000 | PA      | $2205728.17   | 0.08%             | 2047-05-06      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2321228.68   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2133000 | PA      | $1964100.95   | 0.07%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2372128.22   | 0.08%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1569062.74   | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155000 | PA      | $2163861.14   | 0.08%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644000 | PA      | $647281.89    | 0.02%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                     | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    724000 | PA      | $709559.83    | 0.03%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                               | United Airlines Holdings Inc                                                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1645252.06   | 0.06%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                               | United Airlines Holdings Inc                                                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   3361000 | PA      | $3287332.59   | 0.12%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1274000 | PA      | $1020919.90   | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1349000 | PA      | $1032187.35   | 0.04%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1184000 | PA      | $889598.40    | 0.03%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1750000 | PA      | $1490125.00   | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1249000 | PA      | $884791.60    | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5372000 | PA      | $5245758.00   | 0.18%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1047000 | PA      | $1023966.00   | 0.04%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1070000 | PA      | $1038542.00   | 0.04%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                      | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3526000 | PA      | $3488841.39   | 0.12%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                      | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2727280.42   | 0.10%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31217000 | PA      | $23020098.83  | 0.81%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22783000 | PA      | $17145097.40  | 0.60%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21875000 | PA      | $16054199.22  | 0.57%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33843000 | PA      | $24717287.85  | 0.87%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36921000 | PA      | $22964573.65  | 0.81%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17720000 | PA      | $8664803.21   | 0.31%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15262000 | PA      | $9514306.99   | 0.34%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22805000 | PA      | $11898686.86  | 0.42%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18590000 | PA      | $11974574.13  | 0.42%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46138000 | PA      | $30845776.29  | 1.09%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63076000 | PA      | $43620996.25  | 1.54%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18329000 | PA      | $13356542.82  | 0.47%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12108000 | PA      | $11799624.38  | 0.42%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38353000 | PA      | $36645092.97  | 1.29%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10147000 | PA      | $9782342.19   | 0.34%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52325000 | PA      | $51783354.62  | 1.83%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38463000 | PA      | $38213591.29  | 1.35%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25182000 | PA      | $25261677.36  | 0.89%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18746000 | PA      | $18890256.28  | 0.67%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39747000 | PA      | $39703526.72  | 1.40%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $24540.04     | 0.00%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31650000 | PA      | $31219757.81  | 1.10%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21342000 | PA      | $21008531.25  | 0.74%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69027000 | PA      | $68482334.17  | 2.41%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17415000 | PA      | $17077584.38  | 0.60%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5749000 | PA      | $5698247.14   | 0.20%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3686000 | PA      | $3711341.25   | 0.13%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26952000 | PA      | $26865669.51  | 0.95%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47420000 | PA      | $47490389.30  | 1.67%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    432000 | PA      | $320243.63    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1086585.33   | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1777482.92   | 0.06%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System     | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    785000 | PA      | $476525.38    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $812167.09    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1056573.66   | 0.04%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2086383.93   | 0.07%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2144000 | PA      | $2076982.50   | 0.07%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                   | Verisk Analytics Inc                                                            | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1428834.13   | 0.05%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                   | Verisk Analytics Inc                                                            | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   2906000 | PA      | $2838973.08   | 0.10%             | 2036-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5237000 | PA      | $5252390.50   | 0.19%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2025-2                                              | CUSIP: 92348KDV2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5536000 | PA      | $5647305.16   | 0.20%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3564000 | PA      | $3610807.08   | 0.13%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KEZ2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3118000 | PA      | $3094175.05   | 0.11%             | 2033-10-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    574600 | PA      | $523393.25    | 0.02%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    218245 | PA      | $211247.72    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    408703 | PA      | $391752.41    | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1139233 | PA      | $1041167.27   | 0.04%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-8                                               | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1443305 | PA      | $1321469.01   | 0.05%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1332211 | PA      | $1134651.55   | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1506124 | PA      | $1295999.02   | 0.05%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    795875 | PA      | $729252.64    | 0.03%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1013851 | PA      | $902839.05    | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                               | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $754056.47    | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                               | Virginia Electric and Power Co                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2743067.45   | 0.10%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                            | Volkswagen Auto Lease Trust 2026-A                                              | CUSIP: 92868CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3439000 | PA      | $3432142.63   | 0.12%             | 2029-03-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2388596.40   | 0.08%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    981000 | PA      | $929541.22    | 0.03%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                               | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1724556.17   | 0.06%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer