# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-25-255274
**Filing Date:** 2025-10
**Character Count:** 454465
**Document Hash:** 5d868c875ea4b585fdddc788deb8ec47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-255274.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001193125-25-255274

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251427508

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### Core Bond Fund (Series ID: S000003313)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008885 | Class NAV    | JHCDX           |
| C000008886 | Class 1      | JICDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** Core Bond Fund

- **b. EDGAR series identifier (if any):** S000003313

- **c. LEI of Series:** 549300VMAI85L27JDC26

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $1791248782.18

**Total Liabilities:** $104025619.84

**Net Assets:** $1687223162.34

**Delayed Delivery Securities:** $62645874.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3323.889447000000 | **1-Year:** -76257.990749000100 | **5-Year:** -237374.170889000000 | **10-Year:** -329622.303546000000 | **30-Year:** -100136.119586000000

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

- **3-Month:** -12.976260000000 | **1-Year:** -713.457630000000 | **5-Year:** -1364.216184000000 | **10-Year:** -2288.146264000000 | **30-Year:** -1409.139544000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008885 | 1.51%                | -0.18%               | 1.19%                |
| Class ID C000008886 | 1.49%                | -0.18%               | 1.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $229317.03               | $20546050.65                               |
| Month 2  | $-2843332.42             | $-7002618.73                               |
| Month 3  | $2035354.72              | $11524814.05                               |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC REMICS FHR 3958 AF                                                  | FREDDIE MAC REMICS FHR 3958 AF                                 | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380334 | PA      | $376867.65    | 0.02%             | 2041-11-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3975 FA                                                  | FREDDIE MAC REMICS FHR 3975 FA                                 | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350212 | PA      | $347785.12    | 0.02%             | 2041-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3990 FG                                                  | FREDDIE MAC REMICS FHR 3990 FG                                 | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    436431 | PA      | $432659.26    | 0.03%             | 2042-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4059 FP                                                  | FREDDIE MAC REMICS FHR 4059 FP                                 | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509323 | PA      | $504119.14    | 0.03%             | 2042-06-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/39 5.45                          | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/39 5.45         | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $580710.40    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/50 2.65                              | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    442000 | PA      | $273734.45    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/41 2.375                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    406000 | PA      | $284292.29    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/51 2.65                              | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    341000 | PA      | $209226.97    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB                                  | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB                 | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220419 | PA      | $220140.31    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022 C17 A5                                 | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022 C17 A5                | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1366000 | PA      | $1345019.88   | 0.08%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                               | ALTRIA GROUP INC COMPANY GUAR 09/46 3.875                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    771000 | PA      | $574009.25    | 0.03%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 01/31 VAR                     | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    771000 | PA      | $794639.46    | 0.05%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/52 3.95                              | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $839368.92    | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/28 4                                 | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    853000 | PA      | $858782.21    | 0.05%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/30 4.2                               | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1485862.28   | 0.09%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                     | ARES MANAGEMENT CORP COMPANY GUAR 10/54 5.6                    | CUSIP: 03990BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    849000 | PA      | $797916.98    | 0.05%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2              | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1154187.88   | 0.07%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                  | ARIZONA PUBLIC SERVICE CO SR UNSECURED 08/55 5.9               | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    976000 | PA      | $972310.30    | 0.06%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SR SECURED 144A 08/35 5.543              | CUSIP: 04685A4S7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    877000 | PA      | $872804.51    | 0.05%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 12/31 2.4                            | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60723.98     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 06/35 5.3                            | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    732000 | PA      | $745021.86    | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 11/29 4.62                                             | AUTONATION FINANCE TRUST 11/29 4.62                            | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183000 | PA      | $1193952.69   | 0.07%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 2A A 144A            | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1199000 | PA      | $1228463.99   | 0.07%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    984000 | PA      | $946250.66    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/54 6.858                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    588000 | PA      | $644797.04    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 05/37 4.926                     | CUSIP: 11135FBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    797000 | PA      | $775170.64    | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/29 5.05                           | CUSIP: 11135FBX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2092545.85   | 0.12%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/35 5.7                      | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1692980.80   | 0.10%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65                   | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $393349.69    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS LLC 1ST MORTGAGE 01/33 5.15                   | CUSIP: 29366MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1148610.60   | 0.07%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 04/55 5.8                 | CUSIP: 29366WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $724754.49    | 0.04%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA COMPANY GUAR 06/35 5.125                           | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    488000 | PA      | $497051.31    | 0.03%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio L.P.                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55                     | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    495000 | PA      | $442520.19    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio L.P.                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5                      | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    585000 | PA      | $603758.05    | 0.04%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/55 5.875                           | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1107457.89   | 0.07%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Export Finance and Insurance Corporation                                        | EXPORT FINANCE and INSURANCE COR GOVT GUARANT 144A 10/27 4.625 | CUSIP: 30220L2B9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |   1910000 | PA      | $1943430.42   | 0.12%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                            | FS KKR CAPITAL CORP SR UNSECURED 01/30 6.125                   | CUSIP: 302635AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1592023.49   | 0.09%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/64 5.55                     | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1502693.41   | 0.09%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 11/48 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 11/48 FLOATING VAR                | CUSIP: 31288QAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583172 | PA      | $597846.68    | 0.04%             | 2048-11-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/50 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/50 FLOATING VAR                | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    987628 | PA      | $988202.57    | 0.06%             | 2050-02-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 03/53 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 03/53 FLOATING VAR                | CUSIP: 31288QWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1958718 | PA      | $1941672.16   | 0.12%             | 2053-03-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 05/53 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 05/53 FLOATING VAR                | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2838864 | PA      | $2839513.11   | 0.17%             | 2053-05-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 10/54 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 10/54 FLOATING VAR                | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1364518 | PA      | $1383577.58   | 0.08%             | 2054-10-01      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 01/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 01/55 FLOATING VAR                | CUSIP: 31288RDJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4174352 | PA      | $4232133.39   | 0.25%             | 2055-01-01      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/54 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/54 FLOATING VAR                | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615458 | PA      | $624458.44    | 0.04%             | 2054-02-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 01/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 01/55 FLOATING VAR                | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1613455 | PA      | $1628758.81   | 0.10%             | 2055-01-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 280 F1                                  | CUSIP: 3128HXZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776698 | PA      | $766465.68    | 0.05%             | 2042-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/53 7.081                      | CUSIP: 054989AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $343371.14    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA CREDIT CARD TRUST BACCT 2025 A1 A                           | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3641609.16   | 0.22%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 09/46 FIXED 3                         | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1552092 | PA      | $1388125.79   | 0.08%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5                       | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32006 | PA      | $31469.12     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5                       | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36827 | PA      | $36199.02     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/43 FIXED 3                                               | FREDDIE MAC POOL FR 03/43 FIXED 3                              | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671554 | PA      | $613467.20    | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/45 FIXED 3                                               | FREDDIE MAC POOL FR 02/45 FIXED 3                              | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2256643 | PA      | $2039241.77   | 0.12%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/45 FIXED 3                                               | FREDDIE MAC POOL FR 05/45 FIXED 3                              | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1276507 | PA      | $1151491.27   | 0.07%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/46 FIXED 3                                               | FREDDIE MAC POOL FR 01/46 FIXED 3                              | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1133229 | PA      | $1039447.39   | 0.06%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/45 FIXED 3                                               | FREDDIE MAC POOL FR 04/45 FIXED 3                              | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2971038 | PA      | $2711202.33   | 0.16%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/43 FIXED 3                                               | FREDDIE MAC POOL FR 08/43 FIXED 3                              | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1583298 | PA      | $1446207.28   | 0.09%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/43 FIXED 3                                               | FREDDIE MAC POOL FR 05/43 FIXED 3                              | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2341945 | PA      | $2147965.58   | 0.13%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/46 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/46 FIXED 2.5                            | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1351505 | PA      | $1159943.43   | 0.07%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/37 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/37 FIXED 2.5                            | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1065247 | PA      | $1005246.71   | 0.06%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9                  | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    284000 | PA      | $262776.28    | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/51 3.5                        | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    461000 | PA      | $312872.77    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/33 FIXED 2.5                                             | FREDDIE MAC POOL FR 07/33 FIXED 2.5                            | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1918512 | PA      | $1879992.51   | 0.11%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/40 FIXED 2                                               | FREDDIE MAC POOL FR 12/40 FIXED 2                              | CUSIP: 3132D9DR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1019723 | PA      | $884883.69    | 0.05%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 2.5                            | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60000 | PA      | $50633.42     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                              | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1976971 | PA      | $1767699.97   | 0.10%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 04/31 2.55              | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    340000 | PA      | $310565.72    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/32 2.85              | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    924000 | PA      | $836556.30    | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/49 FIXED 3                                               | FREDDIE MAC POOL FR 05/49 FIXED 3                              | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    887230 | PA      | $792481.25    | 0.05%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/47 FIXED 3                                               | FREDDIE MAC POOL FR 02/47 FIXED 3                              | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515675 | PA      | $472905.82    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 133 JF                                               | FANNIE MAE REMICS FNR 2012 133 JF                              | CUSIP: 3136AAZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623101 | PA      | $612553.94    | 0.04%             | 2042-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 49 AP                                                | FANNIE MAE REMICS FNR 2013 49 AP                               | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443737 | PA      | $376919.50    | 0.02%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/52 3.55              | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    673000 | PA      | $477988.54    | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 01/53 5.35              | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    652000 | PA      | $618279.48    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/35 5.25              | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    812000 | PA      | $835277.04    | 0.05%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 10/46 3.7                | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    169000 | PA      | $127187.86    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5                | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    751000 | PA      | $436287.46    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4                 | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    742000 | PA      | $664161.82    | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                 | EMD FINANCE LLC COMPANY GUAR 144A 10/30 4.375                  | CUSIP: 26867LAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1575062.72   | 0.09%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                 | EMD FINANCE LLC COMPANY GUAR 144A 10/35 5                      | CUSIP: 26867LAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1100858.03   | 0.07%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Capital Unlimited Company                                                 | EATON CAPITAL ULC COMPANY GUAR 05/30 4.45                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    799000 | PA      | $806833.32    | 0.05%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/54 5.4                      | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    323000 | PA      | $309848.31    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 264 30                                  | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307968 | PA      | $1201837.28   | 0.07%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 271 F5                                  | CUSIP: 3128HXT88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490910 | PA      | $484583.25    | 0.03%             | 2042-08-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/32 4.9                            | CUSIP: 11135FCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $961655.37    | 0.06%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/35 5.2                            | CUSIP: 11135FCM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1458149.33   | 0.09%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/36 5.33                 | CUSIP: 11271LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1212552.91   | 0.07%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                     | BUNGE LTD FINANCE CORP COMPANY GUAR 08/35 5.15                 | CUSIP: 120568BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1489509.55   | 0.09%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                             | CHEVRON USA INC COMPANY GUAR 10/30 4.3                         | CUSIP: 166756BJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1323299.47   | 0.08%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 02/35 VAR                           | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    619000 | PA      | $636389.05    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 01/36 VAR                           | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3172135.95   | 0.19%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 22 FA                                                | FANNIE MAE REMICS FNR 2016 22 FA                               | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010029 | PA      | $1000234.45   | 0.06%             | 2046-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 13 PA                                                | FANNIE MAE REMICS FNR 2017 13 PA                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596006 | PA      | $564986.74    | 0.03%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 89 AY                                                | FANNIE MAE REMICS FNR 2022 89 AY                               | CUSIP: 3136BPQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381000 | PA      | $1196841.30   | 0.07%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4240 FA                                                  | FREDDIE MAC REMICS FHR 4240 FA                                 | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1409900 | PA      | $1388349.38   | 0.08%             | 2043-08-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4281 FA                                                  | FREDDIE MAC REMICS FHR 4281 FA                                 | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228700 | PA      | $226599.03    | 0.01%             | 2043-12-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4582 HA                                                  | FREDDIE MAC REMICS FHR 4582 HA                                 | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2629300 | PA      | $2505354.87   | 0.15%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4587 AF                                                  | FREDDIE MAC REMICS FHR 4587 AF                                 | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725333 | PA      | $720205.78    | 0.04%             | 2046-06-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4604 FB                                                  | FREDDIE MAC REMICS FHR 4604 FB                                 | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1387972 | PA      | $1374718.06   | 0.08%             | 2046-08-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4620 LF                                                  | FREDDIE MAC REMICS FHR 4620 LF                                 | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748486 | PA      | $741992.31    | 0.04%             | 2046-10-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED VAR                             | CUSIP: 3140XN6S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1721435 | PA      | $1478736.28   | 0.09%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED VAR                             | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24960887 | PA      | $25175890.55  | 1.49%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/53 FIXED VAR                             | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884416 | PA      | $936051.70    | 0.06%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140XPPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1362978 | PA      | $1243443.89   | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510786 | PA      | $1276818.60   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                             | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601934 | PA      | $540285.48    | 0.03%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/37 FIXED VAR                             | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1158010 | PA      | $1089166.28   | 0.06%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/55 FIXED 6                               | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10187082 | PA      | $10445729.79  | 0.62%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/55 FLOATING VAR                          | CUSIP: 3140Y6LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1183665 | PA      | $1196729.77   | 0.07%             | 2055-04-01      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/55 FIXED 5.5                             | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8107946 | PA      | $8192987.34   | 0.49%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 05/32 3                              | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 05/32 3             | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1102000 | PA      | $975910.26    | 0.06%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 03/53 5                     | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    666000 | PA      | $609162.12    | 0.04%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 02/54 5.15                  | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    563000 | PA      | $528347.51    | 0.03%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 05/30 4.5                   | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1240132.86   | 0.07%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 05/35 5.1                   | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1248601.60   | 0.07%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital                                                           | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/64 5.638              | CUSIP: 89157XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    281000 | PA      | $269570.27    | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital                                                           | TOTALENERGIES CAPITAL SA COMPANY GUAR 09/64 5.425              | CUSIP: 89157XAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    293000 | PA      | $271197.69    | 0.02%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B TAOT 2025 B A3                                   | TOYOTA AUTO RECEIVABLES 2025-B TAOT 2025 B A3                  | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312000 | PA      | $314724.04    | 0.02%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-D Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A4                  | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757000 | PA      | $770044.47    | 0.05%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                         | TRANS-ALLEGHENY INTERSTATE LIN SR UNSECURED 144A 01/31 5       | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1086953.24   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK SR UNSECURED 07/28 VAR                             | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2314000 | PA      | $2320955.75   | 0.14%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8                   | CUSIP: 90353TAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1419580.49   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 45 JL                                                | FANNIE MAE REMICS FNR 2020 45 JL                               | CUSIP: 3136BA7B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1858842 | PA      | $1719097.66   | 0.10%             | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 48 AB                                                | FANNIE MAE REMICS FNR 2020 48 AB                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    934788 | PA      | $784951.56    | 0.05%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 59 NC                                                | FANNIE MAE REMICS FNR 2020 59 NC                               | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999355 | PA      | $923941.62    | 0.05%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 42 AC                                                | FANNIE MAE REMICS FNR 2021 42 AC                               | CUSIP: 3136BGAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910201 | PA      | $795824.30    | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 27 EC                                                | FANNIE MAE REMICS FNR 2021 27 EC                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3421627 | PA      | $2768365.15   | 0.16%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 40 DW                                                | FANNIE MAE REMICS FNR 2021 40 DW                               | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219756 | PA      | $194635.32    | 0.01%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 78 ND                                                | FANNIE MAE REMICS FNR 2021 78 ND                               | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1333942 | PA      | $1097279.45   | 0.07%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 91 AB                                                | FANNIE MAE REMICS FNR 2021 91 AB                               | CUSIP: 3136BK2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122616 | PA      | $1001449.67   | 0.06%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 95 CP                                                | FANNIE MAE REMICS FNR 2021 95 CP                               | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514446 | PA      | $438193.07    | 0.03%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 3 N                                                  | FANNIE MAE REMICS FNR 2022 3 N                                 | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1438548 | PA      | $1284760.37   | 0.08%             | 2047-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 62 KA                                                | FANNIE MAE REMICS FNR 2022 62 KA                               | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663884 | PA      | $629641.48    | 0.04%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 14 EJ                                                | FANNIE MAE REMICS FNR 2023 14 EJ                               | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049559 | PA      | $978037.06    | 0.06%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 37 FH                                                | FANNIE MAE REMICS FNR 2023 37 FH                               | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1862501 | PA      | $1830790.89   | 0.11%             | 2050-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 38 FC                                                | FANNIE MAE REMICS FNR 2023 38 FC                               | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1408948 | PA      | $1404608.56   | 0.08%             | 2040-06-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 38 FD                                                | FANNIE MAE REMICS FNR 2023 38 FD                               | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433333 | PA      | $430847.79    | 0.03%             | 2039-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR 2024 64 KY                                                       | FANNIE MAE FNR 2024 64 KY                                      | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681000 | PA      | $577251.62    | 0.03%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED VAR                             | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1336881 | PA      | $1203141.22   | 0.07%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3693 FC                                                  | FREDDIE MAC REMICS FHR 3693 FC                                 | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420613 | PA      | $417762.51    | 0.02%             | 2040-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3919 FA                                                  | FREDDIE MAC REMICS FHR 3919 FA                                 | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405777 | PA      | $402683.19    | 0.02%             | 2041-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 BX                                                  | FREDDIE MAC REMICS FHR 4091 BX                                 | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833917 | PA      | $786960.71    | 0.05%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 EX                                                  | FREDDIE MAC REMICS FHR 4091 EX                                 | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    542604 | PA      | $511856.58    | 0.03%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 FN                                                  | FREDDIE MAC REMICS FHR 4091 FN                                 | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498217 | PA      | $491101.43    | 0.03%             | 2042-08-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 MX                                                  | FREDDIE MAC REMICS FHR 4091 MX                                 | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615815 | PA      | $577140.45    | 0.03%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4117 HB                                                  | FREDDIE MAC REMICS FHR 4117 HB                                 | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559669 | PA      | $500604.77    | 0.03%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4122 FP                                                  | FREDDIE MAC REMICS FHR 4122 FP                                 | CUSIP: 3137AUZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546526 | PA      | $538238.63    | 0.03%             | 2042-10-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4160 HP                                                  | FREDDIE MAC REMICS FHR 4160 HP                                 | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    520104 | PA      | $499344.77    | 0.03%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4184 FN                                                  | FREDDIE MAC REMICS FHR 4184 FN                                 | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291442 | PA      | $286888.76    | 0.02%             | 2043-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4205 PA                                                  | FREDDIE MAC REMICS FHR 4205 PA                                 | CUSIP: 3137B26P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661594 | PA      | $572185.09    | 0.03%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4628 KF                                                  | FREDDIE MAC REMICS FHR 4628 KF                                 | CUSIP: 3137BSVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    822227 | PA      | $799463.22    | 0.05%             | 2055-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5058 BC                                                  | FREDDIE MAC REMICS FHR 5058 BC                                 | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640830 | PA      | $633793.78    | 0.04%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4709 FA                                                  | FREDDIE MAC REMICS FHR 4709 FA                                 | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553922 | PA      | $546288.45    | 0.03%             | 2047-08-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4719 LA                                                  | FREDDIE MAC REMICS FHR 4719 LA                                 | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    773816 | PA      | $719634.13    | 0.04%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4719 LM                                                  | FREDDIE MAC REMICS FHR 4719 LM                                 | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    569376 | PA      | $512050.40    | 0.03%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4742 PA                                                  | FREDDIE MAC REMICS FHR 4742 PA                                 | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    897772 | PA      | $826550.79    | 0.05%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4753 BD                                                  | FREDDIE MAC REMICS FHR 4753 BD                                 | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652422 | PA      | $589989.42    | 0.03%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4826 KF                                                  | FREDDIE MAC REMICS FHR 4826 KF                                 | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464090 | PA      | $452935.37    | 0.03%             | 2048-09-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4854 FB                                                  | FREDDIE MAC REMICS FHR 4854 FB                                 | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413976 | PA      | $1397559.56   | 0.08%             | 2049-01-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4857 JA                                                  | FREDDIE MAC REMICS FHR 4857 JA                                 | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2236403 | PA      | $2145641.99   | 0.13%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4880 DA                                                  | FREDDIE MAC REMICS FHR 4880 DA                                 | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1402166 | PA      | $1297320.40   | 0.08%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4903 NF                                                  | FREDDIE MAC REMICS FHR 4903 NF                                 | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465379 | PA      | $456360.13    | 0.03%             | 2049-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4927 BG                                                  | FREDDIE MAC REMICS FHR 4927 BG                                 | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1047520 | PA      | $973016.63    | 0.06%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4937 MD                                                  | FREDDIE MAC REMICS FHR 4937 MD                                 | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1027593 | PA      | $918315.20    | 0.05%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                            | NOMURA HOLDINGS INC SR UNSECURED 07/30 4.904                   | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1963000 | PA      | $1991190.86   | 0.12%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                            | NOMURA HOLDINGS INC SR UNSECURED 06/35 5.491                   | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1128000 | PA      | $1151927.47   | 0.07%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                   | N TX TOLLWAY AUTH REVENUE NRTTRN 01/49 FIXED 6.718             | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    459000 | PA      | $503130.19    | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/MN 1ST MORTGAGE 05/35 5.05            | CUSIP: 665772CZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1230096.37   | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association                                                   | PNC BANK NA SR UNSECURED 07/28 VAR                             | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2312000 | PA      | $2320716.12   | 0.14%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 12/47 3.95            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1217030.11   | 0.07%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/50 3.5             | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    282000 | PA      | $184956.76    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1759525.50   | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO SR SECURED 06/41 4.2               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    432000 | PA      | $341593.52    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4                      | PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4     | CUSIP: 699149AH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |   1676000 | PA      | $1473237.52   | 0.09%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/55 6.65                     | PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/55 6.65    | CUSIP: 699149BY5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    530000 | PA      | $545767.50    | 0.03%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A4 144A                              | PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A4 144A             | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186853 | PA      | $186730.36    | 0.01%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 03/28 3.25    | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $707563.03    | 0.04%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 07/30 4.3                             | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    798000 | PA      | $802976.71    | 0.05%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 07/32 4.65                            | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1249959.26   | 0.07%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 07/35 5                               | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    579000 | PA      | $584365.16    | 0.03%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 01/29 4.1                             | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1442367.42   | 0.09%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/36 5.5          | CUSIP: 715638FC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    767000 | PA      | $772982.60    | 0.05%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3           | CUSIP: 716973AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    138000 | PA      | $128552.18    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/25 5            | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1183088.81   | 0.07%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/28 4.125        | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2476518.01   | 0.15%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/30 4.375        | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $2102670.04   | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 5 A1 144A             | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100096 | PA      | $95883.75     | 0.01%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 2 A1A 144A                             | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 2 A1A 144A            | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156156 | PA      | $148476.16    | 0.01%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A             | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674521 | PA      | $574464.73    | 0.03%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7          | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2934000 | PA      | $2863437.89   | 0.17%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/47 4.54                       | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1182000 | PA      | $957646.00    | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/55 6.25                       | CUSIP: 05526DCD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    837000 | PA      | $844212.92    | 0.05%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAPITAL LLC COMPANY GUAR 144A 08/35 5.2                 | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    986000 | PA      | $980569.83    | 0.06%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3491657 | PA      | $3486392.19   | 0.21%             | 2036-09-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 05/31 VAR                                         | CUSIP: 056121AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    646000 | PA      | $661482.35    | 0.04%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 05/36 VAR                                         | CUSIP: 056121AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1012000 | PA      | $1048890.61   | 0.06%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST BMO 2025 C11 A5                                     | BMO 2025-C11 MORTGAGE TRUST BMO 2025 C11 A5                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853000 | PA      | $898630.81    | 0.05%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 MORTGAGE TRUST BMO 2025 5C10 A3                                   | BMO 2025-5C10 MORTGAGE TRUST BMO 2025 5C10 A3                  | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858000 | PA      | $896594.38    | 0.05%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 MORTGAGE TRUST BMO 2025 C12 A5                                     | BMO 2025-C12 MORTGAGE TRUST BMO 2025 C12 A5                    | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572000 | PA      | $610261.48    | 0.04%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc.                                             | BAIN CAPITAL SPECIALTY FINANCE SR UNSECURED 03/30 5.95         | CUSIP: 05684BAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $324365.31    | 0.02%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/31 2.25          | CUSIP: 059165EN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $666629.46    | 0.04%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/35 5.45          | CUSIP: 059165ET3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    977000 | PA      | $1006732.32   | 0.06%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44 BANK 2022 BNK44 A5                                              | BANK 2022-BNK44 BANK 2022 BNK44 A5                             | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687000 | PA      | $731921.69    | 0.04%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/36 VAR                            | CUSIP: 06738ECZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1890000 | PA      | $1949517.76   | 0.12%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 11/29 VAR                            | CUSIP: 06738EDD4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1733000 | PA      | $1736102.97   | 0.10%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 3                               | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5627541 | PA      | $5041796.64   | 0.30%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3                               | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1208302 | PA      | $1152124.31   | 0.07%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/48 FIXED 4.5                             | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1282028 | PA      | $1264743.48   | 0.07%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED 3                               | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520183 | PA      | $461967.21    | 0.03%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/50 FIXED 3                               | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2585335 | PA      | $2297931.22   | 0.14%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED 3.5                             | CUSIP: 3140FXUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434905 | PA      | $415213.43    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 3                               | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778511 | PA      | $698439.75    | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/47 FIXED 4                               | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108584 | PA      | $104062.20    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED 4                               | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125150 | PA      | $119781.96    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                             | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287346 | PA      | $242846.15    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED VAR                             | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1810795 | PA      | $1649702.19   | 0.10%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5822462 | PA      | $5308805.06   | 0.31%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                             | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722321 | PA      | $690888.00    | 0.04%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED VAR                             | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5555419 | PA      | $4997463.47   | 0.30%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FLOATING VAR                          | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3549520 | PA      | $3544886.49   | 0.21%             | 2052-10-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FLOATING VAR                          | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5983081 | PA      | $6039472.45   | 0.36%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/39 4.05                             | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    591000 | PA      | $520042.68    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/41 3.5            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $207034.89    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9            | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $270374.85    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FLOATING VAR                          | CUSIP: 3140JB6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4954400 | PA      | $4910090.86   | 0.29%             | 2053-04-01      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FLOATING VAR                          | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700949 | PA      | $675879.01    | 0.04%             | 2050-06-01      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/42 3.5            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $997397.47    | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/53 5.25           | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687000 | PA      | $561538.61    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 07/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 07/55 FLOATING VAR                | CUSIP: 3142AWQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1435029 | PA      | $1460344.04   | 0.09%             | 2055-07-01      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                | CUSIP: 3142AWQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    916371 | PA      | $925882.95    | 0.05%             | 2055-08-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FLOATING VAR                          | CUSIP: 3140JBYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1194957 | PA      | $1219402.02   | 0.07%             | 2050-03-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/41 FIXED 2                               | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733341 | PA      | $635806.51    | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    934855 | PA      | $947790.89    | 0.06%             | 2055-08-01      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                | CUSIP: 3142AWQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449769 | PA      | $454568.83    | 0.03%             | 2055-08-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED 2                               | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705276 | PA      | $571593.96    | 0.03%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                             | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466031 | PA      | $394005.04    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296392 | PA      | $1313011.89   | 0.08%             | 2055-06-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 3142B3WE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    969870 | PA      | $978267.88    | 0.06%             | 2055-06-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                             | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715679 | PA      | $601937.84    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1262347 | PA      | $1259371.47   | 0.07%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 05/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 05/55 FLOATING VAR                | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555062 | PA      | $564309.59    | 0.03%             | 2055-05-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203215 | PA      | $1221564.28   | 0.07%             | 2055-08-01      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4                                             | GINNIE MAE II POOL G2 08/52 FIXED 4                            | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14199828 | PA      | $13381138.17  | 0.79%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/43 FIXED 3                                             | GINNIE MAE II POOL G2 08/43 FIXED 3                            | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336798 | PA      | $304965.20    | 0.02%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 3142BGWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5246356 | PA      | $5274659.80   | 0.31%             | 2055-06-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/52 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/52 FLOATING VAR                | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879743 | PA      | $854377.97    | 0.05%             | 2052-08-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/43 FIXED 3                                             | GINNIE MAE II POOL G2 06/43 FIXED 3                            | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1110183 | PA      | $1005600.10   | 0.06%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2024 4A A1 144A            | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2331473.66   | 0.14%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/54 FIXED 6.5                            | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    653997 | PA      | $692588.79    | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6                                               | FREDDIE MAC POOL FR 10/54 FIXED 6                              | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1158166 | PA      | $1205396.51   | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/47 FIXED 3                                              | GINNIE MAE I POOL GN 11/47 FIXED 3                             | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3055018 | PA      | $2772343.34   | 0.16%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/50 FIXED 3                                             | GINNIE MAE II POOL G2 10/50 FIXED 3                            | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2409474 | PA      | $2132575.15   | 0.13%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/54 FIXED 6.5                            | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627541 | PA      | $662806.72    | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 11/54 FIXED 6.5                            | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322851 | PA      | $341902.72    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 01/53 FIXED 6                                             | GINNIE MAE II POOL G2 01/53 FIXED 6                            | CUSIP: 3622ACCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5191216 | PA      | $5366725.70   | 0.32%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/37 FIXED 2.5                                           | GINNIE MAE II POOL G2 12/37 FIXED 2.5                          | CUSIP: 3622ACGT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1212835 | PA      | $1150207.31   | 0.07%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/55 FIXED 5.5                            | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7012120 | PA      | $7083476.34   | 0.42%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 6                                               | FREDDIE MAC POOL FR 05/55 FIXED 6                              | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6938990 | PA      | $7115169.58   | 0.42%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/38 FIXED 2.5                                           | GINNIE MAE II POOL G2 06/38 FIXED 2.5                          | CUSIP: 3622ACMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2273984 | PA      | $2156560.96   | 0.13%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4               | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1786000 | PA      | $1594639.03   | 0.09%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-D                                             | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A4                 | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603000 | PA      | $609481.10    | 0.04%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/31 5.5                | CUSIP: 350930AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $519204.62    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A             | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462000 | PA      | $475136.37    | 0.03%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2025 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2025 1 A 144A             | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4796000 | PA      | $4890159.39   | 0.29%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/36 2.625     | CUSIP: 36321PAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    817000 | PA      | $712540.45    | 0.04%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/34 2.16      | CUSIP: 36321PAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    952398 | PA      | $858847.13    | 0.05%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/33 5.9                | CUSIP: 350930AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $536601.65    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2025 2A A 144A             | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3079000 | PA      | $3120714.91   | 0.18%             | 2030-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                    | GENERAL DYNAMICS CORP COMPANY GUAR 08/35 4.95                  | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1110601.33   | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                        | GENERAL ELECTRIC CO SR UNSECURED 07/30 4.3                     | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1737455.28   | 0.10%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 06/29 4.75                     | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    851000 | PA      | $871131.81    | 0.05%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 06/31 4.85                     | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    565000 | PA      | $583388.78    | 0.03%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                        | GENERAL ELECTRIC CO SR UNSECURED 01/36 4.9                     | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1578871.20   | 0.09%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/31 2.7          | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $1886998.18   | 0.11%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 08/34 4.6                        | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1452657.89   | 0.09%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 05/50 2.7          | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    348000 | PA      | $212677.35    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 03/35 5.2                        | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    292000 | PA      | $296397.51    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc.                                                               | GERDAU TRADE INC COMPANY GUAR 06/35 5.75                       | CUSIP: 37373WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   1147000 | PA      | $1168219.50   | 0.07%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/50 2.05         | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    206000 | PA      | $108699.47    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/31 1.9          | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1114771.96   | 0.07%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 09/36 4                       | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    570000 | PA      | $523215.41    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/34 5.634             | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    658000 | PA      | $675148.41    | 0.04%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA SECURED 03/35 5.05              | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    859000 | PA      | $870133.91    | 0.05%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA SECURED 03/55 5.5               | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    341000 | PA      | $332996.61    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/35 5.673             | CUSIP: 378272CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1570492.33   | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/55 6.141             | CUSIP: 378272CB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576000 | PA      | $580344.07    | 0.03%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/35 4.9          | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    985000 | PA      | $981298.11    | 0.06%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 12/32 2.85                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    695000 | PA      | $617832.19    | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 2 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 2 A 144A             | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    962000 | PA      | $976231.92    | 0.06%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust 2023-3                                    | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A4                 | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $612096.63    | 0.04%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 139 GA                 | CUSIP: 38380HEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2443099 | PA      | $2224352.17   | 0.13%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 65 DC                  | CUSIP: 38380WV71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    948000 | PA      | $881762.01    | 0.05%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 63 UD                  | CUSIP: 38382FFR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    673183 | PA      | $557917.26    | 0.03%             | 2050-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 8 CY                   | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    774029 | PA      | $770465.80    | 0.05%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/49 5.25                                | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    725000 | PA      | $640051.45    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 07/33 4.9                      | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    827000 | PA      | $830751.60    | 0.05%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 03/28 2.1                      | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    539000 | PA      | $513601.54    | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP COMPANY GUAR 01/30 3.4                      | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    576000 | PA      | $555837.53    | 0.03%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 09/29 2.95                     | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1252780.06   | 0.07%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 01/34 5.25                     | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1154291.05   | 0.07%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 07/32 5                        | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    831000 | PA      | $847675.76    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA SR UNSECURED 08/31 VAR                    | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1987000 | PA      | $2007021.47   | 0.12%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/55 VAR                                  | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160529.60    | 0.01%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/28 4.35                | CUSIP: 82622RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1957000 | PA      | $1975944.60   | 0.12%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 Q                   | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    774296 | PA      | $770968.86    | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 BD                  | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    774417 | PA      | $771341.09    | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 NT                  | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    864289 | PA      | $851655.77    | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 CW                  | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1094341 | PA      | $1090106.26   | 0.06%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 24 BC                  | CUSIP: 38382NPQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1056378 | PA      | $820756.25    | 0.05%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 89 LK                  | CUSIP: 38382QB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1830500 | PA      | $1522841.68   | 0.09%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1483000 | PA      | $1366832.75   | 0.08%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/52 6.5                            | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/52 6.5           | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    768000 | PA      | $783736.32    | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75          | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    371000 | PA      | $384322.61    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3                                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3               | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314000 | PA      | $310310.19    | 0.02%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR                   | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1574517.91   | 0.09%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 07/36 VAR                   | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1247468.56   | 0.07%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 04/66 6.375                    | JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 04/66 6.375   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $289826.17    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 11/53 7.25                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 11/53 7.25          | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1667000 | PA      | $1850796.35   | 0.11%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 144A 03/32 2.75  | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    818000 | PA      | $726368.58    | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/34 4.7                        | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1123152.86   | 0.07%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/64 5.1                        | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    563000 | PA      | $512808.71    | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 08/54 5.05                       | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126781.87    | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/32 4.9                        | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    429000 | PA      | $442979.74    | 0.03%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 96 FB                                                | FANNIE MAE REMICS FNR 2017 96 FB                               | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974951 | PA      | $960651.49    | 0.06%             | 2047-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 1 FA                                                 | FANNIE MAE REMICS FNR 2018 1 FA                                | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314059 | PA      | $310177.93    | 0.02%             | 2048-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 14 KC                                                | FANNIE MAE REMICS FNR 2018 14 KC                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856321 | PA      | $821242.60    | 0.05%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 38 MA                                                | FANNIE MAE REMICS FNR 2018 38 MA                               | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1150547 | PA      | $1098216.54   | 0.07%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 64 A                                                 | FANNIE MAE REMICS FNR 2018 64 A                                | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813803 | PA      | $715950.78    | 0.04%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 36 FD                                                | FANNIE MAE REMICS FNR 2018 36 FD                               | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1311416 | PA      | $1296748.51   | 0.08%             | 2048-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 45 TM                                                | FANNIE MAE REMICS FNR 2018 45 TM                               | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884779 | PA      | $804320.63    | 0.05%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 55 GA                                                | FANNIE MAE REMICS FNR 2018 55 GA                               | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850437 | PA      | $810892.16    | 0.05%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 15 FA                                                | FANNIE MAE REMICS FNR 2019 15 FA                               | CUSIP: 3136B36T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424268 | PA      | $414798.89    | 0.02%             | 2049-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 85 EA                                                | FANNIE MAE REMICS FNR 2018 85 EA                               | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581378 | PA      | $566967.01    | 0.03%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 86 AF                                                | FANNIE MAE REMICS FNR 2018 86 AF                               | CUSIP: 3136B3TC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202256 | PA      | $200246.04    | 0.01%             | 2048-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 8 GA                                                 | FANNIE MAE REMICS FNR 2019 8 GA                                | CUSIP: 3136B3W30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2493295 | PA      | $2230672.86   | 0.13%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 25 PA                                                | FANNIE MAE REMICS FNR 2019 25 PA                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1635818 | PA      | $1535829.18   | 0.09%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 13 PE                                                | FANNIE MAE REMICS FNR 2019 13 PE                               | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543390 | PA      | $493564.32    | 0.03%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4611 BF                                                  | FREDDIE MAC REMICS FHR 4611 BF                                 | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5272377 | PA      | $5217503.00   | 0.31%             | 2041-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 04/31 VAR                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2267825.71   | 0.13%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 C64 A5                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 C64 A5                | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $289190.07    | 0.02%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust                                | WORLD FINANCIAL NETWORK CREDIT WFNMT 2024 A A                  | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456000 | PA      | $465864.24    | 0.03%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                        | WORLD OMNI AUTO RECEIVABLES TR WOART 2025 C A4                 | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951000 | PA      | $954936.85    | 0.06%             | 2031-11-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 01/36 VAR                     | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1037145.59   | 0.06%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 04/29 VAR                     | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2159912.03   | 0.13%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 04/31 VAR                     | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $2026281.23   | 0.12%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 04/36 VAR                     | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    739000 | PA      | $772182.25    | 0.05%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 07/29 VAR                     | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2025390.35   | 0.12%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 07/33 VAR                     | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1719711.27   | 0.10%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 2 A                  | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   5123000 | PA      | $5179245.42   | 0.31%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 5 A                                   | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 5 A                  | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7647000 | PA      | $7804485.38   | 0.46%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 4 A                  | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   5608000 | PA      | $5676005.97   | 0.34%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 4 A                  | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2556000 | PA      | $2651070.68   | 0.16%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/32 3.625              | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $893052.80    | 0.05%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/52 4.3                | CUSIP: 02666TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $331609.21    | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 07/34 5.5                | CUSIP: 02666TAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $400199.55    | 0.02%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 06/30 4.95               | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    733000 | PA      | $747447.43    | 0.04%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems Incorporated                                      | AMERICAN TRANSMISSION SYSTEMS SR UNSECURED 144A 01/32 2.65     | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $308386.67    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-2                                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A3                 | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1365579.03   | 0.08%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 1 A3                 | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400859 | PA      | $402228.25    | 0.02%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/43 5.6                               | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    814000 | PA      | $804456.14    | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    257000 | PA      | $248557.66    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 DF                                                 | FANNIE MAE REMICS FNR 2017 9 DF                                | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542106 | PA      | $537481.25    | 0.03%             | 2047-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 EF                                                 | FANNIE MAE REMICS FNR 2017 9 EF                                | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277461 | PA      | $275172.20    | 0.02%             | 2047-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 26 FA                                                | FANNIE MAE REMICS FNR 2017 26 FA                               | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1595772 | PA      | $1582095.26   | 0.09%             | 2047-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 35 MC                                                | FANNIE MAE REMICS FNR 2017 35 MC                               | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495557 | PA      | $480921.64    | 0.03%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 113 FB                                               | FANNIE MAE REMICS FNR 2017 113 FB                              | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244111 | PA      | $240823.71    | 0.01%             | 2048-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 82 FE                                                | FANNIE MAE REMICS FNR 2017 82 FE                               | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564728 | PA      | $559973.23    | 0.03%             | 2047-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                | EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 02/35 5.98         | CUSIP: 29082HAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1471000 | PA      | $1526162.50   | 0.09%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/47 5.3                      | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    569000 | PA      | $501615.47    | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 05/54 5.95                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2145091.32   | 0.13%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 07/29 5.25                     | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1467631.11   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/54 5.35                  | CUSIP: 90353TAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $632846.98    | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A                               | USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A              | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354000 | PA      | $1370250.30   | 0.08%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A4 144A                               | USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A4 144A              | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $412679.69    | 0.02%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 12/54 5.6                      | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    447000 | PA      | $440709.51    | 0.03%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/44 4.75         | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    772000 | PA      | $612775.00    | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/46 4.6          | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    813000 | PA      | $626416.50    | 0.04%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/48 4.6          | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    728000 | PA      | $548475.20    | 0.03%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/34 3.5          | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1041000 | PA      | $882559.80    | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/52 4.4          | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    781000 | PA      | $552791.80    | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/38 6.625        | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1190000 | PA      | $1211836.50   | 0.07%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/46 2.5                       | CUSIP: 912810RS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6309000 | PA      | $4313285.89   | 0.26%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/46 2.25                      | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7549000 | PA      | $4890926.29   | 0.29%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | BOARD OF REGENTS OF THE UNIVER UNIHGR 08/49 FIXED 2.439        | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $363178.74    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 10/56 2.987            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    839000 | PA      | $501100.94    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 04/35 5.25             | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1478928.58   | 0.09%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc.                                                           | VERISK ANALYTICS INC SR UNSECURED 08/30 4.5                    | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    985000 | PA      | $988964.41    | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4940 AG                                                  | FREDDIE MAC REMICS FHR 4940 AG                                 | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627554 | PA      | $596145.66    | 0.04%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4941 GA                                                  | FREDDIE MAC REMICS FHR 4941 GA                                 | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594984 | PA      | $502617.87    | 0.03%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A            | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    838617 | PA      | $786441.58    | 0.05%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A            | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1883630 | PA      | $1697362.72   | 0.10%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A            | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032955 | PA      | $924095.98    | 0.05%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-C                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 CA A 144A            | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70929 | PA      | $64805.06     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 GA A 144A            | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304919 | PA      | $275805.55    | 0.02%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-B                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 BA A 144A            | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257839 | PA      | $236118.21    | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc.                                                           | VERISK ANALYTICS INC SR UNSECURED 02/36 5.125                  | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1092767.96   | 0.06%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2023 4 A1A                           | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4573000 | PA      | $4608078.11   | 0.27%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2024 7 A 144A                        | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2782000 | PA      | $2803093.40   | 0.17%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2025 2 A 144A                               | VERIZON MASTER TRUST SERIES 20 VZMT 2025 2 A 144A              | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3540000 | PA      | $3649046.87   | 0.22%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2025 3 A1A                           | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3161000 | PA      | $3181655.24   | 0.19%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2025 4 A 144A                        | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3161000 | PA      | $3238671.14   | 0.19%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A            | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546615 | PA      | $490588.81    | 0.03%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A           | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280397 | PA      | $269823.96    | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R3 A1 144A           | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279861 | PA      | $266248.37    | 0.02%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A            | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787109 | PA      | $728105.84    | 0.04%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A            | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771217 | PA      | $655602.94    | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A            | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1917620 | PA      | $1669512.65   | 0.10%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 7 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 7 A1 144A            | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805030 | PA      | $735236.43    | 0.04%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A            | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609945 | PA      | $538380.36    | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 11/51 2.95         | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    744000 | PA      | $463495.72    | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                      | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2024 1 A3                  | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873000 | PA      | $882712.82    | 0.05%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC SR UNSECURED 04/30 4.35                            | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $2017071.44   | 0.12%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC SR UNSECURED 04/35 4.9                             | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2601000 | PA      | $2641726.38   | 0.16%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 12/35 VAR                      | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    908000 | PA      | $915616.83    | 0.05%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A                              | NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A             | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2676472 | PA      | $2447192.35   | 0.15%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2021-3                                               | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2021 3A A1A 144A          | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1073475 | PA      | $944229.47    | 0.06%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5                                   | NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5                  | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407557 | PA      | $406445.34    | 0.02%             | 2037-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-1                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 1 A5                  | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225339 | PA      | $1216141.68   | 0.07%             | 2033-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-2                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 2 A5                  | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331746 | PA      | $1322507.16   | 0.08%             | 2037-03-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5                                   | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5                  | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929093 | PA      | $923761.38    | 0.05%             | 2035-12-24      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 08/54 5.4                             | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    716000 | PA      | $697913.95    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 NQM4 A1 144A           | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222089 | PA      | $212748.93    | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2022-B NAROT 2022 B A4                                  | NISSAN AUTO RECEIVABLES 2022-B NAROT 2022 B A4                 | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $822691.81    | 0.05%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                    | NORFOLK SOUTHERN CORP SR UNSECURED 05/35 5.1                   | CUSIP: 655844CV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    994000 | PA      | $1005228.94   | 0.06%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/MN 1ST MORTGAGE 03/54 5.4             | CUSIP: 665772CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $435122.87    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/WI 1ST MORTGAGE 06/54 5.65            | CUSIP: 665789BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488000 | PA      | $487519.02    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 07/30 4.65                  | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    810000 | PA      | $823870.74    | 0.05%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 07/35 5.25                  | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    751000 | PA      | $767888.04    | 0.05%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 06/34 5.4                       | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    859000 | PA      | $887886.03    | 0.05%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 03/35 5.2                       | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    438000 | PA      | $444846.61    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corporation                                           | OAKTREE SPECIALTY LENDING CORP SR UNSECURED 02/30 6.34         | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    964000 | PA      | $972913.62    | 0.06%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                             | OHIO EDISON CO SR UNSECURED 144A 12/29 4.95                    | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    733000 | PA      | $749160.34    | 0.04%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Ohio State University                                                       | OHIO STATE UNIVERSITY/THE OHSHGR 06/11 FIXED OID 4.8           | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    433000 | PA      | $355831.09    | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 144A 04/35 5.35      | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    684000 | PA      | $703161.02    | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SECURED 144A 04/55 5.8          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    798000 | PA      | $798053.98    | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/34 5.05                              | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    293000 | PA      | $285675.03    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/54 5.7                               | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1112313.17   | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/64 5.85                              | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    227000 | PA      | $206654.22    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 10/55 6.25                              | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    739000 | PA      | $722003.53    | 0.04%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 07/46 4                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    968000 | PA      | $738072.04    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/54 5.375                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    730000 | PA      | $650242.31    | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 08/55 6                               | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    478000 | PA      | $466947.92    | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                             | PECO ENERGY CO 1ST MORTGAGE 09/51 2.85                         | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    898000 | PA      | $556472.34    | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR          | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1316537.48   | 0.08%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 07/36 VAR          | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    741000 | PA      | $753013.36    | 0.04%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                        | PPL CAPITAL FUNDING INC COMPANY GUAR 09/34 5.25                | CUSIP: 69352PAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $525149.48    | 0.03%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.46                    | CUSIP: 71654QBY7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    170050 | PA      | $168342.94    | 0.01%             | 2025-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/32 4.9                 | CUSIP: 82622RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1573000 | PA      | $1608492.61   | 0.10%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                         | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2914500.00   | 0.17%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-3                                              | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                 | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666000 | PA      | $669494.77    | 0.04%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/35 4.5                            | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $2269323.72   | 0.13%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/55 5.25                           | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    804000 | PA      | $783150.13    | 0.05%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                                     | CADENCE DESIGN SYSTEMS INC SR UNSECURED 09/27 4.2              | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1058408.38   | 0.06%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                                     | CADENCE DESIGN SYSTEMS INC SR UNSECURED 09/29 4.3              | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2928000 | PA      | $2949213.24   | 0.17%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865750 | PA      | $873567.10    | 0.05%             | 2052-08-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FLOATING VAR                          | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276130 | PA      | $1278426.79   | 0.08%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FLOATING VAR                          | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1189578 | PA      | $1164214.41   | 0.07%             | 2052-07-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FLOATING VAR                          | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1456650 | PA      | $1458662.01   | 0.09%             | 2052-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FLOATING VAR                          | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1033411 | PA      | $1032346.06   | 0.06%             | 2052-11-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1671589 | PA      | $1685138.49   | 0.10%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/40 FIXED 2                               | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    976114 | PA      | $851314.50    | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED 2.5                             | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1654285 | PA      | $1402747.72   | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 2                               | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6245910 | PA      | $5431662.17   | 0.32%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/51 FIXED 2.5                             | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1647592 | PA      | $1392438.10   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/46 FIXED 2                               | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3280122 | PA      | $2667613.75   | 0.16%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED 2.5                             | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053019 | PA      | $1837272.16   | 0.11%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED 2.5                             | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1478254 | PA      | $1247476.87   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/53 FIXED 6                               | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831862 | PA      | $866240.20    | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/54 FIXED 6                               | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256804 | PA      | $1312671.83   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6.5                             | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1452332 | PA      | $1533948.24   | 0.09%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6                               | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623209 | PA      | $650765.74    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6.5                             | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    989308 | PA      | $1044904.41   | 0.06%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6.5                             | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350363 | PA      | $371037.25    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 6                               | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1227101 | PA      | $1281360.41   | 0.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                                     | CADENCE DESIGN SYSTEMS INC SR UNSECURED 09/34 4.7              | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2697791.12   | 0.16%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                  | CAIXABANK SA 144A 07/29 VAR                                    | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1962000 | PA      | $1976345.65   | 0.12%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 6                               | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324511 | PA      | $1378525.47   | 0.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED VAR                             | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4196993 | PA      | $4222651.66   | 0.25%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1470144 | PA      | $1324006.83   | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                  | CAIXABANK SA 144A 07/31 VAR                                    | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1962000 | PA      | $1984586.41   | 0.12%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                  | CAIXABANK SA CAIXABANK SA                                      | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1182000 | PA      | $1194744.25   | 0.07%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 02/35 VAR              | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2298928.17   | 0.14%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Carlisle Companies Incorporated                                                 | CARLISLE COS INC SR UNSECURED 09/40 5.55                       | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    293000 | PA      | $293259.27    | 0.02%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlisle Companies Incorporated                                                 | CARLISLE COS INC SR UNSECURED 09/35 5.25                       | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    732000 | PA      | $732101.83    | 0.04%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                  | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025 3 A3                 | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1837000 | PA      | $1854998.19   | 0.11%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                  | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025 3 A4                 | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058000 | PA      | $1073442.25   | 0.06%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-2                                                  | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025 2 A3                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2777000 | PA      | $2804555.62   | 0.17%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                | CATERPILLAR INC SR UNSECURED 05/35 5.2                         | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1901716.55   | 0.11%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                      | CATERPILLAR FINANCIAL SERVICES SR UNSECURED 05/27 5            | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1726478.28   | 0.10%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                      | CATERPILLAR FINANCIAL SERVICES SR UNSECURED 08/29 4.375        | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    631000 | PA      | $639723.47    | 0.04%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE 1ST MORTGAGE 03/52 3.6          | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $396424.40    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE GENL REF MOR 08/35 4.95         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1173976.48   | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/63 5.5            | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $239825.97    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/29 6.1            | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1544110.04   | 0.09%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 12/35 5.85           | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1070888.23   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                            | CHASE ISSUANCE TRUST CHAIT 2024 A2 A                           | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   5550000 | PA      | $5678700.62   | 0.34%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                            | CHASE ISSUANCE TRUST CHAIT 2025 A1 A                           | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   1251000 | PA      | $1261297.36   | 0.07%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/31 VAR                           | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2981000 | PA      | $3037005.39   | 0.18%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                           | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    555000 | PA      | $584700.85    | 0.03%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 09/30 VAR                           | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    920000 | PA      | $924168.44    | 0.05%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 06/29 4.85                | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189299.61    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/27 4.5                 | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1413645.08   | 0.08%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/28 4.65                | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1004440.78   | 0.06%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 06/30 4.55                | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1332582.66   | 0.08%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/41 FIXED 2                                               | FREDDIE MAC POOL FR 11/41 FIXED 2                              | CUSIP: 3133D4KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    533356 | PA      | $459226.18    | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/41 FIXED 2                                               | FREDDIE MAC POOL FR 11/41 FIXED 2                              | CUSIP: 3133D4KR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    811627 | PA      | $698923.60    | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/50 FIXED 2.5                            | CUSIP: 3133KKNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5845892 | PA      | $4940569.60   | 0.29%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 05/51 FIXED 2.5                            | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2894432 | PA      | $2453422.72   | 0.15%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                            | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18339232 | PA      | $15522055.95  | 0.92%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/40 FIXED 2                                               | FREDDIE MAC POOL FR 08/40 FIXED 2                              | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3510868 | PA      | $3058788.13   | 0.18%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/40 FIXED 2                                               | FREDDIE MAC POOL FR 06/40 FIXED 2                              | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3058282 | PA      | $2668014.39   | 0.16%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/40 FIXED 2                                               | FREDDIE MAC POOL FR 07/40 FIXED 2                              | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5367736 | PA      | $4679135.80   | 0.28%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/40 FIXED 2                                               | FREDDIE MAC POOL FR 10/40 FIXED 2                              | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3029678 | PA      | $2636730.45   | 0.16%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/40 FIXED 2                                               | FREDDIE MAC POOL FR 11/40 FIXED 2                              | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5680964 | PA      | $4940853.56   | 0.29%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/41 FIXED 2                                               | FREDDIE MAC POOL FR 01/41 FIXED 2                              | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721143 | PA      | $625957.31    | 0.04%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/41 FIXED 2                                               | FREDDIE MAC POOL FR 02/41 FIXED 2                              | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    813662 | PA      | $705743.94    | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/42 FIXED 2                                               | FREDDIE MAC POOL FR 03/42 FIXED 2                              | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391817 | PA      | $336631.97    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/42 FIXED 2.5                            | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495235 | PA      | $440305.17    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 05/42 FIXED 2.5                            | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1648316 | PA      | $1464876.02   | 0.09%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/43 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/43 FIXED 2.5                            | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1669487 | PA      | $1477372.91   | 0.09%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/46 FIXED 2.5                                             | FREDDIE MAC POOL FR 06/46 FIXED 2.5                            | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1967832 | PA      | $1741650.76   | 0.10%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 117 AF                                               | FANNIE MAE REMICS FNR 2011 117 AF                              | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347526 | PA      | $344274.46    | 0.02%             | 2041-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 127 FC                                               | FANNIE MAE REMICS FNR 2011 127 FC                              | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373542 | PA      | $369754.39    | 0.02%             | 2041-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 142 EF                                               | FANNIE MAE REMICS FNR 2011 142 EF                              | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418262 | PA      | $415130.53    | 0.02%             | 2042-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 106 FA                                               | FANNIE MAE REMICS FNR 2012 106 FA                              | CUSIP: 3136A9AN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329274 | PA      | $325373.81    | 0.02%             | 2042-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 11 AP                                                | FANNIE MAE REMICS FNR 2013 11 AP                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1812481 | PA      | $1679236.81   | 0.10%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 43 BP                                                | FANNIE MAE REMICS FNR 2013 43 BP                               | CUSIP: 3136ADY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803146 | PA      | $695754.19    | 0.04%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 25 EL                                                | FANNIE MAE REMICS FNR 2014 25 EL                               | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742294 | PA      | $688626.98    | 0.04%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 74 FC                                                | FANNIE MAE REMICS FNR 2014 74 FC                               | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413229 | PA      | $407338.99    | 0.02%             | 2044-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 8 AP                                                 | FANNIE MAE REMICS FNR 2015 8 AP                                | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1320918 | PA      | $1192728.03   | 0.07%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 32 FA                                                | FANNIE MAE REMICS FNR 2015 32 FA                               | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698179 | PA      | $680758.53    | 0.04%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 26 GF                                                | FANNIE MAE REMICS FNR 2015 26 GF                               | CUSIP: 3136ANQS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097854 | PA      | $1077259.90   | 0.06%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 48 FB                                                | FANNIE MAE REMICS FNR 2015 48 FB                               | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830077 | PA      | $809792.54    | 0.05%             | 2045-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 72 GL                                                | FANNIE MAE REMICS FNR 2015 72 GL                               | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562000 | PA      | $490550.80    | 0.03%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 84 PA                                                | FANNIE MAE REMICS FNR 2015 84 PA                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918834 | PA      | $865248.05    | 0.05%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 19 FD                                                | FANNIE MAE REMICS FNR 2016 19 FD                               | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2379208 | PA      | $2361932.35   | 0.14%             | 2046-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 22 FG                                                | FANNIE MAE REMICS FNR 2016 22 FG                               | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879466 | PA      | $870695.74    | 0.05%             | 2046-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 11 CF                                                | FANNIE MAE REMICS FNR 2016 11 CF                               | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384813 | PA      | $380674.43    | 0.02%             | 2046-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 06/42 FIXED 2.5                            | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    645389 | PA      | $573395.67    | 0.03%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 1998 61 PL                                                | FANNIE MAE REMICS FNR 1998 61 PL                               | CUSIP: 31359UT21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43653 | PA      | $44328.09     | 0.00%             | 2028-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 11 FG                                                | FANNIE MAE REMICS FNR 2016 11 FG                               | CUSIP: 3136ARQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520482 | PA      | $514518.65    | 0.03%             | 2046-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 75 FE                                                | FANNIE MAE REMICS FNR 2016 75 FE                               | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618232 | PA      | $613351.78    | 0.04%             | 2046-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 86 FE                                                | FANNIE MAE REMICS FNR 2016 86 FE                               | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1578105 | PA      | $1562574.76   | 0.09%             | 2046-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 69 BF                                                | FANNIE MAE REMICS FNR 2016 69 BF                               | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806201 | PA      | $799108.21    | 0.05%             | 2046-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 57 PC                                                | FANNIE MAE REMICS FNR 2016 57 PC                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4680218 | PA      | $4012637.87   | 0.24%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 48 MA                                                | FANNIE MAE REMICS FNR 2016 48 MA                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2036676 | PA      | $1908112.47   | 0.11%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 61 BF                                                | FANNIE MAE REMICS FNR 2016 61 BF                               | CUSIP: 3136ATQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235787 | PA      | $234232.35    | 0.01%             | 2046-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 64 PE                                                | FANNIE MAE REMICS FNR 2016 64 PE                               | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595000 | PA      | $452596.98    | 0.03%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 64 BC                                                | FANNIE MAE REMICS FNR 2016 64 BC                               | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927328 | PA      | $868189.79    | 0.05%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 82 FH                                                | FANNIE MAE REMICS FNR 2016 82 FH                               | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1266528 | PA      | $1254712.07   | 0.07%             | 2046-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 82 FE                                                | FANNIE MAE REMICS FNR 2016 82 FE                               | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1370971 | PA      | $1360243.05   | 0.08%             | 2046-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 78 FA                                                | FANNIE MAE REMICS FNR 2016 78 FA                               | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402794 | PA      | $398456.44    | 0.02%             | 2044-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 79 FH                                                | FANNIE MAE REMICS FNR 2016 79 FH                               | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619966 | PA      | $614833.81    | 0.04%             | 2046-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 84 FB                                                | FANNIE MAE REMICS FNR 2016 84 FB                               | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608308 | PA      | $602429.33    | 0.04%             | 2046-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 91 AF                                                | FANNIE MAE REMICS FNR 2016 91 AF                               | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562854 | PA      | $559177.48    | 0.03%             | 2046-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 88 CF                                                | FANNIE MAE REMICS FNR 2016 88 CF                               | CUSIP: 3136AUTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1063394 | PA      | $1054730.00   | 0.06%             | 2046-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 23 FA                                                | FANNIE MAE REMICS FNR 2017 23 FA                               | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702744 | PA      | $696481.36    | 0.04%             | 2047-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 24 PG                                                | FANNIE MAE REMICS FNR 2017 24 PG                               | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2380629 | PA      | $2089705.33   | 0.12%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 11 FA                                                | FANNIE MAE REMICS FNR 2017 11 FA                               | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249876 | PA      | $247840.02    | 0.01%             | 2047-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 12 FD                                                | FANNIE MAE REMICS FNR 2017 12 FD                               | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619605 | PA      | $614599.37    | 0.04%             | 2047-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 BF                                                 | FANNIE MAE REMICS FNR 2017 9 BF                                | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746168 | PA      | $739748.98    | 0.04%             | 2047-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1                | CUSIP: 350930AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $298184.48    | 0.02%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2024-2 TMUST 2024 2A A 144A                                   | T-MOBILE US TRUST 2024-2 TMUST 2024 2A A 144A                  | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1613000 | PA      | $1617628.02   | 0.10%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2025-2 TMUST 2025 2A A 144A                                   | T-MOBILE US TRUST 2025-2 TMUST 2025 2A A 144A                  | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193000 | PA      | $1203008.91   | 0.07%             | 2030-04-22      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-1                                                        | T-MOBILE US TRUST 2025-1 TMUST 2025 1A A 144A                  | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528000 | PA      | $1546633.04   | 0.09%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/30 3.625                     | CUSIP: 91282CNX5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16584000 | PA      | $16533470.54  | 0.98%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     74195 | NS      | $742183.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 117 FA                                               | FANNIE MAE REMICS FNR 2011 117 FA                              | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807168 | PA      | $799870.07    | 0.05%             | 2041-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 111 DB                                               | FANNIE MAE REMICS FNR 2011 111 DB                              | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803534 | PA      | $781484.68    | 0.05%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 12 FA                                                | FANNIE MAE REMICS FNR 2012 12 FA                               | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370272 | PA      | $367385.05    | 0.02%             | 2042-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 47 JF                                                | FANNIE MAE REMICS FNR 2012 47 JF                               | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495638 | PA      | $491709.93    | 0.03%             | 2042-05-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 151 NX                                               | FANNIE MAE REMICS FNR 2012 151 NX                              | CUSIP: 3136AA5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564358 | PA      | $487054.75    | 0.03%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4303 FA                                                  | FREDDIE MAC REMICS FHR 4303 FA                                 | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412386 | PA      | $406424.13    | 0.02%             | 2044-02-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/55 FIXED 5.5                            | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5846114 | PA      | $5881855.29   | 0.35%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2022 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2022 1 A 144A             | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2231030.37   | 0.13%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A1 144A            | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3812000 | PA      | $3828543.70   | 0.23%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2 FORDL 2024 A A4                                  | FORD CREDIT AUTO LEASE TRUST 2 FORDL 2024 A A4                 | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    688000 | PA      | $692387.44    | 0.04%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2025 1 A1                 | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2928000 | PA      | $2971496.03   | 0.18%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2025 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST/F FORDR 2025 1 A 144A             | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3382000 | PA      | $3470066.60   | 0.21%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2024 D A3                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2024 D A3                 | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682000 | PA      | $689669.98    | 0.04%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2025 2 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2025 2 A 144A             | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2232000 | PA      | $2246145.75   | 0.13%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 31288RFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4576249 | PA      | $4626314.50   | 0.27%             | 2055-06-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 31288RGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    792991 | PA      | $800961.63    | 0.05%             | 2055-06-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    763642 | PA      | $774356.20    | 0.05%             | 2055-08-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3304685.65   | 0.20%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/37 6.2                | CUSIP: 350930AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $343846.62    | 0.02%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 272 F1                                  | CUSIP: 3128HXYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770614 | PA      | $760719.34    | 0.05%             | 2042-08-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/39 6.3                | CUSIP: 350930AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $431286.31    | 0.03%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/50 FIXED 2.5                                           | GINNIE MAE II POOL G2 07/50 FIXED 2.5                          | CUSIP: 36179VQH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6519311 | PA      | $5457169.90   | 0.32%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 105 P                  | CUSIP: 38382TXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3306086 | PA      | $2682304.81   | 0.16%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 107 DB                 | CUSIP: 38382UDH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3079474 | PA      | $2500679.98   | 0.15%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 QK                  | CUSIP: 38382VCK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1271687 | PA      | $1056023.03   | 0.06%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 135 A                  | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    761007 | PA      | $626574.41    | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 110 JC                 | CUSIP: 38384QH76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5803385 | PA      | $5489678.71   | 0.33%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 110 JL                 | CUSIP: 38384QXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1227000 | PA      | $1052094.34   | 0.06%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 184 GC                 | CUSIP: 38384XN25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3759073 | PA      | $3614882.64   | 0.21%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 7 EL                   | CUSIP: 38385BN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    529000 | PA      | $376198.14    | 0.02%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                              | HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/54 5.6           | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    606000 | PA      | $559626.55    | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/52 3.625                    | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    544000 | PA      | $394161.67    | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-3 Owner Trust                                       | HONDA AUTO RECEIVABLES 2025-3 HAROT 2025 3 A4                  | CUSIP: 43813QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1552326.39   | 0.09%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                           | HOWMET AEROSPACE INC SR UNSECURED 10/31 4.85                   | CUSIP: 443201AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    756000 | PA      | $773732.74    | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 5.15           | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    816000 | PA      | $833335.04    | 0.05%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2022-A                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A4                  | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    572255 | PA      | $569219.70    | 0.03%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A4                  | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1261000 | PA      | $1263791.22   | 0.07%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3                  | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    582301 | PA      | $586568.71    | 0.03%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A3 144A                             | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A3 144A            | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2318000 | PA      | $2336294.82   | 0.14%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC COMPANY GUAR 144A 07/35 5.625      | CUSIP: 45262BAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1203000 | PA      | $1215057.09   | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 03/36 VAR                            | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1208000 | PA      | $1236569.07   | 0.07%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 11/49 3.25                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    281000 | PA      | $175479.88    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 08/31 2            | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $142566.18    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 04/32 4.15         | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $914464.99    | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 02/35 4.875        | CUSIP: 46188BAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    849000 | PA      | $829364.79    | 0.05%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 01/33 4.95         | CUSIP: 46188BAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    976000 | PA      | $973843.04    | 0.06%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 07/50 3.875        | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    698000 | PA      | $493545.74    | 0.03%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 01/33 4.5          | CUSIP: 46514BRA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    353000 | PA      | $340958.95    | 0.02%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 03/54 5.75         | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1317000 | PA      | $1217210.87   | 0.07%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 02/30 5.375        | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1682000 | PA      | $1726099.97   | 0.10%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 02/35 5.625        | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    550000 | PA      | $563232.03    | 0.03%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 03/50 3.3                                | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    457000 | PA      | $315827.24    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY OP LLC COMPANY GUAR 02/36 5.3                     | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    878000 | PA      | $887151.60    | 0.05%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 06/30 5.15                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    973000 | PA      | $1000573.17   | 0.06%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/27 4.8                              | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1425589.40   | 0.08%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/31 4.95                             | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    847000 | PA      | $874557.20    | 0.05%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                             | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1437478.87   | 0.09%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/51 3.5                          | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    676000 | PA      | $457579.15    | 0.03%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/29 VAR                          | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1139230.35   | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/30 4.875                            | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1169302.97   | 0.07%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/35 5.2                              | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1349091.48   | 0.08%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/35 VAR                          | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2722787.88   | 0.16%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/30 VAR                          | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2614000 | PA      | $2677794.41   | 0.16%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/55 5.6                              | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128750.00    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | ACCENTURE CAPITAL INC COMPANY GUAR 10/31 4.25                  | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2254760.94   | 0.13%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | ACCENTURE CAPITAL INC COMPANY GUAR 10/34 4.5                   | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1215025.36   | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/28 2                                  | CUSIP: 008513AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $820443.89    | 0.05%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/33 2.6                                | CUSIP: 008513AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $200904.81    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 10/32 4.8                                | CUSIP: 008513AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523000 | PA      | $520988.24    | 0.03%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/35 5.6                                | CUSIP: 008513AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    852000 | PA      | $876493.07    | 0.05%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/34 5.125                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2110000 | PA      | $2043972.21   | 0.12%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/54 5.8                        | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    274000 | PA      | $244635.78    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                           | ALABAMA POWER CO SR UNSECURED 04/35 5.1                        | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    789000 | PA      | $798799.02    | 0.05%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                                       | ALCON FINANCE CORP COMPANY GUAR 144A 12/32 5.375               | CUSIP: 01400EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1736352.48   | 0.10%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                         | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14500000 | PA      | $14584961.30  | 0.86%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/65 5.3                            | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    804000 | PA      | $773248.34    | 0.05%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 02/31 VAR                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1023395.99   | 0.06%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/31 VAR                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    491000 | PA      | $433618.55    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3461204.85   | 0.21%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR          | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1647164.32   | 0.10%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025 5C33 A4                               | BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025 5C33 A4              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645000 | PA      | $1738558.39   | 0.10%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35 BBCMS 2025 C35 A5                                 | BBCMS MORTGAGE TRUST 2025-C35 BBCMS 2025 C35 A5                | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $419802.96    | 0.02%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A4                                | BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A4               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573000 | PA      | $519022.66    | 0.03%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 08/31 2.5           | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    919000 | PA      | $814154.05    | 0.05%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 11/31 5.15                           | CUSIP: 11135FBY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1958410.02   | 0.12%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/28 4.15                           | CUSIP: 11135FCA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1389553.49   | 0.08%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                           | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1407384.98   | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 10/34 4.8                            | CUSIP: 11135FCD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1958280.65   | 0.12%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/30 4.6                            | CUSIP: 11135FCK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1831452.51   | 0.11%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A                              | BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A             | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278561 | PA      | $272518.78    | 0.02%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT7 BX 2025 VLT7 A 144A                                          | BX TRUST 2025-VLT7 BX 2025 VLT7 A 144A                         | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1012000 | PA      | $1015161.18   | 0.06%             | 2044-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc.                                                              | CBRE SERVICES INC COMPANY GUAR 06/35 5.5                       | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    739000 | PA      | $753664.66    | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc.                                                        | CRH AMERICA FINANCE INC COMPANY GUAR 01/35 5.5                 | CUSIP: 12636YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1035745.96   | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/38 4.78                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    619000 | PA      | $569625.77    | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2162100.84   | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 06/31 5.55                        | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1169141.37   | 0.07%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 06/34 5.7                         | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1185311.82   | 0.07%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/55 FIXED 6                               | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3342739 | PA      | $3427610.15   | 0.20%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/55 FIXED 5.5                             | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10771265 | PA      | $10877508.02  | 0.64%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED 2.5                             | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767946 | PA      | $680333.19    | 0.04%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                               | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2353459 | PA      | $2102128.80   | 0.12%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3                               | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1818986 | PA      | $1624732.61   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/46 FIXED 3                               | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4269351 | PA      | $3809415.59   | 0.23%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/40 FIXED 2                               | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3102174 | PA      | $2704194.12   | 0.16%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/40 FIXED 2                               | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6773287 | PA      | $5901172.47   | 0.35%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/40 FIXED 2                               | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3491161 | PA      | $3040133.88   | 0.18%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/40 FIXED 2                               | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5128723 | PA      | $4463812.78   | 0.26%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/41 FIXED 2                               | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622412 | PA      | $539334.02    | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/42 FIXED 2.5                             | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53303 | PA      | $47387.96     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 2.5                             | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1352950 | PA      | $1203221.04   | 0.07%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED 2.5                             | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281192 | PA      | $1138838.43   | 0.07%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1058472 | PA      | $944442.89    | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/49 FIXED 3                                               | FREDDIE MAC POOL FR 11/49 FIXED 3                              | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1064760 | PA      | $951052.53    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 2.5                            | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1502521 | PA      | $1269833.90   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/49 FIXED 3                                               | FREDDIE MAC POOL FR 04/49 FIXED 3                              | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1377109 | PA      | $1228753.55   | 0.07%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/55 FIXED 6                                               | FREDDIE MAC POOL FR 06/55 FIXED 6                              | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6407339 | PA      | $6555503.83   | 0.39%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3                                               | FREDDIE MAC POOL FR 01/50 FIXED 3                              | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1701000 | PA      | $1517752.12   | 0.09%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 07/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 07/55 FLOATING VAR                | CUSIP: 3142AWP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    528099 | PA      | $533491.15    | 0.03%             | 2055-07-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 3142AWPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799532 | PA      | $806800.17    | 0.05%             | 2055-06-01      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6                                               | FREDDIE MAC POOL FR 10/54 FIXED 6                              | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691000 | PA      | $721554.91    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 160 NE                 | CUSIP: 38383AZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1683548 | PA      | $1434331.56   | 0.09%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 215 GA                 | CUSIP: 38383D2L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1914355 | PA      | $1671046.93   | 0.10%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 5 BA                   | CUSIP: 38383FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4721597 | PA      | $4004004.14   | 0.24%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 9 GA                   | CUSIP: 38383FR62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    879164 | PA      | $725128.22    | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 24 AH                  | CUSIP: 38383FX73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325083 | PA      | $277229.27    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 225 YC                 | CUSIP: 38383FZF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    603316 | PA      | $506325.58    | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 31 GH                  | CUSIP: 38383GS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2283901 | PA      | $2066128.29   | 0.12%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 205 A                  | CUSIP: 38383HAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1329660 | PA      | $1078029.40   | 0.06%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 197 LF                 | CUSIP: 38383LFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3532213 | PA      | $3500478.79   | 0.21%             | 2052-11-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 34 DN                  | CUSIP: 38383MFU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1928083 | PA      | $1821130.83   | 0.11%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 50 CA                  | CUSIP: 38383PLD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3447586 | PA      | $3092226.55   | 0.18%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                     | CRH SMW FINANCE DAC COMPANY GUAR 01/30 5.125                   | CUSIP: 12704PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1004000 | PA      | $1033024.82   | 0.06%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                                | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4100000 | PA      | $4130246.93   | 0.24%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 46 LY                  | CUSIP: 38383PXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    459000 | PA      | $379345.78    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 66 CG                  | CUSIP: 38383RGE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2151211 | PA      | $2058414.10   | 0.12%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 84 A                   | CUSIP: 38383RU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    960873 | PA      | $809204.61    | 0.05%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 78 HW                  | CUSIP: 38383RWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    783000 | PA      | $609758.04    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 107 C                  | CUSIP: 38383TLM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3227046 | PA      | $2669672.06   | 0.16%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 138 PT                 | CUSIP: 38383YCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4787978 | PA      | $3983782.61   | 0.24%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 153 KA                 | CUSIP: 38383YJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    978519 | PA      | $966471.93    | 0.06%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 81 YJ                  | CUSIP: 38384BFM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4576000 | PA      | $3927449.01   | 0.23%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 45 BD                  | CUSIP: 38384KGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    795261 | PA      | $733691.30    | 0.04%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/41 2.8                              | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    479000 | PA      | $321036.29    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/43 5.625                            | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    320000 | PA      | $303194.26    | 0.02%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/63 5.9                              | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    420000 | PA      | $387576.24    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/54 5.6                              | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    281000 | PA      | $255554.27    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/52 4.25                         | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $965375.05    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 03/38 6.3                         | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    853000 | PA      | $935728.90    | 0.06%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 06/40 2.35                       | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    473000 | PA      | $333407.70    | 0.02%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP COMPANY GUAR 144A 02/29 6                   | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1046642.81   | 0.06%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crowley Conro LLC                                                               | CROWLEY CONRO LLC US GOVT GUAR 08/43 4.181                     | CUSIP: 228023AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657538 | PA      | $598340.09    | 0.04%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/59 3.65                             | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    524000 | PA      | $346875.56    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 12/57 3.8                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    730000 | PA      | $502341.88    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/49 4.25                             | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $1672724.66   | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/35 4.55                             | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    244000 | PA      | $238893.42    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 05/34 5.375         | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    388000 | PA      | $401874.87    | 0.02%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 03/55 5.5           | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    365000 | PA      | $350530.56    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                        | CONSUMERS ENERGY CO 1ST MORTGAGE 01/31 4.5                     | CUSIP: 210518DY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1473654.99   | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                        | CONSUMERS ENERGY CO 1ST MORTGAGE 05/35 5.05                    | CUSIP: 210518DZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1087502.15   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 41 FG                                                | FANNIE MAE REMICS FNR 2019 41 FG                               | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142892 | PA      | $1110072.50   | 0.07%             | 2059-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 43 FC                                                | FANNIE MAE REMICS FNR 2019 43 FC                               | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    825966 | PA      | $810514.15    | 0.05%             | 2049-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 67 FB                                                | FANNIE MAE REMICS FNR 2019 67 FB                               | CUSIP: 3136B64V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457952 | PA      | $449548.26    | 0.03%             | 2049-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 81 LH                                                | FANNIE MAE REMICS FNR 2019 81 LH                               | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187399 | PA      | $169078.66    | 0.01%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 04/31 2.1                        | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    944000 | PA      | $823367.82    | 0.05%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 03/34 5.8                        | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    853000 | PA      | $889213.58    | 0.05%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO 1ST MORTGAGE 03/50 2.95                        | CUSIP: 23338VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    869000 | PA      | $563877.61    | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO GENL REF MOR 03/52 3.65                        | CUSIP: 23338VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $288419.22    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO GENL REF MOR 05/35 5.25                        | CUSIP: 23338VAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $522601.33    | 0.03%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deere and Company                                                               | DEERE and CO SR UNSECURED 01/35 5.45                           | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2477230.86   | 0.15%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Deere and Company                                                               | DEERE and CO SR UNSECURED 01/55 5.7                            | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1203349.02   | 0.07%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/27 4.15                | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1118616.53   | 0.07%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/26 5.15                | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1050293.78   | 0.06%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/28 4.95                    | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2296897.36   | 0.14%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/30 5.25                    | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2552000 | PA      | $2602539.81   | 0.15%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 08/31 VAR                         | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1011246.89   | 0.06%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 09/34 5.2                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1136687.50   | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 09/54 5.75                      | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    936000 | PA      | $838162.56    | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2                  | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    564000 | PA      | $572469.46    | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15                 | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1082589.66   | 0.06%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75                 | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    934000 | PA      | $865521.18    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc.                                                      | DICK'S SPORTING GOODS INC SR UNSECURED 01/52 4.1               | CUSIP: 253393AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $748378.26    | 0.04%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 07/51 FIXED 2.5                            | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1455415 | PA      | $1230022.36   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 2.5                            | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725426 | PA      | $612176.24    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/50 FIXED 4                                               | FREDDIE MAC POOL FR 03/50 FIXED 4                              | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3323518 | PA      | $3172659.56   | 0.19%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/43 FIXED 3                                               | FREDDIE MAC POOL FR 04/43 FIXED 3                              | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2444665 | PA      | $2235066.14   | 0.13%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1462565 | PA      | $1301804.09   | 0.08%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6                                               | FREDDIE MAC POOL FR 09/54 FIXED 6                              | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7033710 | PA      | $7320547.75   | 0.43%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6                                               | FREDDIE MAC POOL FR 09/54 FIXED 6                              | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3691371 | PA      | $3854595.95   | 0.23%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 09/54 FIXED 6.5                            | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4182766 | PA      | $4429262.43   | 0.26%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 09/51 FIXED 2.5                            | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2833450 | PA      | $2401731.90   | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                            | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674893 | PA      | $572063.42    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/54 FIXED 6                               | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1411020 | PA      | $1473743.47   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                              | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5184216 | PA      | $4630583.14   | 0.27%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    841792 | PA      | $751895.38    | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/54 FLOATING VAR                          | CUSIP: 3140QVCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1961474 | PA      | $2001790.84   | 0.12%             | 2054-08-01      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6                               | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1935760 | PA      | $2021355.50   | 0.12%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6                               | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3331566 | PA      | $3467428.90   | 0.21%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211096 | PA      | $178273.04    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED VAR                             | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3801227 | PA      | $3091411.28   | 0.18%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                             | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3293720 | PA      | $2903893.32   | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/48 FIXED VAR                             | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716420 | PA      | $641478.95    | 0.04%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED VAR                             | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996321 | PA      | $895846.19    | 0.05%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                             | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1915934 | PA      | $1709531.58   | 0.10%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                             | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12691352 | PA      | $11581788.62  | 0.69%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8312972 | PA      | $7417419.43   | 0.44%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                             | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2560084 | PA      | $2258976.33   | 0.13%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/42 FIXED VAR                             | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083286 | PA      | $941705.33    | 0.06%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/45 FIXED VAR                             | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082120 | PA      | $988728.17    | 0.06%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/35 FIXED VAR                             | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732507 | PA      | $729517.18    | 0.04%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2765788 | PA      | $2525147.21   | 0.15%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/27 FIXED VAR                             | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196178 | PA      | $195411.92    | 0.01%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/41 FIXED VAR                             | CUSIP: 3140XJKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549890 | PA      | $477308.66    | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/44 FIXED VAR                             | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075580 | PA      | $981692.11    | 0.06%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/43 FIXED VAR                             | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053187 | PA      | $959934.14    | 0.06%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED VAR                             | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1926118 | PA      | $1734444.97   | 0.10%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356680 | PA      | $1230808.59   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/43 FIXED VAR                             | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898404 | PA      | $825007.36    | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                             | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066571 | PA      | $940337.72    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED VAR                             | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446544 | PA      | $432517.40    | 0.03%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2561278 | PA      | $2287753.64   | 0.14%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 326 F2                                  | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636572 | PA      | $634145.16    | 0.04%             | 2044-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2                                               | FREDDIE MAC POOL FR 12/51 FIXED 2                              | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384727 | PA      | $311803.50    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/47 FIXED 2                                               | FREDDIE MAC POOL FR 02/47 FIXED 2                              | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491365 | PA      | $398228.99    | 0.02%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 2.5                            | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282351 | PA      | $238271.92    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 2.5                            | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1023519 | PA      | $860854.10    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4427 CE                                                  | FREDDIE MAC REMICS FHR 4427 CE                                 | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132583 | PA      | $130928.10    | 0.01%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4446 CP                                                  | FREDDIE MAC REMICS FHR 4446 CP                                 | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    651587 | PA      | $583502.76    | 0.03%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/30 VAR             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    877000 | PA      | $897848.40    | 0.05%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/35 VAR             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1772682.91   | 0.11%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/30 VAR             | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1716661.61   | 0.10%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/31 VAR             | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2310191.62   | 0.14%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/56 VAR             | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    799000 | PA      | $796432.72    | 0.05%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/31 VAR             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3562937.19   | 0.21%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 163 NC                 | CUSIP: 38377RKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    871655 | PA      | $869513.71    | 0.05%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 152 HA                 | CUSIP: 38378UWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1004926 | PA      | $934137.10    | 0.06%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 133 BP                 | CUSIP: 38379GQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    754087 | PA      | $681292.30    | 0.04%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 149 KP                 | CUSIP: 38379GSW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    642909 | PA      | $593161.70    | 0.04%             | 2044-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 181 L                  | CUSIP: 38379HMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716797 | PA      | $652847.71    | 0.04%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 144 CA                 | CUSIP: 38379QD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1080631 | PA      | $960122.02    | 0.06%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 99 TL                  | CUSIP: 38379XN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1648395 | PA      | $1376309.45   | 0.08%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 93 AB                  | CUSIP: 38379XX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1377688 | PA      | $1146135.27   | 0.07%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 136 A                  | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    630381 | PA      | $573025.36    | 0.03%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 167 BQ                 | CUSIP: 38380H3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    567252 | PA      | $536135.47    | 0.03%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/53 5.9                                 | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    423000 | PA      | $404068.18    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 03/32 5.5                                 | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1933000 | PA      | $2003304.35   | 0.12%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 03/55 6.2                                 | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1149643.76   | 0.07%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 08/29 4.2                        | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1789665.52   | 0.11%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                     | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9235000 | PA      | $8182354.25   | 0.48%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/30 3.875                     | CUSIP: 91282CNN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15942000 | PA      | $16070283.36  | 0.95%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/27 3.875                     | CUSIP: 91282CNP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2362000 | PA      | $2371780.14   | 0.14%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 05/35 4.5                              | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84303.20     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2081000 | PA      | $2005262.90   | 0.12%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 12/55 6.7            | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $381341.28    | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A                             | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A            | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814000 | PA      | $812194.63    | 0.05%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                           | CHILE ELECTRICITY LUX MPC II S GOVT GUARANT 144A 10/35 5.58    | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    757566 | PA      | $765217.80    | 0.05%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                           | CHILE ELECTRICITY LUX MPC II S GOVT GUARANT 144A 10/35 5.672   | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1189000 | PA      | $1212768.11   | 0.07%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                             | CITIBANK CREDIT CARD ISSUANCE CCCIT 2025 A1 A                  | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   2996000 | PA      | $3026439.66   | 0.18%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                             | CITIBANK CREDIT CARD ISSUANCE CCCIT 2025 A2 A                  | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1959000 | PA      | $1993750.11   | 0.12%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 03/29 VAR                           | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2010964.63   | 0.12%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 03/56 VAR                           | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1330226.08   | 0.08%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 03/36 VAR                           | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $2022102.49   | 0.12%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                          | COUNTY OF CLARK DEPARTMENT OF CLAAPT 07/45 FIXED 6.82          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    720000 | PA      | $798095.16    | 0.05%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A                              | COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261284 | PA      | $263329.96    | 0.02%             | 2046-11-26      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A             | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424639 | PA      | $407860.15    | 0.02%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A             | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365317 | PA      | $360228.70    | 0.02%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A             | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857739 | PA      | $727946.50    | 0.04%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A                              | COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A             | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939335 | PA      | $806144.08    | 0.05%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/52 4.049                          | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    539000 | PA      | $401574.22    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/63 2.987                          | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    626000 | PA      | $348182.31    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 05/53 5.35                           | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    907000 | PA      | $832074.08    | 0.05%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT HEALTH SR SECURED 10/29 3.347                     | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    523000 | PA      | $504300.72    | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 11/59 3.7           | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    284000 | PA      | $196442.23    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 12/51 3.2           | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    167000 | PA      | $109751.79    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                            | SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 07/36 VAR          | CUSIP: 86562MEA4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1163000 | PA      | $1179961.22   | 0.07%             | 2036-07-08      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                   | SUN COMMUNITIES OPERATING LP COMPANY GUAR 04/32 4.2            | CUSIP: 866677AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1013585.79   | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/28 4.65                           | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    851000 | PA      | $862505.51    | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/30 4.85                           | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1241398.77   | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/32 5                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    973000 | PA      | $992634.96    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/55 5.7                            | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    243000 | PA      | $238584.74    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANCIAL SR UNSECURED 07/36 VAR                     | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    864000 | PA      | $873275.74    | 0.05%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FLOATING VAR                          | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1439745 | PA      | $1451396.77   | 0.09%             | 2055-01-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FLOATING VAR                          | CUSIP: 3140JCQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1309992 | PA      | $1308291.48   | 0.08%             | 2054-12-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/55 FLOATING VAR                          | CUSIP: 3140JCTZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1336777 | PA      | $1353281.94   | 0.08%             | 2055-07-01      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350037 | PA      | $340918.22    | 0.02%             | 2052-08-01      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5092 HE                                                  | FREDDIE MAC REMICS FHR 5092 HE                                 | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1066611 | PA      | $887467.66    | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5091 AB                                                  | FREDDIE MAC REMICS FHR 5091 AB                                 | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1840158 | PA      | $1498449.29   | 0.09%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5116 PB                                                  | FREDDIE MAC REMICS FHR 5116 PB                                 | CUSIP: 3137H0K64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1122983 | PA      | $996062.79    | 0.06%             | 2051-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5114 AD                                                  | FREDDIE MAC REMICS FHR 5114 AD                                 | CUSIP: 3137H0NN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3986680 | PA      | $3443672.04   | 0.20%             | 2047-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5119 QF                                                  | FREDDIE MAC REMICS FHR 5119 QF                                 | CUSIP: 3137H0SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1281588 | PA      | $1206168.83   | 0.07%             | 2051-06-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5118 CA                                                  | FREDDIE MAC REMICS FHR 5118 CA                                 | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1081167 | PA      | $1003273.29   | 0.06%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5178 TP                                                  | FREDDIE MAC REMICS FHR 5178 TP                                 | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222386 | PA      | $1093175.84   | 0.06%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5182 M                                                   | FREDDIE MAC REMICS FHR 5182 M                                  | CUSIP: 3137H5CE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713879 | PA      | $632326.17    | 0.04%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 BH                                                  | FREDDIE MAC REMICS FHR 5202 BH                                 | CUSIP: 3137H5ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617625 | PA      | $572751.05    | 0.03%             | 2047-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 KA                                                  | FREDDIE MAC REMICS FHR 5202 KA                                 | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    966215 | PA      | $870133.01    | 0.05%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 TA                                                  | FREDDIE MAC REMICS FHR 5202 TA                                 | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1814017 | PA      | $1674226.74   | 0.10%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5201 CA                                                  | FREDDIE MAC REMICS FHR 5201 CA                                 | CUSIP: 3137H64V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1005196 | PA      | $892285.30    | 0.05%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5207 PA                                                  | FREDDIE MAC REMICS FHR 5207 PA                                 | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1424889 | PA      | $1285940.69   | 0.08%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5210 DC                                                  | FREDDIE MAC REMICS FHR 5210 DC                                 | CUSIP: 3137H6WG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949432 | PA      | $892846.54    | 0.05%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5220 QK                                                  | FREDDIE MAC REMICS FHR 5220 QK                                 | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1996574 | PA      | $1916567.89   | 0.11%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5228 TN                                                  | FREDDIE MAC REMICS FHR 5228 TN                                 | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684008 | PA      | $658958.02    | 0.04%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5335 FB                                                  | FREDDIE MAC REMICS FHR 5335 FB                                 | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1835313 | PA      | $1840594.53   | 0.11%             | 2039-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5396 HF                                                  | FREDDIE MAC REMICS FHR 5396 HF                                 | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2488083 | PA      | $2499808.74   | 0.15%             | 2054-04-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5399 FB                                                  | FREDDIE MAC REMICS FHR 5399 FB                                 | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1463121 | PA      | $1460119.01   | 0.09%             | 2054-04-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED VAR                             | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601472 | PA      | $600039.64    | 0.04%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/46 FIXED VAR                             | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381994 | PA      | $1336383.19   | 0.08%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/45 FIXED VAR                             | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136408 | PA      | $131990.64    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/45 FIXED VAR                             | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941035 | PA      | $934308.59    | 0.06%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/45 FIXED VAR                             | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614088 | PA      | $559717.90    | 0.03%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/42 FIXED 3                               | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718808 | PA      | $657563.29    | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED 3                               | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952895 | PA      | $871047.73    | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED 3                               | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790170 | PA      | $720220.57    | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/45 FIXED 3                               | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5059363 | PA      | $4567264.27   | 0.27%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/43 FIXED 3                               | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1093376 | PA      | $996563.02    | 0.06%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/46 FIXED 4.5                             | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26987 | PA      | $26623.16     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 414 A35                          | CUSIP: 31395QDZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666858 | PA      | $631941.15    | 0.04%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 55 FH                                                | FANNIE MAE REMICS FNR 2011 55 FH                               | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286638 | PA      | $284623.35    | 0.02%             | 2041-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/55 FLOATING VAR                          | CUSIP: 3140AXCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1443048 | PA      | $1470719.93   | 0.09%             | 2055-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/55 FLOATING VAR                          | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1419000 | PA      | $1448764.23   | 0.09%             | 2055-08-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 01/35 5.1        | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    662000 | PA      | $661429.66    | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY OP LLC COMPANY GUAR 03/35 4.85                    | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    765000 | PA      | $754143.61    | 0.04%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                                      | MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                     | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333153 | PA      | $294928.60    | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 10/35 5.25          | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1694388.00   | 0.10%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2022-1                                     | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4                 | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1392000 | PA      | $1407804.07   | 0.08%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                     | MERCEDES-BENZ AUTO RECEIVABLES MBART 2025 1 A3                 | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1335000 | PA      | $1355363.56   | 0.08%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 01/29 4.3     | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $875129.18    | 0.05%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 04/28 5.2     | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $586381.95    | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4954 LB                                                  | FREDDIE MAC REMICS FHR 4954 LB                                 | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463424 | PA      | $408811.88    | 0.02%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4957 MY                                                  | FREDDIE MAC REMICS FHR 4957 MY                                 | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712000 | PA      | $594860.48    | 0.04%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4993 KF                                                  | FREDDIE MAC REMICS FHR 4993 KF                                 | CUSIP: 3137FU6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4323688 | PA      | $4182864.41   | 0.25%             | 2050-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4988 KF                                                  | FREDDIE MAC REMICS FHR 4988 KF                                 | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    778407 | PA      | $769581.72    | 0.05%             | 2050-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5004 FM                                                  | FREDDIE MAC REMICS FHR 5004 FM                                 | CUSIP: 3137FVAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    862173 | PA      | $826947.37    | 0.05%             | 2050-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5020 ET                                                  | FREDDIE MAC REMICS FHR 5020 ET                                 | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900759 | PA      | $831528.98    | 0.05%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5410 JY                                                  | FREDDIE MAC REMICS FHR 5410 JY                                 | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1107000 | PA      | $963231.25    | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR 5452 KY                                                         | FREDDIE MAC FHR 5452 KY                                        | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1168000 | PA      | $1007644.11   | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5451 FD                                                  | FREDDIE MAC REMICS FHR 5451 FD                                 | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797483 | PA      | $787212.95    | 0.05%             | 2044-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5529 HA                                                  | FREDDIE MAC REMICS FHR 5529 HA                                 | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654202 | PA      | $624791.94    | 0.04%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/35 6.05                  | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $2097133.37   | 0.12%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Company                                                      | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7                   | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $393043.93    | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    379000 | PA      | $326108.30    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1                    | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    892000 | PA      | $582513.75    | 0.03%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3                                  | MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3                 | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656686 | PA      | $587193.45    | 0.03%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/29 VAR                          | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2934514.81   | 0.17%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/31 VAR                          | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2144011.88   | 0.13%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/31 VAR                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2808000 | PA      | $2898414.15   | 0.17%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 07/28 VAR          | CUSIP: 61776NVE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1756956.81   | 0.10%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 07/31 VAR          | CUSIP: 61776NVG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1396343.81   | 0.08%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MSBAM 2025 5C1 A3                                | MORGAN STANLEY BANK OF AMERICA MSBAM 2025 5C1 A3               | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $419612.20    | 0.02%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BUILDING SOCIETY 144A 07/36 VAR                     | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    897000 | PA      | $913781.49    | 0.05%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A           | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529482 | PA      | $511771.04    | 0.03%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A                           | NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A          | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311422 | PA      | $308677.41    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A           | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265993 | PA      | $262551.16    | 0.02%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A           | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1082722 | PA      | $1054502.52   | 0.06%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A            | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74891 | PA      | $70473.20     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/35 4.875        | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2196132.49   | 0.13%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                                   | PORT AUTH OF NEW YORK   NEW JE PORTRN 10/62 FIXED 4.458        | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $842283.44    | 0.05%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                              | PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 08/51 3.15          | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    503000 | PA      | $312583.06    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A4 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A4 144A           | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1109000 | PA      | $1128346.06   | 0.07%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                             | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |  80423466 | NS      | $80423466.48  | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A           | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1956345 | PA      | $1967068.42   | 0.12%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A           | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347000 | PA      | $352684.80    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/35 5.2                 | CUSIP: 82622RAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1573000 | PA      | $1618055.36   | 0.10%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/55 5.8                 | CUSIP: 82622RAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    798000 | PA      | $822277.63    | 0.05%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                   | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025 A1 A                  | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2039000 | PA      | $2074647.02   | 0.12%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                      | UNITED PARCEL SERVICE INC SR UNSECURED 05/65 6.05              | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1135755.97   | 0.07%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/48 3                         | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17311000 | PA      | $12698565.24  | 0.75%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/48 3.125                     | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12508000 | PA      | $9365853.56   | 0.56%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/48 3                         | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14928000 | PA      | $10893941.18  | 0.65%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                         | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16007000 | PA      | $11626959.61  | 0.69%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/49 2.25                      | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4764000 | PA      | $2939909.09   | 0.17%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/40 1.125                     | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2324000 | PA      | $1430712.50   | 0.08%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/40 1.375                     | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11872000 | PA      | $7566081.28   | 0.45%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/41 1.75                      | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  51872000 | PA      | $34361147.76  | 2.04%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/41 2                         | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  38193000 | PA      | $26187567.44  | 1.55%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/42 2.375                     | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13244000 | PA      | $9586379.62   | 0.57%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/55 4.75                      | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29923000 | PA      | $29109468.44  | 1.73%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/45 4.875                     | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19676000 | PA      | $19697520.63  | 1.17%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05                 | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    262000 | PA      | $192983.82    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/53 5.875                | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1419003.68   | 0.08%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 04/27 4.6                  | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1174420.59   | 0.07%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/44 5.5                  | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    682000 | PA      | $662552.39    | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/54 5.625                | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1733344.38   | 0.10%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/64 5.75                 | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    602000 | PA      | $576336.85    | 0.03%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/29 VAR                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    556000 | PA      | $576405.13    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/29 VAR                      | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    565000 | PA      | $598890.85    | 0.04%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 04/28 VAR                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    884000 | PA      | $904135.42    | 0.05%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 04/29 VAR                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2974384.70   | 0.18%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    535000 | PA      | $418842.68    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/53 3.5                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    830000 | PA      | $555661.59    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/55 3.55                             | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    828000 | PA      | $550578.09    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2010 107 FB                                               | FANNIE MAE REMICS FNR 2010 107 FB                              | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391274 | PA      | $387831.66    | 0.02%             | 2040-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/35 5.1                        | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    609000 | PA      | $624173.72    | 0.04%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/55 5.5                        | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    706000 | PA      | $696179.65    | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/65 5.6                        | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    778000 | PA      | $771131.33    | 0.05%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 03/31 4.25                       | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1717977.11   | 0.10%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 10/55 5.55                       | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    357000 | PA      | $354212.35    | 0.02%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A3 144A                              | SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A3 144A             | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649828 | PA      | $652414.81    | 0.04%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A4 144A                              | SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A4 144A             | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399000 | PA      | $402882.47    | 0.02%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A            | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1968450 | PA      | $1797946.23   | 0.11%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A                            | SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1477000 | PA      | $1465930.62   | 0.09%             | 2042-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3                 | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1363448 | PA      | $1371100.96   | 0.08%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A3                 | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488000 | PA      | $1497846.54   | 0.09%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 A3                 | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730000 | PA      | $1739075.93   | 0.10%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                       | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375             | CUSIP: 80414L3F0<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |   1642000 | PA      | $1689511.47   | 0.10%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1847381.90   | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA SUBORDINATED 144A 01/55 VAR                | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1333000 | PA      | $1366221.33   | 0.08%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A                             | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A            | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795533 | PA      | $697174.22    | 0.04%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 03/48 4.125         | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    560000 | PA      | $422898.21    | 0.03%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A                            | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A           | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222890 | PA      | $211273.16    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| STAR 2021-1 TRUST STAR 2021 1 A1 144A                                           | STAR 2021-1 TRUST STAR 2021 1 A1 144A                          | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388419 | PA      | $364467.21    | 0.02%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A              | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249660 | PA      | $242894.31    | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A              | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772922 | PA      | $688509.36    | 0.04%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                        | STATE STREET CORP SR UNSECURED 02/30 4.729                     | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2321038.68   | 0.14%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITAL LLC SR UNSECURED 11/30 2.75                      | CUSIP: 862121AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    849000 | PA      | $766185.30    | 0.05%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITAL LLC SR UNSECURED 12/31 2.7                       | CUSIP: 862121AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $290713.98    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 02/30 4.85                           | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    552000 | PA      | $566364.70    | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                            | SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 07/31 VAR          | CUSIP: 86562MDY3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    999000 | PA      | $1010523.98   | 0.06%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                            | SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 07/33 VAR          | CUSIP: 86562MDZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    999000 | PA      | $1012279.68   | 0.06%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                      | SYNCHRONY CARD FUNDING LLC SYNIT 2025 A2 A                     | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2320000 | PA      | $2349319.93   | 0.14%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 05/35 5.3                        | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    979000 | PA      | $988675.63    | 0.06%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 11/55 5.875                      | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    586000 | PA      | $578248.80    | 0.03%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2022-1                                                        | T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                  | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183041 | PA      | $183162.92    | 0.01%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/30 3.625                     | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16397000 | PA      | $16361131.56  | 0.97%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/30 4                         | CUSIP: 91282CHR5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15014000 | PA      | $15211645.20  | 0.90%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/30 4.125                     | CUSIP: 91282CHW4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11132000 | PA      | $11341159.82  | 0.67%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/32 4                         | CUSIP: 91282CNR8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7639000 | PA      | $7673614.22   | 0.45%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/35 4.25                      | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9165000 | PA      | $9183616.41   | 0.54%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/28 3.625                     | CUSIP: 91282CNU1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24209000 | PA      | $24241152.46  | 1.44%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/27 3.625                     | CUSIP: 91282CNV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16903000 | PA      | $16906301.32  | 1.00%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN DD8211                                      | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1414622 | PA      | $1425073.94   | 0.08%             | 2055-05-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/55 FLOATING VAR                          | CUSIP: 3140BFNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471557 | PA      | $476866.79    | 0.03%             | 2055-08-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3                               | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1140350 | PA      | $1018570.03   | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED 3.5                             | CUSIP: 3140FXHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756291 | PA      | $724973.36    | 0.04%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/48 FIXED VAR                             | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228836 | PA      | $1122775.53   | 0.07%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                             | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818444 | PA      | $691183.97    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772000 | PA      | $689556.58    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2498305 | PA      | $2115309.29   | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                             | CUSIP: 3140X4HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1645279 | PA      | $1485885.93   | 0.09%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/40 FIXED VAR                             | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3147908 | PA      | $2739160.26   | 0.16%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/50 FIXED VAR                             | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759288 | PA      | $641700.75    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1126958 | PA      | $1027005.99   | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083522 | PA      | $986971.84    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/48 FIXED VAR                             | CUSIP: 3140XMG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996149 | PA      | $909524.96    | 0.05%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED VAR                             | CUSIP: 3140XMLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7841063 | PA      | $7003699.99   | 0.42%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XMRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2194392 | PA      | $1960048.44   | 0.12%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140XAL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920065 | PA      | $839531.19    | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/47 FIXED VAR                             | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545183 | PA      | $487472.71    | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1105252 | PA      | $987219.64    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/48 FIXED VAR                             | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991044 | PA      | $887066.82    | 0.05%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/51 FIXED VAR                             | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090560 | PA      | $921671.12    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/51 FIXED VAR                             | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1782885 | PA      | $1506778.91   | 0.09%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A           | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1306000 | PA      | $1320528.86   | 0.08%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C SBALT 2024 C A4 144A                               | SBNA AUTO LEASE TRUST 2024-C SBALT 2024 C A4 144A              | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872000 | PA      | $874640.24    | 0.05%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED VAR                             | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3938357 | PA      | $3592403.47   | 0.21%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/41 FIXED VAR                             | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    919603 | PA      | $824842.58    | 0.05%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/30 4.6                 | CUSIP: 82622RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1306000 | PA      | $1328568.23   | 0.08%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                             | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2059473 | PA      | $1795728.56   | 0.11%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED VAR                             | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586386 | PA      | $475239.03    | 0.03%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer